SAP Library - Bank Analyzer

Start Level 1 Node: Bank Analyzer

End Level 1 Node: Bank Analyzer

Start Level 2 Node: Connecting Feeder Systems to the Source Data Layer (SDL)

Connecting Feeder Systems to the Source Data Layer (SDL)

End Level 2 Node: Connecting Feeder Systems to the Source Data Layer (SDL)

Start Level 2 Node: Disclosure and Reporting

Disclosure and Reporting

End Level 2 Node: Disclosure and Reporting

Start Level 2 Node: Accounting for Financial Instruments

Accounting for Financial Instruments

End Level 2 Node: Accounting for Financial Instruments

Start Level 2 Node: Profitability Analysis

Profitability Analysis

End Level 2 Node: Profitability Analysis

Start Level 3 Node: Roles

End Level 3 Node: Roles

Start Level 4 Node: Sales Agent

End Level 4 Node: Sales Agent

Start Level 4 Node: Business Unit Manager

Business Unit Manager

End Level 4 Node: Business Unit Manager

Start Level 4 Node: Performance Manager

Performance Manager

End Level 4 Node: Performance Manager

Start Level 4 Node: Group Manager

End Level 4 Node: Group Manager

Start Level 3 Node: Queries

End Level 3 Node: Queries

Start Level 4 Node: Contribution Margin Accounting: Actual

Contribution Margin Accounting: Actual

End Level 4 Node: Contribution Margin Accounting: Actual

Start Level 4 Node: Contribution Margin Accounting: Actual/Plan

Contribution Margin Accounting: Actual/Plan

End Level 4 Node: Contribution Margin Accounting: Actual/Plan

Start Level 4 Node: Contribution Margin Accounting by Product

Contribution Margin Accounting by Product

End Level 4 Node: Contribution Margin Accounting by Product

Start Level 4 Node: Contribution Margin Accounting by Customer

Contribution Margin Accounting by Customer

End Level 4 Node: Contribution Margin Accounting by Customer

Start Level 4 Node: ABC Customer List

ABC Customer List

End Level 4 Node: ABC Customer List

Start Level 4 Node: Contribution Margin Accounting for New Business

Contribution Margin Accounting for New Business

End Level 4 Node: Contribution Margin Accounting for New Business

Start Level 4 Node: Contribution Margin Accounting: Single Transaction

Contribution Margin Accounting: Single Transaction

End Level 4 Node: Contribution Margin Accounting: Single Transaction

Start Level 4 Node: RRI Start Report for Financial Transactions

RRI Start Report for Financial Transactions

End Level 4 Node: RRI Start Report for Financial Transactions

Start Level 4 Node: RRI Start Report for Financial Instruments

RRI Start Report for Financial Instruments

End Level 4 Node: RRI Start Report for Financial Instruments

Start Level 4 Node: Contribution Margin Accounting: Actual, Period Comparison

Contribution Margin Accounting: Actual, Period Comparison

End Level 4 Node: Contribution Margin Accounting: Actual, Period Comparison

Start Level 4 Node: New Business

End Level 4 Node: New Business

Start Level 4 Node: Single Transactions

Single Transactions

End Level 4 Node: Single Transactions

Start Level 3 Node: MultiProviders

End Level 3 Node: MultiProviders

Start Level 4 Node: Contribution Margin: Periodic

Contribution Margin: Periodic

End Level 4 Node: Contribution Margin: Periodic

Start Level 4 Node: Contribution Margin: Periodic, Actual, Details

Contribution Margin: Periodic, Actual, Details

End Level 4 Node: Contribution Margin: Periodic, Actual, Details

Start Level 3 Node: InfoCubes

End Level 3 Node: InfoCubes

Start Level 4 Node: Periodic Costs: Actual

Periodic Costs: Actual

End Level 4 Node: Periodic Costs: Actual

Start Level 4 Node: Periodic Costs: Plan

Periodic Costs: Plan

End Level 4 Node: Periodic Costs: Plan

Start Level 4 Node: Periodic Costs for Financial Transactions

Periodic Costs for Financial Transactions

End Level 4 Node: Periodic Costs for Financial Transactions

Start Level 4 Node: Periodic Costs for Financial Instruments

Periodic Costs for Financial Instruments

