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CRD IV Data Point Model Summary

Core Content Overview

The CRD IV Data Point Model outlines the structure and classification of financial instruments and related accounting measures under the Capital Requirements Directive (CRD IV). It includes various dimensions and members for financial assets, liabilities, and accounting attributes, along with amount types that reflect different aspects of capital and risk management.

Dimensions and Members

Financial Assets

• Accounting Portfolios for Financial Assets:

  • PL:2727: Accounting portfolios at a cost-based method for financial assets
  • PL:2726: Accounting portfolios at fair value for financial assets
  • PL:2449: Accounting portfolios for debt instruments subject to impairment
  • PL:2448: Accounting portfolios for equity instruments subject to impairment
  • PL:2737: Accounting portfolios for non-trading financial instruments
  • PL:2735: Accounting portfolios for non-trading financial instruments not included in IFRS
  • PL:2750: Accounting portfolios for trading financial instruments
  • PL:2734: Accounting portfolios not measured at fair value through profit or loss for financial instruments
  • PL:1342: Accounting portfolios other than Financial assets held for trading, Trading financial assets, Financial assets designated at fair value through profit or loss, Available-for-sale financial assets, Non-trading non-derivative financial assets measured at fair value through profit or loss
  • PL:1344: Accounting portfolios other than Financial liabilities held for trading, Trading financial liabilities, Financial liabilities designated at fair value through profit or loss, Financial liabilities measured at amortised cost, Non-trading non-derivative financial liabilities

• Specific Financial Instruments:

  • PL:1029: Available-for-sale financial assets
  • PL:1028: Financial assets designated at fair value through profit or loss
  • PL:1026: Financial assets held for trading
  • PL:1027: Trading financial assets
  • PL:1032: Loans and receivables
  • PL:1033: Held-to-maturity investments
  • PL:1034: Non-trading debt instruments measured at a cost-based method
  • PL:1030: Non-trading non-derivative financial assets measured at fair value through profit or loss
  • PL:1031: Non-trading non-derivative financial assets measured at fair value to equity
  • PL:1035: Other non-trading non-derivative financial assets
  • PL:1038: Investment property
  • PL:1149: Investment property. Cost model
  • PL:1466: Investment property. Fair value model

• Hedge Accounting:

  • PL:1036: Hedge accounting
  • PL:2464: Hedge accounting. Interest rate risk
  • PL:2468: Hedge accounting. Fair value hedges
  • PL:2469: Hedge accounting. Cash flow hedges
  • PL:2470: Hedge accounting. Hedges of net investments in foreign operations
  • PL:2471: Hedge accounting. Portfolio Fair value hedges of interest rate risk
  • PL:2472: Hedge accounting. Portfolio Cash flow hedges of interest rate risk

Financial Liabilities

• Accounting Portfolios for Financial Liabilities:

  • PL:1063: Financial liabilities held for trading
  • PL:1064: Trading financial liabilities
  • PL:1065: Financial liabilities designated at fair value through profit or loss
  • PL:1067: Non-trading non-derivative financial liabilities measured at a cost-based method

• Other Liabilities:

  • PL:1066: Financial liabilities measured at amortised cost

Risk Adjustments and Provisions

• Credit Risk Adjustments:

  • AT:1265: Gross carrying amount, Notional
  • AT:1266: Accumulated credit risk adjustments
  • AT:1365: Notional amount, Maximum collateral/guarantee that can be considered
  • AT:1366: Credit risk adjustments
  • AT:1430: Maximum exposure to credit risk
  • AT:1431: Credit risk mitigation techniques with substitution effects on the exposure
  • AT:1432: Amount of the change in the fair value of any related credit derivatives or similar instrument
  • AT:1433: Cumulative change in the fair value of any related credit derivatives since designated
  • AT:1434: Amount of cumulative changes in fair value attributable to changes in credit risk
  • AT:1435: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:1436: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:1437: Amount of change in fair value attributable to changes in credit risk (flow)

• Other Risk and Capital Adjustments:

  • AT:1640: Threshold for holdings in relevant entities where an institution does not have a significant investment
  • AT:1641: 10% CET1 threshold
  • AT:1642: 15% CET1 threshold
  • AT:1644: Long positions
  • AT:1645: Permitted offsetting short positions to the effect of holdings of capital instruments of relevant entities
  • AT:1646: Waived amount
  • AT:1660: Percentage for calculating the limit for grandfathering of instruments not constituting State aid
  • AT:1661: Limit for grandfathering of instruments not constituting State aid
  • AT:1662: Limit for grandfathering of instruments not constituting State aid
  • AT:1680: Percentage for calculating transitional adjustments limits to CET1
  • AT:1681: Amount to be deducted as a result of the application of the 10% CET1 limit
  • AT:1682: Percentage for calculating transitional adjustments limits to T2
  • AT:1690: Amount treated as CET1 instruments of relevant entities where the institution does not have a significant investment
  • AT:1691: Amount treated as CET1 instruments of relevant entities where the institution has a significant investment
  • AT:1697: Amount to be risk weighted as a result of the application of the 10% CET1 limit
  • AT:1698: 15% CET1 transitional limit
  • AT:1699: Amount to be deducted as a result of the application of the 15% CET1 limit
  • AT:1701: Total amount to be deducted prior to applicable percentage
  • AT:1702: Percentage for calculating transitional adjustments limits to CET1 10% and 15% thresholds
  • AT:1703: Total amount to be deducted after the applicable percentage
  • AT:1706: Overall effect (adjustment) due to infringement of the due diligence provisions
  • AT:1707: Percentage for calculating transitional adjustments limits to AT1
  • AT:1708: Amount treated as AT1 instruments of relevant entities where the institution does not have a significant investment
  • AT:1712: Amount treated as AT2 instruments of relevant entities where the institution does not have a significant investment
  • AT:1713: Amount treated as AT2 instruments of relevant entities where the institution has a significant investment
  • AT:1719: Computable amount - Individual basis
  • AT:1720: Qualifying amount
  • AT:1721: Total risk exposure amount contribution to the group
  • AT:1722: Specific countercyclical capital buffer
  • AT:1744: Original exposure pre conversion factors [CR SA]
  • AT:1746: Exposure net of value adjustments and provisions [CR SA]
  • AT:1748: Exposure after CRM substitution effects pre conversion factors [CR IRB]
  • AT:1749: Exposure net of CRM substitution effects pre conversion factors [CR SA]
  • AT:1750: CRM Volatility adjustment to the exposure [CR SA]
  • AT:1751: CRM Volatility and maturity adjustments [CR SA]
  • AT:1753: Fully adjusted exposure value (E*) [CR SA]
  • AT:1754: Total risk exposure amount
  • AT:1826: CRM substitution effects Inflows [CR IRB]
  • AT:1827: Exposure after CRM substitution effects pre conversion factors [CR IRB]
  • AT:1828: Exposure value [CR IRB]
  • AT:1829: Permitted offsetting short positions to the effect of holdings of capital instruments of relevant entities
  • AT:1830: Total risk weighted exposure amount
  • AT:1831: Maturity value (days)
  • AT:1832: Expected loss amount
  • AT:1833: Credit value adjustments
  • AT:1834: Expected loss amount higher than CVA at the meeting set level
  • AT:1874: Substitution of the exposure due to CRM (Outflows)
  • AT:1875: Credit risk mitigation techniques with substitution effects on the exposure
  • AT:1876: Substitution of the exposure due to CRM (Outflows)
  • AT:1877: Exposure value
  • AT:1878: LGD
  • AT:1884: Unsettled transactions at settlement price
  • AT:1885: Price difference exposure due to unsettled transactions
  • AT:1886: Own funds requirements
  • AT:1887: Total settlement risk exposure amount
  • AT:1895: Total amount of underlying securitised exposures
  • AT:1896: CRM Financial collateral: adjusted value (Cvam)
  • AT:1897: CRM substitution effects Outflows
  • AT:1898: Original exposure pre conversion factors (CR SEC SA)
  • AT:1899: Value adjustments and provision associated with the original exposure (CR SEC SA)
  • AT:1900: Exposure net of value adjustments and provisions (CR SEC SA)
  • AT:1901: Exposure value - all exposures
  • AT:1902: Net exposure after CRM substitution effects pre conversion factors
  • AT:1903: Fully adjusted exposure value E* (CR SEC SA)
  • AT:1904: Exposure value (CR SEC SA)
  • AT:1905: Exposure value (CR SEC SA) subject to risk weights
  • AT:1906: Average risk weight
  • AT:1907: Risk-weighted exposure amount (CR SEC SA)
  • AT:1908: Overall effect (adjustment) due to infringement of the due diligence provisions (CR SEC SA)
  • AT:1909: Adjustment to the risk-weighted exposure amount due to maturity mismatches (CR SEC SA)
  • AT:1910: Total risk weighted exposure amount before CAP
  • AT:1911: Total risk weighted exposure amount
  • AT:1941: Total amount of securitisation exposures originated
  • AT:1942: Original exposure pre conversion factors (CR SEC IRB)
  • AT:1943: Fully adjusted exposure value E* (CR SEC IRB)
