entryPoint;taxonomyVersion;metadataTaxonomyVersion;metadataTaxonomySetOverallVersion;cellKey;tableId;rowCode;columnCode;zAxisCode;valueType;tableName;rowLabel;columnLabelLevel1Field;columnLabelLevel2Field;columnLabelLevel3Field;columnLabelLevel4Field;columnLabelLevel5Field;columnLabelLevel6Field;columnLabelLevel7Field;columnLabelLevel8Field;columnLabelLevel9Field;columnLabelLevel10Field;zAxisMemberKey;fullRowCode;fullRowHeader;fullColumnHeader;isOpenRow;isOpenZAxis;zAxisBreakdownLabel
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei4,BAS=eba_BA:x17";S_00.01;010;010;;enumerationItemType;S 00.01 Nature of Report (SBP);"Accounting framework";"Nature of Report";;;;;;;;;;;"010";"Accounting framework";"Nature of Report";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei207,BAS=eba_BA:x17";S_00.01;020;010;;enumerationItemType;S 00.01 Nature of Report (SBP);"Reporting Level";"Nature of Report";;;;;;;;;;;"020";"Reporting Level";"Nature of Report";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;020;44141;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure class";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;030;44141;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Regulatory approach";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;040;44141;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Rating";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:di369,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;050;44141;dateItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Date of most recent rating of counterparty";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Date of most recent rating of counterparty";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;060;44141;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"PD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;070;44141;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Default status";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;080;44141;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;090;44141;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;100;44141;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"CCF";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;110;44141;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"EAD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;120;44141;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Collateral value";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x609,SUB=eba_MC:x611,TRI=eba_TR:x4";C_101.00;999;130;44141;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured without negative pledge";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Hyp LGD senior unsecured without negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x610,SUB=eba_MC:x611,TRI=eba_TR:x4";C_101.00;999;140;44141;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured with negative pledge";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Hyp LGD senior unsecured with negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;150;44141;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"LGD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;160;44141;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Maturity";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x4";C_101.00;999;170;44141;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"RWA";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Counterparty";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;020;44142;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure class";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;030;44142;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Regulatory approach";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;040;44142;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Rating";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:di369,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;050;44142;dateItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Date of most recent rating of counterparty";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Date of most recent rating of counterparty";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;060;44142;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"PD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;070;44142;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Default status";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;080;44142;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;090;44142;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;100;44142;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"CCF";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;110;44142;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"EAD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;120;44142;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Collateral value";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x609,SUB=eba_MC:x611,TRI=eba_TR:x3";C_101.00;999;130;44142;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured without negative pledge";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Hyp LGD senior unsecured without negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x610,SUB=eba_MC:x611,TRI=eba_TR:x3";C_101.00;999;140;44142;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured with negative pledge";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Hyp LGD senior unsecured with negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;150;44142;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"LGD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;160;44142;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Maturity";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x3";C_101.00;999;170;44142;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"RWA";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Counterparty";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;020;44143;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure class";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;030;44143;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Regulatory approach";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;040;44143;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Rating";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:di369,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;050;44143;dateItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Date of most recent rating of counterparty";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Date of most recent rating of