End Level 4 Node: Periodic Costs for Financial Instruments

Start Level 3 Node: DataStore Objects

DataStore Objects

End Level 3 Node: DataStore Objects

Start Level 4 Node: Periodic Direct Costs for Financial Transactions

Periodic Direct Costs for Financial Transactions

End Level 4 Node: Periodic Direct Costs for Financial Transactions

Start Level 4 Node: Periodic Direct Costs for Financial Instruments

Periodic Direct Costs for Financial Instruments

End Level 4 Node: Periodic Direct Costs for Financial Instruments

Start Level 4 Node: Periodic Costs for Financial Transactions (Write-Optimized)

Periodic Costs for Financial Transactions (Write-Optimized)

End Level 4 Node: Periodic Costs for Financial Transactions (Write-Optimized)

Start Level 4 Node: Periodic Costs for Financial Instruments (Write-Optimized)

Periodic Costs for Financial Instruments (Write-Optimized)

End Level 4 Node: Periodic Costs for Financial Instruments (Write-Optimized)

Start Level 4 Node: NPV Results for Financial Transactions

NPV Results for Financial Transactions

End Level 4 Node: NPV Results for Financial Transactions

Start Level 4 Node: Financial Transaction Attributes

Financial Transaction Attributes

End Level 4 Node: Financial Transaction Attributes

Start Level 4 Node: Securities Position Account: Attributes

Securities Position Account: Attributes

End Level 4 Node: Securities Position Account: Attributes

Start Level 4 Node: Financial Transaction: Attributes for Reassignment in PA (Write-

Financial Transaction: Attributes for Reassignment in PA (Write-

End Level 4 Node: Financial Transaction: Attributes for Reassignment in PA (Write-

Start Level 4 Node: Securities Position Account: Attributes for Reassignment in PA (

Securities Position Account: Attributes for Reassignment in PA (

End Level 4 Node: Securities Position Account: Attributes for Reassignment in PA (

Start Level 4 Node: Periodic Costs for Aggregation Objects (Write-Optimized)

Periodic Costs for Aggregation Objects (Write-Optimized)

End Level 4 Node: Periodic Costs for Aggregation Objects (Write-Optimized)

Start Level 4 Node: Aggregation Objects: Attributes for Reassignment in PA (Write-Op

Aggregation Objects: Attributes for Reassignment in PA (Write-Op

End Level 4 Node: Aggregation Objects: Attributes for Reassignment in PA (Write-Op

Start Level 3 Node: InfoSources

End Level 3 Node: InfoSources

Start Level 4 Node: Generic Costs - Actual

Generic Costs - Actual

End Level 4 Node: Generic Costs - Actual

Start Level 4 Node: Generic Costs - Plan

Generic Costs - Plan

End Level 4 Node: Generic Costs - Plan

Start Level 4 Node: Net Present Value Results

Net Present Value Results

End Level 4 Node: Net Present Value Results

Start Level 4 Node: Financial Transaction - Attributes with Period Information

Financial Transaction - Attributes with Period Information

End Level 4 Node: Financial Transaction - Attributes with Period Information

Start Level 4 Node: Securities Position Account - Attributes with Period Information

Securities Position Account - Attributes with Period Information

End Level 4 Node: Securities Position Account - Attributes with Period Information

Start Level 2 Node: Asset/Liability Management

Asset/Liability Management

End Level 2 Node: Asset/Liability Management

Start Level 3 Node: Queries

End Level 3 Node: Queries

Start Level 4 Node: Principal Amount

Principal Amount

End Level 4 Node: Principal Amount

Start Level 4 Node: Cash Flow Balance Sheet

Cash Flow Balance Sheet

End Level 4 Node: Cash Flow Balance Sheet

Start Level 4 Node: Repricing Balance Sheet

Repricing Balance Sheet

End Level 4 Node: Repricing Balance Sheet

Start Level 4 Node: Carry Amounts and Effective Interest Rates

Carry Amounts and Effective Interest Rates

End Level 4 Node: Carry Amounts and Effective Interest Rates

Start Level 4 Node: Market Value Delta (Clean)