  • AT:1944: Exposure value (CR SEC SA)
  • AT:1945: Total risk weighted exposure amount subject to CAP
  • AT:1946: Exposure value (CR SEC IRB) subject to risk weights
  • AT:1947: Reduction in RWA due to value adjustments and provisions (CR SEC IRB)
  • AT:1948: Overall effect (adjustment) due to infringement of the due diligence provisions (CR SEC IRB)
  • AT:1949: Adjustment to the risk-weighted exposure amount due to maturity mismatches
  • AT:1996: Percentage of retention of securitisations at reporting date
  • AT:1997: Total amount of underlying securitised exposures of every originator at origination date
  • AT:1998: Total amount of underlying securitised exposures of every originator
  • AT:2001: Value adjustments and provisions (CR SEC Details)
  • AT:2002: Exposure value deducted from own funds
  • AT:2003: Exposure value - all exposures
  • AT:2004: Exposure value - securitised exposures of the reporting instructions
  • AT:2005: Amount assigned to direct credit substitutes
  • AT:2006: Amount assigned to IRS / CRS
  • AT:2007: Amount assigned to eligible liquidity facilities
  • AT:2008: Amount assigned to other off-balance sheet items
  • AT:2009: Qualifying amount
  • AT:2010: Exposure value deducted from own funds
  • AT:2033: Own funds requirement before alleviation due to expected loss, diversification and risk mitigation techniques
  • AT:2034: Alleviation of own funds requirements due to the expected loss captured in business practices
  • AT:2035: Alleviation of own funds requirements due to diversification
  • AT:2036: Alleviation of own funds requirements due to risk mitigation techniques
  • AT:2037: Own funds requirement before securitisation (Kirb)
  • AT:2038: Own funds requirements
  • AT:2039: AMA
  • AT:2040: TSA
  • AT:2041: ASA
  • AT:2042: BIA
  • AT:2043: Standardised Approach
  • AT:2044: Standardised Approach - Exposures other than securitisation
  • AT:2045: Standardised Approach - Securitisation exposures
  • AT:2046: Standardised approach for MKR FX
  • AT:2047: Standardised approaches for MKR COM
  • AT:2048: Standardised Approachfor MKR EQU
  • AT:2049: Standardised Approach for MKR FX
  • AT:2050: MKR COM Maturity ladder approach
  • AT:2051: MKR COM Extended maturity ladder approach
  • AT:2052: MKR COM Simplified approach
  • AT:2053: MKR COM Additional requirements for options
  • AT:2054: MKR EQU Approach for general risk
  • AT:2055: MKR EQU Approach for specific risk
  • AT:2056: MKR FX approach
  • AT:2057: MKR FX Additional requirements for options
  • AT:2058: MKR TDI General risk maturity-based approach
  • AT:2059: Value used for MKR purposes
  • AT:2060: Capital requirements
  • AT:2061: Capital conservation buffer
  • AT:2062: Combined buffer
  • AT:2063: Specific credit risk adjustments
  • AT:2064: Credit risk adjustments
  • AT:2065: General credit risk adjustments
  • AT:2066: Credit risk adjustments (flow)
  • AT:2067: Credit risk adjustments, Write-offs for defaults observed during the period (flow)
  • AT:2068: Credit risk adjustments, Write-offs for defaults observed during the period (flow)
  • AT:2069: Credit value adjustments
  • AT:2070: Expected loss amount
  • AT:2071: MKR TDI General risk maturity-based approach
  • AT:2072: MKR TDI General risk duration-based approach
  • AT:2073: MKR TDI Approach for specific risk for non securitisation debt instruments
  • AT:2074: MKR TDI Approach for specific risk for securitisation instruments
  • AT:2075: MKR TDI Additional requirements for options
  • AT:2076: MKR Particular Approach for CIUs reported in TDI template
  • AT:2077: MKR Particular Approach for CIUs reported in EQU template
  • AT:2078: MKR EQU Approach for general risk
  • AT:2079: MKR EQU Approach for specific risk
  • AT:2080: MKR FX approach
  • AT:2081: MKR FX Additional requirements for options
  • AT:2082: MKR TDI approach for specific risk for correlation trading portfolio
  • AT:2083: Advanced IRB Approach
  • AT:2084: Foundation IRB Approach
  • AT:2085: IRB Approach
  • AT:2086: IM approaches for MKR
  • AT:2087: Amount of gains (flow)
  • AT:2088: Amount of losses (flow)
  • AT:2089: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2090: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2091: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2092: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2093: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2094: Amount of unrealised gains and losses (flow)
  • AT:2095: Unrealised gains and losses measured at fair value
  • AT:2096: Unrecognised actuarial gains
  • AT:2097: Unrecognised actuarial losses
  • AT:2098: Unrecognised past service cost
  • AT:2099: Amount of gains (flow)
  • AT:2100: Amount of losses (flow)
  • AT:2101: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2102: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2103: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2104: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2105: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2106: Amount of unrealised gains and losses (flow)
  • AT:2107: Value used for FX risk purposes