counterparty";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;060;44143;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"PD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;070;44143;enumerationItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Default status";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;080;44143;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Original exposure pre conversion factors";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;090;44143;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;100;44143;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"CCF";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;110;44143;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"EAD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;120;44143;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Collateral value";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x609,SUB=eba_MC:x611,TRI=eba_TR:x1";C_101.00;999;130;44143;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured without negative pledge";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Hyp LGD senior unsecured without negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi158,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x18,HYV=eba_BT:x10,IMS=eba_IM:x29,INC=999,SCC=eba_MC:x610,SUB=eba_MC:x611,TRI=eba_TR:x1";C_101.00;999;140;44143;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Hyp LGD senior unsecured with negative pledge";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Hyp LGD senior unsecured with negative pledge";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;150;44143;percentItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"LGD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;160;44143;integerItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"Maturity";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,INC=999,TRI=eba_TR:x1";C_101.00;999;170;44143;monetaryItemType;C 101.00 Details on exposures in Low Default Portfolios by counterparty;"Counterparty";"RWA";;;;;;;;;;"Counterparty credit risk (030)";"999";"Counterparty";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;020;44163;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Exposure class";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;030;44163;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Regulatory approach";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii177,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;040;44163;integerItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Number of obligors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;050;44163;integerItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Rating";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;060;44163;percentItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"PD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;070;44163;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Default status";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;080;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;090;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;100;44163;percentItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"CCF";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;110;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"EAD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;120;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Collateral value";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;130;44163;percentItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"LGD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;140;44163;integerItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Maturity";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;150;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Expected Loss";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Expected Loss";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,MCY=eba_MC:x401,PBE=999,TRI=eba_TR:x4";C_102.00;999;160;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Provisions non-performing exposures";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"Provisions non-performing exposures";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;170;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"RWA";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x4";C_102.00;999;180;44163;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"RWA Standardised";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Portfolio";"RWA Standardised";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;020;44164;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Exposure class";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;030;44164;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Regulatory approach";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii177,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;040;44164;integerItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Number of obligors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;050;44164;integerItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Rating";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;060;44164;percentItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"PD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;070;44164;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Default status";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;080;44164;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x3";C_102.00;999;090;44164;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Portfolio";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x1";C_102.00;999;060;44165;percentItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"PD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Portfolio";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x1";C_102.00;999;070;44165;enumerationItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"Default status";;;;;;;;;;"Counterparty credit risk (030)";"999";"Portfolio";"Default status";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x1";C_102.00;999;110;44165;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"EAD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Portfolio";"EAD";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,PBE=999,TRI=eba_TR:x1";C_102.00;999;180;44165;monetaryItemType;C 102.00 Details on exposures in Low Default Portfolios;"Portfolio";"RWA Standardised";;;;;;;;;;"Counterparty credit risk (030)";"999";"Portfolio";"RWA Standardised";True;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;080;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;090;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;100;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"CCF";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;110;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"EAD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;120;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Collateral