Market Value Delta (Clean)

End Level 4 Node: Market Value Delta (Clean)

Start Level 4 Node: Market Value Sensitivities

Market Value Sensitivities

End Level 4 Node: Market Value Sensitivities

Start Level 4 Node: Key Rate Duration

Key Rate Duration

End Level 4 Node: Key Rate Duration

Start Level 4 Node: Repricing Balance Sheet Daily Basis (Relative)

Repricing Balance Sheet Daily Basis (Relative)

End Level 4 Node: Repricing Balance Sheet Daily Basis (Relative)

Start Level 4 Node: Repricing Balance Sheet Monthly Basis

Repricing Balance Sheet Monthly Basis

End Level 4 Node: Repricing Balance Sheet Monthly Basis

Start Level 4 Node: Repricing Balance Sheet Quarterly Basis

Repricing Balance Sheet Quarterly Basis

End Level 4 Node: Repricing Balance Sheet Quarterly Basis

Start Level 4 Node: Repricing Balance Sheet Yearly Basis

Repricing Balance Sheet Yearly Basis

End Level 4 Node: Repricing Balance Sheet Yearly Basis

Start Level 3 Node: DataStore Objects

DataStore Objects

End Level 3 Node: DataStore Objects

Start Level 4 Node: ALM Results

End Level 4 Node: ALM Results

Start Level 4 Node: ALM Data Storage for Market Values

ALM Data Storage for Market Values

End Level 4 Node: ALM Data Storage for Market Values

Start Level 4 Node: ALM Storage Key Rate Sensitivities/Duration

ALM Storage Key Rate Sensitivities/Duration

End Level 4 Node: ALM Storage Key Rate Sensitivities/Duration

Start Level 4 Node: BA ALM SISC - SLRC - SEXE

BA ALM SISC - SLRC - SEXE

End Level 4 Node: BA ALM SISC - SLRC - SEXE

Start Level 3 Node: InfoSources

End Level 3 Node: InfoSources

Start Level 4 Node: Market Value Delta

Market Value Delta

End Level 4 Node: Market Value Delta

Start Level 4 Node: Key Rate Sensitivities

Key Rate Sensitivities

End Level 4 Node: Key Rate Sensitivities

Start Level 4 Node: Int. Rate Sens. CF, Liquidity Risk CF, Exp. Earnings

Int. Rate Sens. CF, Liquidity Risk CF, Exp. Earnings

End Level 4 Node: Int. Rate Sens. CF, Liquidity Risk CF, Exp. Earnings

Start Level 3 Node: InfoCubes

End Level 3 Node: InfoCubes

Start Level 4 Node: SISC - SLRC - SEXE

SISC - SLRC - SEXE

End Level 4 Node: SISC - SLRC - SEXE

Start Level 4 Node: SMVL - Market Values

SMVL - Market Values

End Level 4 Node: SMVL - Market Values

Start Level 4 Node: SKRS Key Rate Sensitivities

SKRS Key Rate Sensitivities

End Level 4 Node: SKRS Key Rate Sensitivities

Start Level 3 Node: MultiProviders

End Level 3 Node: MultiProviders

Start Level 4 Node: SISC - SLRC - SEXE

SISC - SLRC - SEXE

End Level 4 Node: SISC - SLRC - SEXE

Start Level 4 Node: SMVL - Market Values

SMVL - Market Values

End Level 4 Node: SMVL - Market Values

Start Level 4 Node: SKRS Key Rate Sensitivities

SKRS Key Rate Sensitivities

End Level 4 Node: SKRS Key Rate Sensitivities

Start Level 3 Node: Web Templates

End Level 3 Node: Web Templates

Start Level 4 Node: Repricing Balance Sheet

Repricing Balance Sheet

End Level 4 Node: Repricing Balance Sheet

Start Level 4 Node: Market Values

End Level 4 Node: Market Values

Start Level 4 Node: Key Rate Duration

Key Rate Duration

End Level 4 Node: Key Rate Duration

Start Level 2 Node: Reconciliation Hub

Reconciliation Hub

End Level 2 Node: Reconciliation Hub

Start Level 3 Node: Queries

End Level 3 Node: Queries

Start Level 4 Node: Overview of Reconciliation Hub Mismatches

Overview of Reconciliation Hub Mismatches

End Level 4 Node: Overview of Reconciliation Hub Mismatches

Start Level 4 Node: Reconciliation of Mismatches (Template Query)