  • AT:2108: Securitisation value used for MKR purposes
  • AT:2109: Weighted securitisation value used for MKR purposes before CAP
  • AT:2110: Weighted securitisation value used for MKR purposes after CAP
  • AT:2111: Weighted CTP value used for MKR purposes before CAP
  • AT:2112: Weighted CTP value used for MKR purposes after CAP
  • AT:2113: SVaR Multiplication factor
  • AT:2114: Previous day VaR
  • AT:2115: Adjusted VaR
  • AT:2116: Adjusted stressed VaR
  • AT:2117: Amount of gains (flow)
  • AT:2118: Amount of losses (flow)
  • AT:2119: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2120: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2121: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2122: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2123: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2124: Amount of unrealised gains and losses (flow)
  • AT:2125: Unrealised gains and losses measured at fair value
  • AT:2126: Unrecognised actuarial gains
  • AT:2127: Unrecognised actuarial losses
  • AT:2128: Unrecognised past service cost
  • AT:2129: Amount of gains (flow)
  • AT:2130: Amount of losses (flow)
  • AT:2131: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2132: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2133: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2134: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2135: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2136: Amount of unrealised gains and losses (flow)
  • AT:2137: Unrealised gains and losses measured at fair value
  • AT:2138: Unrecognised actuarial gains
  • AT:2139: Unrecognised actuarial losses
  • AT:2140: Unrecognised past service cost
  • AT:2141: Amount of gains (flow)
  • AT:2142: Amount of losses (flow)
  • AT:2143: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2144: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2145: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2146: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2147: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2148: Amount of unrealised gains and losses (flow)
  • AT:2149: Unrealised gains and losses measured at fair value
  • AT:2150: Value used for MKR purposes
  • AT:2151: Weighted CTP value used for MKR purposes after CAP
  • AT:2152: Weighted CTP value used for MKR purposes before CAP
  • AT:2153: Value adjustments due to the requirements for prudent valuation
  • AT:2154: Value adjustments recorded directly to the income statement (flow)
  • AT:2155: Value adjustments and provisions associated with the original exposure [CR SA]
  • AT:2156: Value adjustments and provisions associated with the original exposure (CR SEC SA)
  • AT:2157: Value adjustments and provisions (CR SEC Details)
  • AT:2158: Amount of gains (flow)
  • AT:2159: Amount of losses (flow)
  • AT:2160: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2161: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2162: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2163: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2164: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2165: Amount of unrealised gains and losses (flow)
  • AT:2166: Unrealised gains and losses measured at fair value
  • AT:2167: Unrecognised actuarial gains
  • AT:2168: Unrecognised actuarial losses
  • AT:2169: Unrecognised past service cost
  • AT:2170: Amount of gains (flow)
  • AT:2171: Amount of losses (flow)
  • AT:2172: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2173: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2174: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2175: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2176: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2177: Amount of unrealised gains and losses (flow)
  • AT:2178: Unrealised gains and losses measured at fair value
  • AT:2179: Unrecognised actuarial gains
  • AT:2180: Unrecognised actuarial losses
  • AT:2181: Unrecognised past service cost
  • AT:2182: Amount of gains (flow)
  • AT:2183: Amount of losses (flow)
  • AT:2184: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2185: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2186: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2187: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2188: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2189: Amount of unrealised gains and losses (flow)
  • AT:2190: Unrealised gains and losses measured at fair value
  • AT:2191: Unrecognised actuarial gains
  • AT:2192: Unrecognised actuarial losses
  • AT:2193: Unrecognised past service cost
  • AT:2194: Amount of gains (flow)
  • AT:2195: Amount of losses (flow)
  • AT:2196: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2197: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2198: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2199: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2200: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2201: Amount of unrealised gains and losses (flow)
  • AT:2202: Unrealised gains and losses measured at fair value
  • AT:2203: Unrecognised actuarial gains