value";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;130;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"LGD";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;140;44191;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Maturity";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;150;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Expected Loss";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Expected Loss";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,MCY=eba_MC:x401,PBE=999,TRI=eba_TR:x4";C_103.00;999;160;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Provisions non-performing exposures";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Provisions non-performing exposures";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;170;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x4";C_103.00;999;180;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA Standardised";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"RWA Standardised";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x4";C_103.00;999;190;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate latest year";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Default rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x4";C_103.00;999;200;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate past 5 years";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Default rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x4";C_103.00;999;210;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate latest year";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Loss rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x4";C_103.00;999;220;44191;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate past 5 years";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"Loss rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x4";C_103.00;999;230;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA *";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"RWA *";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x4";C_103.00;999;240;44191;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA **";;;;;;;;;;"Credit risk, counterparty credit risk and free deliveries (010)";"999";"Exposure";"RWA **";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;020;44192;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Exposure class";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;030;44192;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Regulatory approach";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii177,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;040;44192;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Number of obligors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;050;44192;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Rating";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;060;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"PD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;070;44192;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default status";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;080;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Original exposure pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;090;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;100;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"CCF";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;110;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"EAD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;120;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Collateral value";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;130;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"LGD";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;140;44192;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Maturity";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;150;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Expected Loss";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Expected Loss";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,MCY=eba_MC:x401,PBE=999,TRI=eba_TR:x3";C_103.00;999;160;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Provisions non-performing exposures";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Provisions non-performing exposures";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;170;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x3";C_103.00;999;180;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA Standardised";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"RWA Standardised";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x3";C_103.00;999;190;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate latest year";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Default rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x3";C_103.00;999;200;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate past 5 years";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Default rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x3";C_103.00;999;210;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate latest year";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Loss rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x3";C_103.00;999;220;44192;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate past 5 years";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"Loss rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x3";C_103.00;999;230;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA *";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"RWA *";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x3";C_103.00;999;240;44192;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA **";;;;;;;;;;"Credit risk and free deliveries (020)";"999";"Exposure";"RWA **";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei366,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;020;44193;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Exposure class";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Exposure class";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei367,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;030;44193;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Regulatory approach";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Regulatory approach";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii177,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;040;44193;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Number