Reconciliation of Mismatches (Template Query)

End Level 4 Node: Reconciliation of Mismatches (Template Query)

Start Level 4 Node: Reconciliation of Mismatches (BACM/SDL Flows)

Reconciliation of Mismatches (BACM/SDL Flows)

End Level 4 Node: Reconciliation of Mismatches (BACM/SDL Flows)

Start Level 4 Node: Reconciliation of Mismatches (BACM/SDL Balances)

Reconciliation of Mismatches (BACM/SDL Balances)

End Level 4 Node: Reconciliation of Mismatches (BACM/SDL Balances)

Start Level 4 Node: Reconciliation Details (Template Query)

Reconciliation Details (Template Query)

End Level 4 Node: Reconciliation Details (Template Query)

Start Level 4 Node: Reconciliation Details by Sender/Receiver (Template)

Reconciliation Details by Sender/Receiver (Template)

End Level 4 Node: Reconciliation Details by Sender/Receiver (Template)

Start Level 4 Node: Reconciliation Details (BACM/SDL Flows)

Reconciliation Details (BACM/SDL Flows)

End Level 4 Node: Reconciliation Details (BACM/SDL Flows)

Start Level 4 Node: Reconciliation by Sender/Receiver (BACM/SDL Flows)

Reconciliation by Sender/Receiver (BACM/SDL Flows)

End Level 4 Node: Reconciliation by Sender/Receiver (BACM/SDL Flows)

Start Level 4 Node: Mismatches (Object ID) by Reconciliation Key

Mismatches (Object ID) by Reconciliation Key

End Level 4 Node: Mismatches (Object ID) by Reconciliation Key

Start Level 4 Node: Reconciliation Details (BACM/SDL Balances)

Reconciliation Details (BACM/SDL Balances)

End Level 4 Node: Reconciliation Details (BACM/SDL Balances)

Start Level 4 Node: Reconciliation Details by Sender/Receiver (BACM/SDL Balances)

Reconciliation Details by Sender/Receiver (BACM/SDL Balances)

End Level 4 Node: Reconciliation Details by Sender/Receiver (BACM/SDL Balances)

Start Level 4 Node: Verification of Mismatches (BACM/SDL Balances)

Verification of Mismatches (BACM/SDL Balances)

End Level 4 Node: Verification of Mismatches (BACM/SDL Balances)

Start Level 3 Node: InfoSets

End Level 3 Node: InfoSets

Start Level 4 Node: Reconciliation: Mismatches

Reconciliation: Mismatches

End Level 4 Node: Reconciliation: Mismatches

Start Level 4 Node: Mismatches at Aggregated Level

Mismatches at Aggregated Level

End Level 4 Node: Mismatches at Aggregated Level

Start Level 4 Node: Mismatch Balances (Details)

Mismatch Balances (Details)

End Level 4 Node: Mismatch Balances (Details)

Start Level 3 Node: InfoCubes

End Level 3 Node: InfoCubes

Start Level 4 Node: Reconciliation: Details

Reconciliation: Details

End Level 4 Node: Reconciliation: Details

Start Level 4 Node: Reconciliation: Mismatches

Reconciliation: Mismatches

End Level 4 Node: Reconciliation: Mismatches

Start Level 4 Node: Open Mismatches

Open Mismatches

End Level 4 Node: Open Mismatches

Start Level 4 Node: Details (Aggregated)

Details (Aggregated)

End Level 4 Node: Details (Aggregated)

Start Level 4 Node: Mismatches at Aggregated Level

Mismatches at Aggregated Level

End Level 4 Node: Mismatches at Aggregated Level

Start Level 4 Node: Open Mismatches (Details)

Open Mismatches (Details)

End Level 4 Node: Open Mismatches (Details)

