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FlexFinance
Meldewesen
EBA - Reports (Report Data Dictionary)
Own Funds - COREP
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Title:
Own Funds - COREP
Author:
Unknown User (ethan)
09.Nov 2020
Last Changed by:
Unknown User (ethan)
09.Nov 2020
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https://confluence.fernbach.com/x/SgHrFg
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Page:
EBA - Reports (Report Data Dictionary)
Children (35)
Page:
C 01.00 - Capital Adequacy - Own funds definition
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C 02.00 - Capital Adequacy - Risk Exposure Amounts
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C 03.00 - Capital Adequacy - Ratios
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C 04.00 - Capital Adequacy - Memorandum Items
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C 05.01 - Capital Adequacy - Transitional provisions Summary
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C 05.02 - Capital Adequacy - Transitional provisions Grandfathered instruments not constituting State aid
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C 07.00 - Credit and counterparty credit risks and free deliveries Standardised Approach to capital requirements
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C 08.01 - Credit and counterparty credit risks and free deliveries IRB Approach to capital requirements - TOTAL
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C 08.02 - Credit and counterparty credit risks and free deliveries IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
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C 09.01 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
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C 09.02 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
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C 09.04 - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
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C 10.01 - Credit risk Equity - IRB approaches to capital requirements - TOTAL
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C 10.02 - Credit risk Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD_LGD Approach by obligor grades
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C 11.00 - Settlement_Delivery risk
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C 12.00 - Credit risk Securitisations - Standardised Approach to own funds requirements
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C 13.00 - Credit risk Securitisations - IRB Approach to own funds requirements
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C 14.00 - Detailed information on securitisations
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C 15.00 - Exposures and losses from lending collateralised immovable property
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C 16.00 - Operational risk - Excluding AMA
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C 17.01 - Operational risk Losses and recoveries by business lines and event types in the last year
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C 17.02 - Operational risk Large loss events
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C 18.00 - Market risk Standardised Approach for traded debt instruments
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C 19.00 - Market risk Standardised Approach for specific risk in securitisations
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C 20.00 - Market risk Standardised Approach for specific risk in the correlation trading portfolio
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C 21.00 - Market risk Standardised Approach for position risk in equities
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C 22.00 - Market risk Standardised Approaches for foreign exchange risk
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C 23.00 - Market risk Standardised Approach for position risk in commodities
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C 24.00 - Market risk Internal models - Total
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C 25.00 - CVA RISK
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C 32.01 - Prudent valuation. Fair-Valued assets and liabilities
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C 32.02 - Prudent valuation Core approach - Pre and post diversification
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C 32.03 - Prudent valuation. Model risk AVA
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C 32.04 - Prudent valuation. Concentrated positions AVA
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C 33.00 - General governments exposures by country of the counterparty and regulatory approach (Gov)
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09.Nov 2020 13:34
Unknown User (ethan)
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