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s2md_tS.26.10.01.05 - Internal model - Credit event risk Portfolio view details - Split by asset class

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XBRL Model Project

S.26.10.01.05

Market value

Exposure at Default

Credit Risk Contribution

Average Probability of Default (in %)

Average Loss Given Default (in %)

Market value (% of total sum)

Credit Risk Contribution (% of total sum)

C0020

C0030

C0040

C0050

C0060

C0070

C0080

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901

Split by asset class

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901

Bond and loans

R0530

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x82	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x82	y

Covered bonds

R0540

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x286	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x286	y

Sovereign bonds

R0550

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x287	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x287	y

Mortgages

R0560

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x209	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x209	y

Asset backed

R0570

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x288	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x288	y

Other

R0580

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x289	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x289	y

Cash

R0590

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x11	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x11	y

Receivables

R0600

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x6004	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x6004	y

Reinsurance and derivatives

R0610

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x290	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x290	y

Credit insurance

R0620

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x291	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x291	y

Off BS and other

R0630

concept	s2md_met:mi2896	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:AL	s2c_MC:x85	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:AL	s2c_MC:x85	y

Total

R0640

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901