Start Level 4 Node: Mismatches at Object ID Level

Mismatches at Object ID Level

End Level 4 Node: Mismatches at Object ID Level

Start Level 4 Node: Mismatch Balances

Mismatch Balances

End Level 4 Node: Mismatch Balances

Start Level 4 Node: Open Mismatch Balances

Open Mismatch Balances

End Level 4 Node: Open Mismatch Balances

Start Level 4 Node: Detail Balances (Direct Access)

Detail Balances (Direct Access)

End Level 4 Node: Detail Balances (Direct Access)

Start Level 3 Node: InfoSources

End Level 3 Node: InfoSources

Start Level 4 Node: Sender Details

End Level 4 Node: Sender Details

Start Level 4 Node: Receiver Details

Receiver Details

End Level 4 Node: Receiver Details

Start Level 4 Node: BACM Items (Aggregated)

BACM Items (Aggregated)

End Level 4 Node: BACM Items (Aggregated)

Start Level 4 Node: SDL Items (Aggregated)

SDL Items (Aggregated)

End Level 4 Node: SDL Items (Aggregated)

Start Level 4 Node: BACM Items (Object ID)

BACM Items (Object ID)

End Level 4 Node: BACM Items (Object ID)

Start Level 4 Node: SDL Items (Object ID)

SDL Items (Object ID)

End Level 4 Node: SDL Items (Object ID)

Start Level 4 Node: BACM Close (Aggregated)

BACM Close (Aggregated)

End Level 4 Node: BACM Close (Aggregated)

Start Level 4 Node: SDL Close (Aggregated)

SDL Close (Aggregated)

End Level 4 Node: SDL Close (Aggregated)

Start Level 4 Node: BACM Close (Object ID)

BACM Close (Object ID)

End Level 4 Node: BACM Close (Object ID)

Start Level 4 Node: SDL Close (Object ID)

SDL Close (Object ID)

End Level 4 Node: SDL Close (Object ID)

Start Level 4 Node: BACM Balances

End Level 4 Node: BACM Balances

Start Level 4 Node: SDL Balances

End Level 4 Node: SDL Balances

Start Level 4 Node: Verification of BACM Details for Balances

Verification of BACM Details for Balances

End Level 4 Node: Verification of BACM Details for Balances

Start Level 4 Node: Verification of SDL Details for Balances

Verification of SDL Details for Balances

End Level 4 Node: Verification of SDL Details for Balances

Start Level 3 Node: MultiProviders

End Level 3 Node: MultiProviders

Start Level 4 Node: Mismatches (Overview)

Mismatches (Overview)

End Level 4 Node: Mismatches (Overview)

Start Level 4 Node: Reconciliation: Details

Reconciliation: Details

End Level 4 Node: Reconciliation: Details

Start Level 4 Node: Flows (Details, Aggregated)

Flows (Details, Aggregated)

End Level 4 Node: Flows (Details, Aggregated)

Start Level 4 Node: Balances (Details)

Balances (Details)

End Level 4 Node: Balances (Details)

Start Level 3 Node: DataStore Objects

DataStore Objects

End Level 3 Node: DataStore Objects

Start Level 4 Node: Sender Details (Write-Optimized)

Sender Details (Write-Optimized)

End Level 4 Node: Sender Details (Write-Optimized)

Start Level 4 Node: Receiver Details (Write-Optimized)

Receiver Details (Write-Optimized)

End Level 4 Node: Receiver Details (Write-Optimized)

Start Level 4 Node: BACM Flows (Aggregated)

BACM Flows (Aggregated)

End Level 4 Node: BACM Flows (Aggregated)

Start Level 4 Node: SDL Flows (Aggregated, Write-Optimized)

SDL Flows (Aggregated, Write-Optimized)

End Level 4 Node: SDL Flows (Aggregated, Write-Optimized)

Start Level 4 Node: BACM Balances (Write-Optimized)

BACM Balances (Write-Optimized)

End Level 4 Node: BACM Balances (Write-Optimized)

Start Level 4 Node: SDL Balances (Write-Optimized)

SDL Balances (Write-Optimized)

End Level 4 Node: SDL Balances (Write-Optimized)

