Disclosure and Reporting
Roles
Reports in the Basel II Disclosure and Reporting Component
Workbooks
Recoveries, Specific Provisions, and Charge-Offs
Workbooks for COREP Credit Risk
0BADR_Credit_Risk_Standard_Approach
0BADR_Credit_Risk_IRB_Approaches
0BADR_Credit_Risk_Equity_IRB
0BADR_Settlement_Risk_Trading_Book
0BADR_CR Credit Risk: Details for Securitizations
0BADR_CR Credit Risk in the IRB Approach
0BADR_CR Credit Risk: Securitizations in the Standardized Approa
Workbooks for COREP Solvency
0BADR_Group_Solvency_Details
0BADR_Capital_Adequacy
Wookbooks for COREP Market Risk
0BADR_Market Risk in the Standardized Approach: Commodities
0BADR_Market Risk in the Standardized Approach: Equities
0BADR_Market Risk in the Standardized Approach: Foreign Exchange
0BADR_Market Risk in the Standardized Approach TDI
0BADR_Market Risk Internal Models
0BADR_Market Risk: Internal Models - Details
Workbooks for COREP Operational Risk
0BADR_Operational Risk
0BADR_Operational Risk Loss Details
0BADR_Operational Risk Gross Losses
Queries
General Queries
Report 1a: Distribution of Credit Items (Reporting Period)
Report 1b: Distribution of Credit Items
Report 2: Geographical Distribution
Report 3: Distribution by Sector/Counterparty Type
Report 4: Distribution by Residual Maturity
Report 5: Portfolio Report
Report 6: LGD Results
Report 7: EAD Results
Report 8: Risk Mitigation Effects
Report 9a: Non-Performing Credit Items by Country
Report 9b: Non-Performing Credit Items by Sector
Report 10a: Provisions, Recoveries, Charge-Offs
Report 10b: Comparison of the value adjustments and EL
Report 11: Expected Loss (EL) per EL Band
Report 12a: Credit Items per Approach
Report 12b: Credit Items per Approach (Capital requirement)
Report 13: Outstanding Items per Risk Category
Report 14: Default Probability per Segment
Report 15: Comparison of Expected and Actual Defaults
Queries for Equity Holdings
Report 16: Comparison of Equity Holdings
Report 17: Profit/Loss from Equity Holdings
Report 18: Capital Requirement by Equity Grouping
Report 19: Equity Holdings Subject to Transition Regulations
Queries for Securitizations
Report 20: Total Amount by Type of Securitized Exposure
Report 21: Non-Performing Securitized Exposures
Report 22: Retained Securitized Exposures by Exposure Type
Report 23a: Retained Securitized Exposures by Risk Weight
Report 23b: Securitization Exposures with Capital Deduction
Report 24: Securitized Revolving Exposures
Report 24a: Securitizations with Early Amortization Clause (EAD)
Report 24b: Securitizations with Early Amortization Clause (Capi
Report 25a: Total Amount of Securitized Exposures
Report 25b: Securitized Exposures and Sponsors
Queries for Operational Risk
Report 26: Operational Risks
Queries for Commercial Real Estate
Report 30: Display of Total and Losses from Commercial Real Esta
Report 31: Market Value and Loan-to-Value for Real Estate
Queries for Migration Matrices
Report 32: Display of Migrations as a Number (Percentage)
Report 33: Display of Migrations as a Volume (Absolute)
Report 34: Display of Migrations as a Number (Absolute)
Report 35: Display of Migrations as a Volume (Percentage)
Single Transaction Level
Single transaction level (equity holdings)
Single Transaction Level (Commercial Real Estate Loan)
Single transaction level (securitizations)
Single transaction level (counterparty risk)
Financial Transaction Level
Queries for COREP Credit Risk
Report CR_1: Credit Risk According to the Standard Approach for
Report CR_2: Credit Risk in the Standardized Approach for Risk W
Report CR_3: Credit Risk in the Standardized Approach for Defaul
Report CR_4: Credit Risk in the Unrated Standardized Approach
Report CR_5: Credit Risk According to the Standardized Approach
Report CR_7: Credit Risk in the Standardized Approach for Other
Report CR_8: Credit Risk According to the Standardized Approach
Report CR_9: Credit Risk According to Asset Class
Report CR_11: Credit Risk in the IRB Approaches by Exposure Type
Report CR_12: Settlement Risk in the Trading Book
Report CR_13: Credit Risk in the IRB Approaches According to PD
Report CR_14 Credit Risk According to the IRB Approaches for Spe
Report CR_15 Credit Risk in IRB Approaches for Dilution Risk
Report CR_16: Credit Risk, Direct Settlement Risk for IRB Approa
Report CR_17: Credit Risk in the IRB Approaches and Secured by R
Report CR_18: Credit Risk for Specialized Lending Category 1
Report CR_19: Credit Risk: Select Asset Class
Report CR_23 Equity Holdings in the PD/LGD Approach
Report CR_24: Equity Holdings in the IRB Approaches for the Simp
Report CR_25 Equity Holdings in the IRB Approach and using the I
Report CR_31: Securitizations - Details
Report CR_32: Securitizations in the IRB Approach: All Roles
Report: CR_32a: Securitizations in IRB Product Class 1
Report CR_32b: Securitizations in the IRB Approach: Originator T