  • AT:2204: Unrecognised actuarial losses
  • AT:2205: Unrecognised past service cost
  • AT:2206: Amount of gains (flow)
  • AT:2207: Amount of losses (flow)
  • AT:2208: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2209: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2210: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2211: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2212: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2213: Amount of unrealised gains and losses (flow)
  • AT:2214: Unrealised gains and losses measured at fair value
  • AT:2215: Unrecognised actuarial gains
  • AT:2216: Unrecognised actuarial losses
  • AT:2217: Unrecognised past service cost
  • AT:2218: Amount of gains (flow)
  • AT:2219: Amount of losses (flow)
  • AT:2220: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2221: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2222: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2223: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2224: Amount of unrealised gains and losses (flow)
  • AT:2225: Unrealised gains and losses measured at fair value
  • AT:2226: Unrecognised actuarial gains
  • AT:2227: Unrecognised actuarial losses
  • AT:2228: Unrecognised past service cost
  • AT:2229: Amount of gains (flow)
  • AT:2230: Amount of losses (flow)
  • AT:2231: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2232: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2233: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2234: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2235: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2236: Amount of unrealised gains and losses (flow)
  • AT:2237: Unrealised gains and losses measured at fair value
  • AT:2238: Unrecognised actuarial gains
  • AT:2239: Unrecognised actuarial losses
  • AT:2240: Unrecognised past service cost
  • AT:2241: Amount of gains (flow)
  • AT:2242: Amount of losses (flow)
  • AT:2243: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2244: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2245: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2246: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2247: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2248: Amount of unrealised gains and losses (flow)
  • AT:2249: Unrealised gains and losses measured at fair value
  • AT:2250: Unrecognised actuarial gains
  • AT:2251: Unrecognised actuarial losses
  • AT:2252: Unrecognised past service cost
  • AT:2253: Amount of gains (flow)
  • AT:2254: Amount of losses (flow)
  • AT:2255: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2256: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2257: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2258: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2259: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2260: Amount of unrealised gains and losses (flow)
  • AT:2261: Unrealised gains and losses measured at fair value
  • AT:2262: Unrecognised actuarial gains
  • AT:2263: Unrecognised actuarial losses
  • AT:2264: Unrecognised past service cost
  • AT:2265: Amount of gains (flow)
  • AT:2266: Amount of losses (flow)
  • AT:2267: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2268: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2269: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2270: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2271: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2272: Amount of unrealised gains and losses (flow)
  • AT:2273: Unrealised gains and losses measured at fair value
  • AT:2274: Unrecognised actuarial gains
  • AT:2275: Unrecognised actuarial losses
  • AT:2276: Unrecognised past service cost
  • AT:2277: Amount of gains (flow)
  • AT:2278: Amount of losses (flow)
  • AT:2279: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2280: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2281: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2282: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2283: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2284: Amount of unrealised gains and losses (flow)
  • AT:2285: Unrealised gains and losses measured at fair value
  • AT:2286: Unrecognised actuarial gains
  • AT:2287: Unrecognised actuarial losses
  • AT:2288: Unrecognised past service cost
  • AT:2289: Amount of gains (flow)
  • AT:2290: Amount of losses (flow)
  • AT:2291: Amount of change in fair value attributable to changes in credit risk (flow)
  • AT:2292: Amount of change in fair values attributable to changes in credit risk (flow)
  • AT:2293: Amount of cumulative change in fair values attributable to changes in credit risk
  • AT:2294: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2295: Amount of cumulative changes in fair value attributable to changes in credit risk (flow)
  • AT:2296: Amount of unrealised gains and losses (flow)
  • AT:2297: Unrealised gains and losses measured at fair value
  • AT:2298: Unrecognised actuarial gains
  • AT:2299: Unrecognised actuarial losses
  • AT:2300: Unrecognised past service cost
  • AT:2301: Amount of gains (flow)