Start Level 4 Node: Balances (Details)

Balances (Details)

End Level 4 Node: Balances (Details)

Start Level 3 Node: Roles

End Level 3 Node: Roles

Start Level 4 Node: Reconciliation Hub

Reconciliation Hub

End Level 4 Node: Reconciliation Hub

Start Level 2 Node: Enterprise Risk Reporting

Enterprise Risk Reporting

End Level 2 Node: Enterprise Risk Reporting

Start Level 3 Node: InfoCubes

End Level 3 Node: InfoCubes

Start Level 4 Node: Enterprise Risk

Enterprise Risk

End Level 4 Node: Enterprise Risk

Start Level 4 Node: Credit Risk - Portfolio Result

Credit Risk - Portfolio Result

End Level 4 Node: Credit Risk - Portfolio Result

Start Level 4 Node: Credit Risk - Risk Contributions

Credit Risk - Risk Contributions

End Level 4 Node: Credit Risk - Risk Contributions

Start Level 4 Node: Credit Risk - Loss Distribution

Credit Risk - Loss Distribution

End Level 4 Node: Credit Risk - Loss Distribution

Start Level 4 Node: Operational Risk Loss

Operational Risk Loss

End Level 4 Node: Operational Risk Loss

Start Level 4 Node: Operational Risk Capital, Stress & Provision

Operational Risk Capital, Stress & Provision

End Level 4 Node: Operational Risk Capital, Stress & Provision

Start Level 4 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

#Basel II: Disclosure & Reporting: Counterparty Risk

End Level 4 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

Start Level 4 Node: Limits

End Level 4 Node: Limits

Start Level 3 Node: DataStore Objects

DataStore Objects

End Level 3 Node: DataStore Objects

Start Level 4 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

#Basel II: Disclosure & Reporting: Counterparty Risk

End Level 4 Node: #Basel II: Disclosure & Reporting: Counterparty Risk

Start Level 4 Node: Counterparty Default Risk

Counterparty Default Risk

End Level 4 Node: Counterparty Default Risk

Start Level 4 Node: Operational Risk Issues and Action Plans

Operational Risk Issues and Action Plans

End Level 4 Node: Operational Risk Issues and Action Plans

Start Level 3 Node: MultiProviders

End Level 3 Node: MultiProviders

Start Level 4 Node: Enterprise Risk

Enterprise Risk

End Level 4 Node: Enterprise Risk

Start Level 4 Node: Credit Risk Summary

Credit Risk Summary

End Level 4 Node: Credit Risk Summary

Start Level 4 Node: Operational Risk

Operational Risk

End Level 4 Node: Operational Risk

Start Level 4 Node: Liquidity Risk

End Level 4 Node: Liquidity Risk

Start Level 3 Node: Queries

End Level 3 Node: Queries

Start Level 4 Node: Enterprise Risk Overview

Enterprise Risk Overview

End Level 4 Node: Enterprise Risk Overview

Start Level 4 Node: Credit Risk Default Correlations

Credit Risk Default Correlations

End Level 4 Node: Credit Risk Default Correlations

Start Level 4 Node: Credit Risk Industry

Credit Risk Industry

End Level 4 Node: Credit Risk Industry

Start Level 4 Node: Credit Risk Business Area

Credit Risk Business Area

End Level 4 Node: Credit Risk Business Area

Start Level 4 Node: Credit Risk Business Partner

Credit Risk Business Partner

End Level 4 Node: Credit Risk Business Partner

Start Level 4 Node: Credit Risk KPIs

Credit Risk KPIs

End Level 4 Node: Credit Risk KPIs

Start Level 4 Node: Credit Risk Country

Credit Risk Country

End Level 4 Node: Credit Risk Country

Start Level 4 Node: Credit Risk Economic

Credit Risk Economic

End Level 4 Node: Credit Risk Economic

Start Level 4 Node: Liquidity Risk Limits

Liquidity Risk Limits

End Level 4 Node: Liquidity Risk Limits

Start Level 4 Node: Credit Risk Region

Credit Risk Region

End Level 4 Node: Credit Risk Region

Start Level 4 Node: Liquidity Risk KPIs