of obligors";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Number of obligors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;050;44193;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Rating";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Rating";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;060;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"PD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"PD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei408,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;070;44193;enumerationItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default status";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Default status";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;080;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Original exposure pre conversion factors";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Original exposure pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi116,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;090;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Exposure after CRM substitution effects pre conversion factors";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Exposure after CRM substitution effects pre conversion factors";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;100;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"CCF";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"CCF";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;110;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"EAD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"EAD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi42,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;120;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Collateral value";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Collateral value";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;130;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"LGD";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"LGD";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;140;44193;integerItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Maturity";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Maturity";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi115,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;150;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Expected Loss";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Expected Loss";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi76,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,MCY=eba_MC:x401,PBE=999,TRI=eba_TR:x1";C_103.00;999;160;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Provisions non-performing exposures";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Provisions non-performing exposures";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;170;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"RWA";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x42,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,TRI=eba_TR:x1";C_103.00;999;180;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA Standardised";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"RWA Standardised";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x1";C_103.00;999;190;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate latest year";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Default rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd371,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x1";C_103.00;999;200;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Default rate past 5 years";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Default rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x1";C_103.00;999;210;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate latest year";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Loss rate latest year";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd372,APR=eba_AP:x27,BAS=eba_BA:x17,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x1";C_103.00;999;220;44193;percentItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"Loss rate past 5 years";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"Loss rate past 5 years";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x48,TRI=eba_TR:x1";C_103.00;999;230;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA *";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"RWA *";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,CSC=eba_CS:x7,HYV=eba_BT:x10,IMS=eba_IM:x30,PBE=999,REF=eba_RF:x49,TRI=eba_TR:x1";C_103.00;999;240;44193;monetaryItemType;C 103.00 Details on exposures in High Default Portfolios;"Exposure";"RWA **";;;;;;;;;;"Counterparty credit risk (030)";"999";"Exposure";"RWA **";True;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii368,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;020;;integerItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Rating";;;;;;;;;;;"999";"Transaction";"Rating";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi187,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;030;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"PD";;;;;;;;;;;"999";"Transaction";"PD";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi180,APR=eba_AP:x27,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;040;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Original exposure pre conversion factors";;;;;;;;;;;"999";"Transaction";"Original exposure pre conversion factors";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi370,APR=eba_AP:x27,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;050;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"CCF";;;;;;;;;;;"999";"Transaction";"CCF";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi129,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,MCY=eba_MC:x409,TBE=999,TRI=eba_TR:x4";C_104.00;999;060;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Collateral value before haircut";;;;;;;;;;;"999";"Transaction";"Collateral value before haircut";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi373,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,MCY=eba_MC:x409,TBE=999,TRI=eba_TR:x4";C_104.00;999;070;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Haircut";;;;;;;;;;;"999";"Transaction";"Haircut";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi323,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,MCY=eba_MC:x409,TBE=999,TRI=eba_TR:x4";C_104.00;999;080;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Collateral value after haircut";;;;;;;;;;;"999";"Transaction";"Collateral value after