Report CR_32c: Securitizations in the IRB Approach: Originator E
Report CR_32d: Securitizations in IRB Product Class 2
Report CR_32e: Securitizations: Originator Securitized Exposures
Report CR_32f: Securitized Capital Requirements After Cap
Report CR_33b: Securitizations in the IRB Approach: Investor Tra
Report CR_35: Securitizations in the IRB Approach: All Roles
Report CR_35a: Securitizations in the Standardized Approach: Pro
Report CR_35b: Securitizations in the Standardized Approach: Ori
Report CR_35c: Securitizations in the Standardized Approach: Ori
Report CR_35d: Securitizations in the Standardized Approach: Pro
Report CR_35e: Securitizations in the Standardized Approach: Ori
Report CR_35f: Securitizations in the Standardized Approach: Cap
Report CR_36b: Securitizations in the Standardized Approach: Inv
Queries for COREP Solvency
Report Solv_1: Solvency Group Details
Report Solv_2: Capital Adequacy - Own Funds
Report Solv_2: Capital Adequacy - Capital Requirements
Queries for COREP Market Risk
Report MKR_1: Market Risk: Standardized Approach for Commodities
Report MKR_2: Market Risk: Standardized Approach for Equities
Report MKR_3: Market Risk: Standardized Approach for Currency Ri
Report MKR_3m: Market Risk: Standardized Approach for Currency R
Report MKR_4: Market Risk: Standardized Approaches for Interest
Report MKR_5: Market Risk: Internal Models
Report MKR_5B: Market Risk: Internal Models for General Risk
Report MKR_6: Market Risk: Internal Models - Details
Report MKR_7: Market Risk: Internal Model - Basis Information
Queries for COREP Operational Risk
Report OPR_1: Operational Risk in the Basic Indicator Approach/A
Report OPR_2: Operational Risk in the Standardized Approach
Report OPR_3: Operational Risk in the Alternative Standardized A
Report OPR_4: Operational Risk: Details about Losses
Report OPR_5: Operational Risk: Gross Loss
Report OPR_8: Operational Risk for Year
SAP Analytics
SAP Analytics 1: Overview of the Capital Requirement
SAP Analytics 2: Capital requirement by portfolio
SAP Analytics 2a: Capital Requirement by Portfolio for Six Month
SAP Analytics 2b: Comparison of Capital Requirement
SAP Analytics 3: Overview of Defaults
SAP Analytics 4: Defaulted Exposures
SAP Analytics 4a: Defaulted Exposures by Country
SAP Analytics 5: Overview of Secured and Guaranteed Exposures
SAP Analytics 5a: Overview of the Secured and Guaranteed Exposur
SAP Analytics 5b: Overview of Secured and Guaranteed Exposures
SAP Analytics 6: Secured Exposures
SAP Analytics 7: Guaranteed Exposures by Guarantee Category
SAP Analytics 9: Unsecured Exposures
SAP Analytics 9a: History of Unsecured Exposures
SAP Analytics 9b: Unsecured Exposures by Date
Structures
General Structures
Key Figure 1
Key Figure 2
Structures for COREP Credit Risk
Credit Risk: Securization Details
Credit Risk: Securitizations in the IRB Approach
Credit Risk: Securitizations in the Standardized Approach
Structures for COREP Market Risk
Market Risk for Commodities
Market Risk for Equities
Market Risk for Foreign Exchange
Market Risk: Interest Rate Risk (Market Risk TDI)
Market Risk: Internal Models
Market Risk: Internal Models - Details
Structures for COREP Operational Risk
Operational Risk
Operational Risk: Gross Losses
Operational Risk: Loss Details
MultiProviders
Basel II: Disclosure and Reporting MultiProvider
Basel II: MultiProvider for Comparison of Expected Loss
Basel II: D & R COREP Solvency
Basel II: D & R COREP Credit Risk
InfoCubes
Counterparty Risk and Issuer Risk
Commercial Real Estate Loans
Equity Holdings
Securitizations
Basel II: D & R COREP Inflows
Basel II: D&R COREP Operational Risk
DataStore Objects
Counterparty Credit Risk
Charge-Offs, Recoveries
Commercial Real Estate Loans
Commercial Real Estate (Collateral)
Equity Holdings
Securitizations
Migration Matrices
Operational Risk
Basel II: D&R COREP Collateral # Own LGDs
Basel II: D & R COREP Solvency
Basel II: D&R COREP Operational Risk
Basel II: D&R COREP Market Risk in the Standardized Approach
Basel II: D&R COREP Market Risk Internal Models
InfoSources
Counterparty Risk and Issuer Risk
Charge-Offs, Recoveries (Report 10)
Commercial Real Estate Loans
Commercial Real Estate (Collateral)
Equity Holdings
Securitizations
Migration Matrices
Operational Risks
Basel II: D&R COREP Operational Risk
Basel II: D&R COREP Market Risk in the Standardized Approach
Basel II: D&R COREP Market Risk Internal Models
DataSources
Disclosure and Reporting: Assets
Disclosure and Reporting: Equity Holdings in the IRB Approach
Disclosure and Reporting: Commercial Real Estate Loans in the St
Disclosure and Reporting: Credit Risk, Partial Use
Disclosure and Reporting: Credit Risk in the Comprehensive Stand
Disclosure and Reporting: Migration
Disclosure and Reporting: Provisions
Disclosure and Reporting: Securitizations