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ANNEX XIVDATA POINT MODEL — DICTIONARY

Dimensions

ANNEX XIV Table 5: rows 1 - 108

Dimension Code Dimension Label
ACTAccounting treatment
ALMUse of allocation mechanism
ALOType of allowance
APLAccounting portfolio
APRApproach for prudential purposes
ASTAccounting standard
ATYMetric
BASBase
BLIBusiness line
CCCMain category of the collateral of the collateral
CEGCountry where the exposure is generated
CFOConversion factors for off-balance sheet items
CLCCollateral status of the collateral
CLSCollateral status
CMACountry of the market
CNOControlling and non-controlling owners
COFEligibility for own funds for transitional period
COICallability of the instruments
CPCCounterparty sector of the collateral
CPECounterparty sector of the source of encumbrance
CPSCounterparty sector
CPYCounterparty
CPZSize of the counterparty
CQCExposures by Credit Quality steps at reporting date of the collateral
CQIExposures by Credit Quality steps at inception
CQSExposures by Credit Quality steps at reporting date
CRMCRM Effects/Collateral
CSCContingent scenario
CUCCurrency of the collateral
CUECurrency of the exposure
CUSCurrency with significant liabilities
DOFDeducted from own funds
DPSDerivatives Purchased/Sold
DSTTime from the due time for settlement
ECBExposure class before reassignment
ECCExposure class of the collateral received
ECGExposure class of the collateral given
ECWExposure classes used for weighting purposes
ENCEncumbrance
ETYEvent Type
EUTTime of encumbrance
EXCExposure class
EXTUse of external ratings
FVHFair value hierarchy
GCCGroup of connected clients
GTCGuarantor of the collateral
GTRGuarantor
HFIHybrid instruments
IMSImpairment status
INCIndividual clients
INVSignificant investments
LACLocation of the activities
LECLegal entity
LIQGeneral liquidity requirements
LQALiquidity quality of assets
LQCLiquidity quality of collateral received
LQGLiquidity quality of collateral given
LTVLoan to value
MCCMain category of collateral or guarantee given
MCDMain category of the Defined benefit plan assets
MCEMain category that generates income or expenses
MCGMain category of collateral or guarantee received
MCIMain category provided of Investee
MCLMain category that generates the deferred tax liability
MCPMain category of the off-balance sheet item that generates the provision
MCSMain category of the source of encumbrance
MCTMain category of the transferred financial asset to which the liability is associated to
MCUMain category of the underlying
MCYMain category
MRWMethods to determine risk weights
NACNACE code counterparty
OFSOwn funds
OGRObligor grade
PAUPartial use
PINPositions in the instrument
PLTAccounting portfolio of the transferred financial asset to which the liability is associated to
PRPPrudential portfolio
PURPurpose
RCPResidence of counterparty
RECTo be reclassified to profit or loss
REFReference date or period
RESResidual maturity
RPCRelated parties/Relationship of the collateral
RPRRelated parties/Relationships
RSPRole in the securitisation process
RWCRisk weights of the collateral
RWSRisk weights
SCCSpecific contract clauses or netting agreements
SCOScope of consolidation
SLQSpecific liquidity requirements
SOLSubject to operating lease (reporting entity lessor)
SRNSecuritisation Row Number
SSTSecuritisation structure
STCSecurity
SUBSubordinated
TACType of assets with collateral received
TCPType of credit protection
TIFType of investment firm
TMAType of market
TOFTransitionally treated as in Own Funds
TPDTime past due
TRIType of risk
TRTType of risk transfer
TSEType of securitisation
TYAType of activity
TYRType of activity of Related parties/Relationships
UESType of underlying