haircut";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;090;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"EAD";;;;;;;;;;;"999";"Transaction";"EAD";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CLS=eba_CG:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;100;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"EAD unsecured";;;;;;;;;;;"999";"Transaction";"EAD unsecured";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,CLS=eba_CG:x21,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;110;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"EAD secured";;;;;;;;;;;"999";"Transaction";"EAD secured";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;120;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"LGD";;;;;;;;;;;"999";"Transaction";"LGD";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;130;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"LGD unsecured";;;;;;;;;;;"999";"Transaction";"LGD unsecured";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pi128,APR=eba_AP:x27,BAS=eba_BA:x17,CLS=eba_CG:x21,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;140;;percentItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"LGD secured";;;;;;;;;;;"999";"Transaction";"LGD secured";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ii163,APR=eba_AP:x27,BAS=eba_BA:x17,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;150;;integerItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"Maturity";;;;;;;;;;;"999";"Transaction";"Maturity";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi310,APR=eba_AP:x27,BAS=eba_BA:x9,HYV=eba_BT:x10,IMS=eba_IM:x29,TBE=999,TRI=eba_TR:x4";C_104.00;999;160;;monetaryItemType;C 104.00 Details for hypothetical transactions in Low Default Portfolios;"Transaction";"RWA";;;;;;;;;;;"999";"Transaction";"RWA";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si374,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,TRI=eba_TR:x4";C_105.01;999;020;;stringItemType;C 105.01 Definition of internal models;"Internal model";"Model name";;;;;;;;;;;"999";"Internal model";"Model name";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si375,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,TRI=eba_TR:x4";C_105.01;999;030;;stringItemType;C 105.01 Definition of internal models;"Internal model";"IRBA Risk parameter";;;;;;;;;;;"999";"Internal model";"IRBA Risk parameter";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi119,APR=eba_AP:x27,BAS=eba_BA:x9,IMI=999,TRI=eba_TR:x4";C_105.01;999;040;;monetaryItemType;C 105.01 Definition of internal models;"Internal model";"EAD";;;;;;;;;;;"999";"Internal model";"EAD";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd410,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,PUR=eba_PU:x31,REF=eba_RF:x50,TRI=eba_TR:x4";C_105.01;999;050;;percentItemType;C 105.01 Definition of internal models;"Internal model";"EAD weighted average default rate for calibration";;;;;;;;;;;"999";"Internal model";"EAD weighted average default rate for calibration";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd411,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,PUR=eba_PU:x31,REF=eba_RF:x50,TRI=eba_TR:x4";C_105.01;999;060;;percentItemType;C 105.01 Definition of internal models;"Internal model";"Case weighted average default rate for calibration";;;;;;;;;;;"999";"Internal model";"Case weighted average default rate for calibration";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd378,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,PUR=eba_PU:x31,REF=eba_RF:x50,TRI=eba_TR:x4";C_105.01;999;070;;percentItemType;C 105.01 Definition of internal models;"Internal model";"Long-run PD";;;;;;;;;;;"999";"Internal model";"Long-run PD";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd379,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,REF=eba_RF:x48,TRI=eba_TR:x4";C_105.01;999;080;;percentItemType;C 105.01 Definition of internal models;"Internal model";"Cure rate defaulted assets";;;;;;;;;;;"999";"Internal model";"Cure rate defaulted assets";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:pd380,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,PUR=eba_PU:x32,TRI=eba_TR:x4";C_105.01;999;090;;percentItemType;C 105.01 Definition of internal models;"Internal model";"Recovery rate of the foreclosed assets for not cured defaults";;;;;;;;;;;"999";"Internal model";"Recovery rate of the foreclosed assets for not cured defaults";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ri381,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,PUR=eba_PU:x32,REF=eba_RF:x51,TRI=eba_TR:x4";C_105.01;999;100;;decimalItemType;C 105.01 Definition of internal models;"Internal model";"Recovery period of the foreclosed assets for not cured defaults";;;;;;;;;;;"999";"Internal model";"Recovery period of the foreclosed assets for not cured defaults";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:bi376,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,TRI=eba_TR:x4";C_105.01;999;110;;booleanItemType;C 105.01 Definition of internal models;"Internal model";"Joint decision";;;;;;;;;;;"999";"Internal model";"Joint decision";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei152,APR=eba_AP:x27,BAS=eba_BA:x17,IMI=999,MCY=eba_MC:x613,REF=eba_RF:x50,TRI=eba_TR:x4";C_105.01;999;120;;enumerationItemType;C 105.01 Definition of internal models;"Internal model";"Consolidating supervisor";;;;;;;;;;;"999";"Internal model";"Consolidating supervisor";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si412,BAS=eba_BA:x17,RNI=999";C_105.02;999;010;;stringItemType;C 105.02 Mapping of internal models to portfolios;"Row Number";"Portfolio ID";;;;;;;;;;;"999";"Row Number";"Portfolio ID";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si409,BAS=eba_BA:x17,RNI=999";C_105.02;999;020;;stringItemType;C 105.02 Mapping of internal models to portfolios;"Row Number";"Internal model ID";;;;;;;;;;;"999";"Row Number";"Internal model ID";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si409,APR=eba_AP:x27,BAS=eba_BA:x17,IRN=999,MCY=eba_MC:x614,TRI=eba_TR:x4";C_105.03;999;010;;stringItemType;C 105.03 Mapping of internal models to host supervisors;"Row Number";"Internal model ID";;;;;;;;;;;"999";"Row Number";"Internal model ID";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei152,APR=eba_AP:x27,BAS=eba_BA:x17,IRN=999,MCY=eba_MC:x614,TRI=eba_TR:x4";C_105.03;999;020;;enumerationItemType;C 105.03 Mapping of internal models to host supervisors;"Row Number";"Host supervisor";;;;;;;;;;;"999";"Row Number";"Host supervisor";True;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei386,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;010;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Methodology";"Option";;;;;;;;;;;"005#010";"VaR#Methodology";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei388,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;020;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Computation