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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0170;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value";;;;;;;;;;"All CCR exposures (0001)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qALC,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0120;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Current exposure";;;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"Current exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHMM,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0130;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"EEPE";;;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"EEPE";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2126,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0150;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value pre-CRM";;;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"Exposure value pre-CRM";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0170;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value";;;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2135,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0190;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"Exposure value#Positions treated with the CR IRB approach";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0230;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"EXPOSURE VALUE FOR CALCULATING S-TREA";;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#EXPOSURE VALUE FOR CALCULATING S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0240;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qANM,qAAA=eba_qCM:qx2076,qACK=eba_qTP:qx2013,qAFF=eba_qFI:qx2188,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008";C_34.02.b;0070;0250;All CCR exposures;monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";;;;;;;;;"All CCR exposures (0001)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qGAE,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036";C_34.02.b;0080;0020;All CCR exposures;integerItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Number of transactions";;;;;;;;;;"All CCR exposures (0001)";"0080";"Financial collateral simple method (for SFTS)";"Number of transactions";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2187,qCAA=eba_qAI:qx2017,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0040;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Current market value (CMV), positive";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Current market value (CMV), positive";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2187,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qALC,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0120;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Current exposure";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Current exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHMM,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0130;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"EEPE";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"EEPE";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2126,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0150;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value pre-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value pre-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value post-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0170;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2143,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0180;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2135,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0190;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Exposure value";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Exposure value#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0200;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2143,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0210;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2135,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0220;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"Risk weighted exposure amounts#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0230;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR";"EXPOSURE VALUE FOR CALCULATING S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR#EXPOSURE VALUE FOR CALCULATING S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007,qZZX=eba_qOR:qx2007";C_34.02.b;0060;0240;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qANM,qAAA=eba_qCM:qx2076,qACK=eba_qTP:qx2013,qAFF=eba_qFI:qx2187,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2007";C_34.02.b;0060;0250;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR";"MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0060";"Derivatives and long settlement transactions netting sets";"OUTPUT FLOOR#MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qGAE,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008";C_34.02.b;0070;0020;All CCR exposures excluding exposures to central counterparties (CCPs);integerItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Number of transactions";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Number of transactions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJI,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008";C_34.02.b;0070;0030;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Notional amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Notional amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2188,qCAA=eba_qAI:qx2017,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0040;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Current market value (CMV), positive";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Current market value (CMV), positive";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2188,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qALC,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0120;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Current exposure";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Current exposure";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHMM,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0130;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"EEPE";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"EEPE";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2126,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0150;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value pre-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Exposure value pre-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Exposure value post-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0170;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2143,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0180;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Exposure value#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2135,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0190;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Exposure value";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Exposure value#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0200;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Risk weighted exposure amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Risk weighted exposure amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2143,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0210;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Risk weighted exposure amounts";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Risk weighted exposure amounts#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qLNK=eba_qAP:qx2135,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0220;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"Risk weighted exposure amounts";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"Risk weighted exposure amounts#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0230;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"EXPOSURE VALUE FOR CALCULATING S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#EXPOSURE VALUE FOR CALCULATING S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008,qZZX=eba_qOR:qx2007";C_34.02.b;0070;0240;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qANM,qAAA=eba_qCM:qx2076,qACK=eba_qTP:qx2013,qAFF=eba_qFI:qx2188,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qLNJ=eba_qAP:qx2118,qNNN=eba_qCN:qx2008";C_34.02.b;0070;0250;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"From contractual cross-product netting sets";"OUTPUT FLOOR";"MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0070";"From contractual cross-product netting sets";"OUTPUT FLOOR#MEMORANDUM ITEMS: RWEA RELATED TO THE IMPACT OF APPLICATION OF ARTICLE 465(4) OF