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Comments;"Regulatory add-on";"Free text box";;;;;;;;;;;"005#060";"VaR#Regulatory add-on";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si397,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;070;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Methodology";"Free text box";;;;;;;;;;;"065#070";"SVaR#Methodology";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si396,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;080;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Computation of 10 day Horizon";"Free text box";;;;;;;;;;;"065#080";"SVaR#Computation of 10 day Horizon";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si398,APR=eba_AP:x82,BAS=eba_BA:x17,TRI=eba_TR:x11";C_107.01.b;090;020;;stringItemType;C 107.01.b VaR and SVaR non-CTP. Details. Comments;"Regulatory add-on";"Free text box";;;;;;;;;;;"065#090";"SVaR#Regulatory add-on";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:mi261,APR=eba_AP:x81,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,NED=999,PBE=999,TRI=eba_TR:x11";C_107.02;999;020;999;monetaryItemType;C 107.02 VaR and SVaR non-CTP. Base currency results;"Date";"VaR";;;;;;;;;;"999";"999";"Date";"VaR";True;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:mi225,APR=eba_AP:x82,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,NED=999,PBE=999,TRI=eba_TR:x11";C_107.02;999;030;999;monetaryItemType;C 107.02 VaR and SVaR non-CTP. Base currency results;"Date";"SVaR";;;;;;;;;;"999";"999";"Date";"SVaR";True;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:md421,APR=eba_AP:x81,BAS=eba_BA:x17,CCA=eba_CA:x1,HYV=eba_BT:x10,MRW=eba_AP:x83,NED=999,PBE=999,TRI=eba_TR:x11";C_108.00;999;020;999;monetaryItemType;C 108.00 One year profit & loss VaR non-CTP;"Date";"Daily P&L";;;;;;;;;;"999";"999";"Date";"Daily P&L";True;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei402,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.a;010;010;;enumerationItemType;C 109.01.a IRC. Details of the model;"Number of modelling factors";"Option";;;;;;;;;;;"010";"Number of modelling factors";"Option";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei403,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.a;020;010;;enumerationItemType;C 109.01.a IRC. Details of the model;"Source of LGDs";"Option";;;;;;;;;;;"020";"Source of LGDs";"Option";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si404,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.b;010;020;;stringItemType;C 109.01.b IRC. Details of the model. Comments;"Number of modelling factors";"Free text box";;;;;;;;;;;"010";"Number of modelling factors";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si405,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,TRI=eba_TR:x11";C_109.01.b;020;020;;stringItemType;C 109.01.b IRC. Details of the model. Comments;"Source of LGDs";"Free text box";;;;;;;;;;;"020";"Source of LGDs";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei387,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;030;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Liquidity Horizon";"Option";;;;;;;;;;"999";"030";"Liquidity Horizon";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei406,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;040;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Source of PDs";"Option";;;;;;;;;;"999";"040";"Source of PDs";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei407,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x612,MRW=eba_AP:x93,PBE=999,TRI=eba_TR:x11";C_109.02;050;010;999;enumerationItemType;C 109.02 IRC. Details by portfolio;"Source of transition matrices";"Option";;;;;;;;;;"999";"050";"Source of transition matrices";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:mi141,APR=eba_AP:x26,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,MCY=eba_MC:x612,MRW=eba_AP:x93,NED=999,PBE=999,TRI=eba_TR:x11";C_109.03;999;020;999;monetaryItemType;C 109.03 IRC. Amount by portfolio/date;"Date";"IRC";;;;;;;;;;"999";"999";"Date";"IRC";True;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei402,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.a;010;010;;enumerationItemType;C 110.01.a CT. Details of the model;"Number of modelling factors";"Option";;;;;;;;;;;"010";"Number of modelling factors";"Option";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei403,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.a;020;010;;enumerationItemType;C 110.01.a CT. Details of the model;"Source of LGDs";"Option";;;;;;;;;;;"020";"Source of LGDs";"Option";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si404,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.b;010;020;;stringItemType;C 110.01.b CT. Details of the model. Comments;"Number of modelling factors";"Free text box";;;;;;;;;;;"010";"Number of modelling factors";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:si405,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,TRI=eba_TR:x11";C_110.01.b;020;020;;stringItemType;C 110.01.b CT. Details of the model. Comments;"Source of LGDs";"Free text box";;;;;;;;;;;"020";"Source of LGDs";"Free text box";False;False; http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei387,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;030;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Liquidity Horizon";"Option";;;;;;;;;;"999";"030";"Liquidity Horizon";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei406,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;040;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Source of PDs";"Option";;;;;;;;;;"999";"040";"Source of PDs";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:ei407,APR=eba_AP:x26,BAS=eba_BA:x17,MCY=eba_MC:x189,MRW=eba_AP:x80,PBE=999,TRI=eba_TR:x11";C_110.02;050;010;999;enumerationItemType;C 110.02 CT. Details by portfolio;"Source of transition matrices";"Option";;;;;;;;;;"999";"050";"Source of transition matrices";"Option";False;True;"Portfolio ID" http://www.eba.europa.eu/eu/fr/xbrl/crr/fws/sbp/its-2015-01+2018exercise/2016-11-15/mod/sbp_con.xsd;2.6.0.0;1.0.4.0;2.6.0.0;"eba_met:mi22,APR=eba_AP:x26,BAS=eba_BA:x9,CCA=eba_CA:x1,HYV=eba_BT:x10,MCY=eba_MC:x189,MRW=eba_AP:x80,NED=999,PBE=999,TRI=eba_TR:x11";C_110.03;999;020;999;monetaryItemType;C 110.03 CT. APR by portfolio/date;"Date";"APR";;;;;;;;;;"999";"999";"Date";"APR";True;True;"Portfolio ID"