of 10 day Horizon";"Option";;;;;;;;;;;"005#020";"VaR#Computation of 10 day Horizon";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei389,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;030;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Length of observation period";"Option";;;;;;;;;;;"005#030";"VaR#Length of observation period";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei390,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;040;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Data Weighting";"Option";;;;;;;;;;;"005#040";"VaR#Data Weighting";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ri391,APR=eba_AP:x81,BAS=eba_BA:x17,HYV=eba_BT:x10,TRI=eba_TR:x11";C_107.01.a;050;010;;decimalItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Backtesting add-on";"Option";;;;;;;;;;;"005#050";"VaR#Backtesting add-on";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ri392,APR=eba_AP:x81,BAS=eba_BA:x17,HYV=eba_BT:x10,TRI=eba_TR:x11";C_107.01.a;060;010;;decimalItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Regulatory add-on";"Option";;;;;;;;;;;"005#060";"VaR#Regulatory add-on";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei386,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;070;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Methodology";"Option";;;;;;;;;;;"065#070";"SVaR#Methodology";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei388,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.a;080;010;;enumerationItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Computation of 10 day Horizon";"Option";;;;;;;;;;;"065#080";"SVaR#Computation of 10 day Horizon";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ri393,APR=eba_AP:x82,BAS=eba_BA:x17,HYV=eba_BT:x10,TRI=eba_TR:x11";C_107.01.a;090;010;;decimalItemType;C 107.01.a VaR and SVaR non-CTP. Details;"Regulatory add-on";"Option";;;;;;;;;;;"065#090";"SVaR#Regulatory add-on";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si397,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;010;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Methodology";"Free text box";;;;;;;;;;;"005#010";"VaR#Methodology";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si396,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;020;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Computation of 10 day Horizon";"Free text box";;;;;;;;;;;"005#020";"VaR#Computation of 10 day Horizon";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si395,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;030;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Length of observation period";"Free text box";;;;;;;;;;;"005#030";"VaR#Length of observation period";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si394,APR=eba_AP:x81,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;040;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Data Weighting";"Free text box";;;;;;;;;;;"005#040";"VaR#Data Weighting";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si399,APR=eba_AP:x81,BAS=eba_BA:x17,HYV=eba_BT:x10,TRI=eba_TR:x11";C_107.01.b;050;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Backtesting add-on";"Free text box";;;;;;;;;;;"005#050";"VaR#Backtesting add-on";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si400,APR=eba_AP:x81,BAS=eba_BA:x17,HYV=eba_BT:x10,TRI=eba_TR:x11";C_107.01.b;060;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Regulatory add-on";"Free text box";;;;;;;;;;;"005#060";"VaR#Regulatory add-on";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si397,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;070;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Methodology";"Free text box";;;;;;;;;;;"065#070";"SVaR#Methodology";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si396,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;080;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Computation of 10 day Horizon";"Free text box";;;;;;;;;;;"065#080";"SVaR#Computation of 10 day Horizon";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si398,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;090;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Regulatory add-on";"Free text box";;;;;;;;;;;"065#090";"SVaR#Regulatory add-on";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi261,APR=eba_AP:x81,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,NED=999,PBE=999,TRI=eba_TR:x11";C_107.02;999;020;999;monetaryItemType;C 107.02 VaR and SVaR non-CTP. Base currency results;"Date";"VaR";;;;;;;;;;"999";"999";"Date";"VaR";True;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi225,APR=eba_AP:x82,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,NED=999,PBE=999,TRI=eba_TR:x11";C_107.02;999;030;999;monetaryItemType;C 107.02 VaR and SVaR non-CTP. Base currency results;"Date";"SVaR";;;;;;;;;;"999";"999";"Date";"SVaR";True;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:md421,APR=eba_AP:x81,BAS=eba_BA:x17,CCA=eba_CA:x1,HYV=eba_BT:x10,MRW=eba_AP:x83,NED=999,PBE=999,TRI=eba_TR:x11";C_108.00;999;020;999;monetaryItemType;C 108.00 One year profit & loss VaR non-CTP;"Date";"Daily P&L";;;;;;;;;;"999";"999";"Date";"Daily P&L";True;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei402,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.a;010;010;;enumerationItemType;C 109.01.a IRC. Details of the model;"Number of modelling factors";"Option";;;;;;;;;;;"010";"Number of modelling factors";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei403,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.a;020;010;;enumerationItemType;C 109.01.a IRC. Details of the model;"Source of LGDs";"Option";;;;;;;;;;;"020";"Source of LGDs";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si404,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.b;010;020;;stringItemType;C 109.01.b IRC. Details of the model. Comments;"Number of modelling factors";"Free text box";;;;;;;;;;;"010";"Number of modelling factors";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si405,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.b;020;020;;stringItemType;C 109.01.b IRC. Details of the model. Comments;"Source of LGDs";"Free text box";;;;;;;;;;;"020";"Source of LGDs";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei387,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;030;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Liquidity Horizon";"Option";;;;;;;;;;"999";"030";"Liquidity Horizon";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei406,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;040;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Source of PDs";"Option";;;;;;;;;;"999";"040";"Source