REGULATION (EU) NO 575/2013";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qGAE,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036";C_34.02.b;0080;0020;All CCR exposures excluding exposures to central counterparties (CCPs);integerItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Number of transactions";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Number of transactions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJI,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036";C_34.02.b;0080;0030;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Notional amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Notional amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qCAA=eba_qAI:qx2017,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0040;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Current market value (CMV), positive";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Current market value (CMV), positive";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2126,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0150;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Exposure value pre-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Exposure value pre-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Exposure value post-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0170;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Exposure value";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2143,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0180;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Exposure value";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Exposure value#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2135,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0190;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Exposure value";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Exposure value#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0200;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2143,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0210;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts#Positions treated with the CR standardised approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2135,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0220;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts";"Positions treated with the CR IRB approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"Risk weighted exposure amounts#Positions treated with the CR IRB approach";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2042,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJMM=eba_qCG:qx2063,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0080;0240;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral simple method (for SFTS)";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0080";"Financial collateral simple method (for SFTS)";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qGAE,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2117,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036";C_34.02.b;0090;0020;All CCR exposures excluding exposures to central counterparties (CCPs);integerItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral comprehensive method (for SFTS)";"Number of transactions";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0090";"Financial collateral comprehensive method (for SFTS)";"Number of transactions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJI,qAFF=eba_qFI:qx2158,qBVK=eba_qCM:qx2117,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036";C_34.02.b;0090;0030;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Financial collateral comprehensive method (for SFTS)";"Notional amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0090";"Financial collateral comprehensive method (for SFTS)";"Notional amounts";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qAFF=eba_qFI:qx2186,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2126,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0150;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"Exposure value pre-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"Exposure value pre-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"Exposure value post-CRM";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2143,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0180;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"Exposure value";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"Exposure value#Positions treated with the CR standardised approach";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2036,qLNK=eba_qAP:qx2143,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0210;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"Risk weighted exposure amounts";"Positions treated with the CR standardised approach";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"Risk weighted exposure amounts#Positions treated with the CR standardised approach";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0230;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"OUTPUT FLOOR";"EXPOSURE VALUE FOR CALCULATING S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"OUTPUT FLOOR#EXPOSURE VALUE FOR CALCULATING S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qAFF=eba_qFI:qx2186,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qZZX=eba_qOR:qx2007";C_34.02.b;0110;0240;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Total";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0110";"Total";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJI,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2005";C_34.02.b;0120;0030;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Notional amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Notional amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qCAA=eba_qAI:qx2017,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0040;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Current market value (CMV), positive";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Current market value (CMV), positive";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Exposure value post-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0170;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Exposure value";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Exposure value";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qINJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2052,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0200;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"Risk weighted exposure amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"Risk weighted exposure amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0230;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"OUTPUT FLOOR";"EXPOSURE VALUE FOR CALCULATING S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"OUTPUT FLOOR#EXPOSURE VALUE FOR CALCULATING S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAAQ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2005,qZZX=eba_qOR:qx2007";C_34.02.b;0120;0240;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Of which: SWWR positions";"OUTPUT FLOOR";"S-TREA";;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0120";"Of which: SWWR positions";"OUTPUT FLOOR#S-TREA";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qGAE,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034";C_34.02.b;0130;0020;All CCR exposures excluding exposures to central counterparties (CCPs);integerItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Number of transactions";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Number of transactions";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJI,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034";C_34.02.b;0130;0030;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Notional amounts";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Notional amounts";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qCAA=eba_qAI:qx2017,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034,qZZX=eba_qOR:qx2007";C_34.02.b;0130;0040;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Current market value (CMV), positive";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Current market value (CMV), positive";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qCEE,qCAA=eba_qAI:qx2018,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034,qZZX=eba_qOR:qx2007";C_34.02.b;0130;0050;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Current market value (CMV), negative";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Current market value (CMV), negative";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2127,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034,qZZX=eba_qOR:qx2007";C_34.02.b;0130;0160;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Exposure