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Arc namedefinitionArc
Arc rolehttp://xbrl.org/int/dim/arcrole/domain-member
Link rolehttp://www.eba.europa.eu/xbrl/crr/role/fws/COREP/its-005-2020/2022-03-01/tab/C_14.01/4
ConceptOrder
Securitisation structure
eba_exp:ST
Senior
eba_ST:x3
1
Main category
eba_exp:MC
Securitisation positions On-balance sheet
eba_MC:x316
1
Securitisation positions Off-balance sheet & derivatives
eba_MC:x315
2
Base items
eba_exp:BA
Exposures
eba_BA:x9
1
Portfolio
eba_exp:PL
Not applicable/All portfolios
eba_PL:x0
1
Positions in the instrument
eba_exp:PI
Not applicable/All positions
eba_PI:x0
1
Approach
eba_exp:AP
Standardised approach for securitisations (SEC-SA)
eba_AP:x122
1
External ratings-based approach for securitisation positions (SEC-ERBA)
eba_AP:x125
2
Internal ratings-based approach for securitisation positions (SEC-IRBA)
eba_AP:x118
3
1250% for positions not subject to any method
eba_AP:x1
4
Internal Assessment Approach (IAA)
eba_AP:x25
5
Specific treatment for senior tranches of qualifying NPE securitisations
eba_AP:x224
6

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