of PDs";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei407,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;050;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Source of transition matrices";"Option";;;;;;;;;;"999";"050";"Source of transition matrices";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi141,APR=eba_AP:x26,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,MCY=eba_MC:x612,MRW=eba_AP:x93,NED=999,PBE=999,TRI=eba_TR:x11";C_109.03;999;020;999;monetaryItemType;C 109.03 IRC. Amount by portfolio/date;"Date";"IRC";;;;;;;;;;"999";"999";"Date";"IRC";True;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei402,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.a;010;010;;enumerationItemType;C 110.01.a CT. Details of the model;"Number of modelling factors";"Option";;;;;;;;;;;"010";"Number of modelling factors";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei403,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.a;020;010;;enumerationItemType;C 110.01.a CT. Details of the model;"Source of LGDs";"Option";;;;;;;;;;;"020";"Source of LGDs";"Option";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si404,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.b;010;020;;stringItemType;C 110.01.b CT. Details of the model. Comments;"Number of modelling factors";"Free text box";;;;;;;;;;;"010";"Number of modelling factors";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:si405,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.b;020;020;;stringItemType;C 110.01.b CT. Details of the model. Comments;"Source of LGDs";"Free text box";;;;;;;;;;;"020";"Source of LGDs";"Free text box";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei387,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;030;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Liquidity Horizon";"Option";;;;;;;;;;"999";"030";"Liquidity Horizon";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei406,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;040;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Source of PDs";"Option";;;;;;;;;;"999";"040";"Source of PDs";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:ei407,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;050;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Source of transition matrices";"Option";;;;;;;;;;"999";"050";"Source of transition matrices";"Option";False;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"eba_met:mi22,APR=eba_AP:x26,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,MCY=eba_MC:x189,MRW=eba_AP:x80,NED=999,PBE=999,TRI=eba_TR:x11";C_110.03;999;020;999;monetaryItemType;C 110.03 CT. APR by portfolio/date;"Date";"APR";;;;;;;;;;"999";"999";"Date";"APR";True;True;"Portfolio ID"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si1";header;2;3;;stringItemType;Header-Tabelle;"Identnummer des Absenders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Absenders";"Identnummer des Absenders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si2";header;3;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Absenders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Absenders";"Identnummerntyp des Absenders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si3";header;4;3;;stringItemType;Header-Tabelle;"Identnummer des Melders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Melders";"Identnummer des Melders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si4";header;5;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Melders";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Melders";"Identnummerntyp des Melders";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si5";header;6;3;;stringItemType;Header-Tabelle;"Identnummer des Empfängers";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummer des Empfängers";"Identnummer des Empfängers";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si6";header;7;3;;stringItemType;Header-Tabelle;"Identnummerntyp des Empfängers";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Identnummerntyp des Empfängers";"Identnummerntyp des Empfängers";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:di7";header;8;3;;dateItemType;Header-Tabelle;"Datum der Erstellung";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Datum der Erstellung";"Datum der Erstellung";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:di17";header;9;3;;dateItemType;Header-Tabelle;"Beginn des Berichtszeitraums";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Beginn des Berichtszeitraums";"Beginn des Berichtszeitraums";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:di12";header;10;3;;dateItemType;Header-Tabelle;"Berichtszeitraum";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Berichtszeitraum";"Berichtszeitraum";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si13";header;11;3;;stringItemType;Header-Tabelle;"Einzel-/konsolidierte Meldung";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Einzel-/konsolidierte Meldung";"Einzel-/konsolidierte Meldung";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si8";header;12;3;;stringItemType;Header-Tabelle;"Testflag";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Testflag";"Testflag";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si14";header;13;3;;stringItemType;Header-Tabelle;"Meldesoftware";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Meldesoftware";"Meldesoftware";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si9";header;14;3;;stringItemType;Header-Tabelle;"Name des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Name des Sachbearbeiters";"Kontaktdaten#Name des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si10";header;15;3;;stringItemType;Header-Tabelle;"Telefonnummer des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Telefonnummer des Sachbearbeiters";"Kontaktdaten#Telefonnummer des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si11";header;16;3;;stringItemType;Header-Tabelle;"E-Mail des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#E-Mail des Sachbearbeiters";"Kontaktdaten#E-Mail des Sachbearbeiters";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si16";header;17;3;;stringItemType;Header-Tabelle;"Bbk-User-Id";"Allgemeine Informationen zur Einreichung";;;;;;;;;;;"Kontaktdaten#Bbk-User-Id";"Kontaktdaten#Bbk-User-Id";"Allgemeine Informationen zur Einreichung";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2016-svbxx/2016-02-01/mod/sbp_ind_bbk.xsd;2.5.0.1;1.0.3.1;2.5.0.1;"bbk_met:si15,BNU=999";service;999;1;;stringItemType;Service-Tabelle;"Kreditnehmernummer, Kreditnehmereinheitsnummer/Gruppe verbundener";"Interne Identifikationsnummer";;;;;;;;;;;"999";"Kreditnehmernummer, Kreditnehmereinheitsnummer/Gruppe verbundener";"Interne Identifikationsnummer";True;False;