value post-CRM";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Exposure value post-CRM";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qEBF=eba_qOR:qx2018,qEDA=eba_qTE:qx2010,qEEF=eba_qPL:qx2000,qJLJ=eba_qOR:qx2128,qLHL=eba_qTR:qx2036,qMHJ=eba_qCG:qx2034,qZZX=eba_qOR:qx2007";C_34.02.b;0130;0170;All CCR exposures excluding exposures to central counterparties (CCPs);monetaryItemType;C_34.02.b:CCR exposures by approach (CCR 2) .b;"Margined business";"Exposure value";;;;;;;;;;"All CCR exposures excluding exposures to central counterparties (CCPs) (0002)";"0130";"Margined business";"Exposure value";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Total (0001)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Total (0001)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Total (0001)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Total;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Total (0001)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Euro (0002)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EUR,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Euro;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Euro (0002)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Lek (0003)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ALL,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Lek;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Lek (0003)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099,qZZW=eba_qOR:qx2041,qZZX=eba_qOR:qx2007";C_18.00;0210;0050;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Bulgarian Lev (0004)";"0011#0210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0010;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0020;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Bulgarian Lev (0004)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:BGN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0030;Bulgarian Lev;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Bulgarian Lev (0004)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CZK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Czech Koruna;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Czech Koruna (0005)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:DKK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Danish Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Danish Krone (0006)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Pound Sterling (0007)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:GBP,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Pound Sterling;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Pound Sterling (0007)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (0008)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (0008)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (0008)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Forint (0008)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Forint (0008)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:HUF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Forint;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Forint (0008)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Yen (0009)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:JPY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Yen;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Yen (0009)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Denar (0012)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Denar (0012)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Denar (0012)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:MKD,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0030;Denar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Denar (0012)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Zloty (0013)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:PLN,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Zloty;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Zloty (0013)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RON,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Romanian Leu;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Romanian Leu (0014)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Russian Ruble (0015)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RUB,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0030;Russian Ruble;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Russian Ruble (0015)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099,qZZW=eba_qOR:qx2041,qZZX=eba_qOR:qx2007";C_18.00;0210;0050;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJL,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099,qZZX=eba_qOR:qx2007";C_18.00;0210;0060;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Serbian Dinar (0016)";"0011#0210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0010;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0020;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0030;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Serbian Dinar (0016)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:RSD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0040;Serbian Dinar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Serbian Dinar (0016)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:SEK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Swedish Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swedish Krona (0017)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:CHF,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Swiss Franc;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Swiss Franc (0018)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Turkish Lira (0019)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:TRY,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Turkish Lira;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Turkish Lira (0019)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:USD,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;US Dollar;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"US Dollar (0021)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:ISK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Iceland Krona;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Iceland Krona (0022)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2025,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0040;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"0 <= 1 month";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0040";"General risk#Maturity-based approach#Zone 1#0 <= 1 month";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2045,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0180;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0180";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0010;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0020;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"All positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0210";"General risk#Duration-based approach";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0030;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Norwegian Krone (0023)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:NOK,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0040;Norwegian Krone;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Norwegian Krone (0023)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2071,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0170;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0170";"General risk#Maturity-based approach#1.3 Zone 3#> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2047,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0190;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0190";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2064,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0200;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 20 (> 20 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0020#0120#0200";"General risk#Maturity-based approach#1.3 Zone 3#> 20 (> 20 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0210;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0210";"General risk#Duration-based approach";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099,qZZW=eba_qOR:qx2041,qZZX=eba_qOR:qx2007";C_18.00;0210;0050;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Positions";"Positions subject to capital charge";;;;;;;;;"Egyptian Pound (0024)";"0011#0210";"General risk#Duration-based approach";"Positions#Positions subject to capital charge";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJL,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099,qZZX=eba_qOR:qx2007";C_18.00;0210;0060;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Duration-based approach";"Own funds requirements";;;;;;;;;;"Egyptian Pound (0024)";"0011#0210";"General risk#Duration-based approach";"Own funds requirements";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0010;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0020;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0030;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2113,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0220;0040;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 1";"Positions";"Net positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0220";"General risk#Duration-based approach#Zone 1";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2114,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0230;0010;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Long";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:EGP,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2114,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2099";C_18.00;0230;0020;Egyptian Pound;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"Zone 2";"Positions";"All positions";"Short";;;;;;;;"Egyptian Pound (0024)";"0011#0210#0230";"General risk#Duration-based approach#Zone 2";"Positions#All positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2039,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0050;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 3 months";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0030#0050";"General risk#Maturity-based approach#Zone 1#> 1 <= 3 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2041,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0060;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 6 months";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0030#0060";"General risk#Maturity-based approach#Zone 1#> 3 <= 6 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2042,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0070;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 6 <= 12 months";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0030#0070";"General risk#Maturity-based approach#Zone 1#> 6 <= 12 months";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0010;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0020;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"All positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2111,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0080;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.2 Zone 2";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0080";"General risk#Maturity-based approach#1.2 Zone 2";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2057,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0090;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0080#0090";"General risk#Maturity-based approach#1.2 Zone 2#> 1 <= 2 (1,9 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2063,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0100;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0080#0100";"General risk#Maturity-based approach#1.2 Zone 2#> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2066,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0110;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0080#0110";"General risk#Maturity-based approach#1.2 Zone 2#> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0010;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qJJH,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0020;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"All positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#All positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2112,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0120;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"1.3 Zone 3";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120";"General risk#Maturity-based approach#1.3 Zone 3";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2067,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0130;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120#0130";"General risk#Maturity-based approach#1.3 Zone 3#> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2068,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0140;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120#0140";"General risk#Maturity-based approach#1.3 Zone 3#> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2069,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0150;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120#0150";"General risk#Maturity-based approach#1.3 Zone 3#> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2016,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0030;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Long";;;;;;;;"Other (0025)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Long";False;False;"Sheets"
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qABV,qAFF=eba_qFI:qx2146,qAYX=eba_CU:qx2013,qBGB=eba_qPI:qx2006,qBGD=eba_qPC:qx2070,qEEF=eba_qPL:qx2002,qLHL=eba_qTR:qx2044,qLNK=eba_qAP:qx2098";C_18.00;0160;0040;Other;monetaryItemType;Market risk: Standardised Approach for traded debt instruments;"> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions";"Net positions";"Short";;;;;;;;"Other (0025)";"0011#0020#0120#0160";"General risk#Maturity-based approach#1.3 Zone 3#> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years";"Positions#Net positions#Short";False;False;"Sheets"
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qAGQ,qAAA=eba_qCM:qx2067,qBRX=eba_qTA:qx2201,qCAA=eba_qAI:qx2036,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2113,qZZX=eba_qOR:qx2007";I_06.11;0010;0050;;monetaryItemType;Trading counterparty default - TCD additional detail;"Application of IFR: K-TCD";"Collateral (C)";;;;;;;;;;;"0009#0010";"Breakdown by method for determining the exposure value#Application of IFR: K-TCD";"Collateral (C)";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJL,qBRX=eba_qTA:qx2201,qLHL=eba_qTR:qx2011,qLNJ=eba_qAP:qx2112,qLNK=eba_qAP:qx2113,qZZX=eba_qOR:qx2007";I_06.11;0020;0010;;monetaryItemType;Trading counterparty default - TCD additional detail;"Alternative approaches: Exposure value determined in accordance with CRR";"K - factor requirement";;;;;;;;;;;"0009#0020";"Breakdown by method for determining the exposure value#Alternative approaches: Exposure value determined in accordance with CRR";"K - factor requirement";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qBRX=eba_qTA:qx2201,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2114,qTRS=eba_qTR:qx2037,qZZX=eba_qOR:qx2007";I_06.11;0070;0020;;monetaryItemType;Trading counterparty default - TCD additional detail;"Memorandum item: CVA component";"Exposure 

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value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJL,qBBF=eba_qSR:qx2079,qBRX=eba_qTA:qx2201,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2111,qZZX=eba_qOR:qx2007";I_06.11;0090;0010;;monetaryItemType;Trading counterparty default - TCD additional detail;"Central governments, central banks and public sector entities";"K - factor requirement";;;;;;;;;;;"0089#0090";"Breakdown by type of counterparty#Central governments, central banks and public sector entities";"K - factor requirement";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qBBF=eba_qSR:qx2079,qBRX=eba_qTA:qx2201,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2111,qZZX=eba_qOR:qx2007";I_06.11;0090;0020;;monetaryItemType;Trading counterparty default - TCD additional detail;"Central governments, central banks and public sector entities";"Exposure 

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value";False;False;
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http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qBRX=eba_qTA:qx2201,qEBD=eba_qES:qx2007,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2111,qZZX=eba_qOR:qx2007";I_06.11;0100;0020;;monetaryItemType;Trading counterparty default - TCD additional detail;"Credit institutions and investment firms";"Exposure 

value";;;;;;;;;;;"0089#0100";"Breakdown by type of counterparty#Credit institutions and investment firms";"Exposure 

value";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qIJL,qBRX=eba_qTA:qx2201,qEBD=eba_qES:qx2008,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2111,qZZX=eba_qOR:qx2007";I_06.11;0110;0010;;monetaryItemType;Trading counterparty default - TCD additional detail;"Other counterparties";"K - factor requirement";;;;;;;;;;;"0089#0110";"Breakdown by type of counterparty#Other counterparties";"K - factor requirement";False;False;
http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/if/4.2/mod/if_class2.xsd;4.2;1.4.0;;"eba_met:qHNJ,qBRX=eba_qTA:qx2201,qEBD=eba_qES:qx2008,qLHL=eba_qTR:qx2011,qLNK=eba_qAP:qx2111,qZZX=eba_qOR:qx2007";I_06.11;0110;0020;;monetaryItemType;Trading counterparty default - TCD additional detail;"Other counterparties";"Exposure 

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