Liquidity Risk KPIs

End Level 4 Node: Liquidity Risk KPIs

Start Level 4 Node: Operational Risk Business Area

Operational Risk Business Area

End Level 4 Node: Operational Risk Business Area

Start Level 4 Node: Operational Risk Legal Entity Summary

Operational Risk Legal Entity Summary

End Level 4 Node: Operational Risk Legal Entity Summary

Start Level 3 Node: Characteristics

Characteristics

End Level 3 Node: Characteristics

Start Level 4 Node: Date of Default

Date of Default

End Level 4 Node: Date of Default

Start Level 4 Node: Past Due Band

End Level 4 Node: Past Due Band

Start Level 4 Node: Credit Portfolio Analysis Run ID

Credit Portfolio Analysis Run ID

End Level 4 Node: Credit Portfolio Analysis Run ID

Start Level 4 Node: Credit Portfolio ID

Credit Portfolio ID

End Level 4 Node: Credit Portfolio ID

Start Level 4 Node: Credit Portfolio Model ID

Credit Portfolio Model ID

End Level 4 Node: Credit Portfolio Model ID

Start Level 4 Node: Detection Date

End Level 4 Node: Detection Date

Start Level 4 Node: Determining Method

Determining Method

End Level 4 Node: Determining Method

Start Level 4 Node: Due Date

End Level 4 Node: Due Date

Start Level 4 Node: Financial Instrument ID

Financial Instrument ID

End Level 4 Node: Financial Instrument ID

Start Level 4 Node: Planned Due Date

Planned Due Date

End Level 4 Node: Planned Due Date

Start Level 4 Node: Business Area

End Level 4 Node: Business Area

Start Level 4 Node: Underlying Counterparty

Underlying Counterparty

End Level 4 Node: Underlying Counterparty

Start Level 4 Node: Business Partner

Business Partner

End Level 4 Node: Business Partner

Start Level 4 Node: Property Type

End Level 4 Node: Property Type

Start Level 4 Node: Indicator: Protection Seller/Buyer

Indicator: Protection Seller/Buyer

End Level 4 Node: Indicator: Protection Seller/Buyer

Start Level 4 Node: Comment

End Level 4 Node: Comment

Start Level 4 Node: Confidence Level

Confidence Level

End Level 4 Node: Confidence Level

Start Level 4 Node: Customer Group

End Level 4 Node: Customer Group

Start Level 4 Node: Limit Valid From

Limit Valid From

End Level 4 Node: Limit Valid From

Start Level 4 Node: Limit Valid To

End Level 4 Node: Limit Valid To

Start Level 4 Node: Limit Type

End Level 4 Node: Limit Type

Start Level 4 Node: Issue Description

Issue Description

End Level 4 Node: Issue Description

Start Level 4 Node: Issue Status

End Level 4 Node: Issue Status

Start Level 4 Node: Seniority

End Level 4 Node: Seniority

Start Level 4 Node: Rating

End Level 4 Node: Rating

Start Level 4 Node: Rating of Underlying Counterparty

Rating of Underlying Counterparty

End Level 4 Node: Rating of Underlying Counterparty

Start Level 4 Node: Rating Model

End Level 4 Node: Rating Model

Start Level 4 Node: Region (Federal State, Province, County)

Region (Federal State, Province, County)

End Level 4 Node: Region (Federal State, Province, County)

Start Level 4 Node: Sector

End Level 4 Node: Sector

Start Level 4 Node: Scenario

End Level 4 Node: Scenario

Start Level 4 Node: Responsible

End Level 4 Node: Responsible

Start Level 4 Node: Securitization Category

Securitization Category

End Level 4 Node: Securitization Category

Start Level 4 Node: Loss Distribution ID

Loss Distribution ID

End Level 4 Node: Loss Distribution ID

Start Level 4 Node: Provision

End Level 4 Node: Provision

Start Level 3 Node: Key Figures

End Level 3 Node: Key Figures

Start Level 4 Node: Coverage Ratio % (EADnet/Specific Provision for Credit Default)

Coverage Ratio % (EADnet/Specific Provision for Credit Default)

End Level 4 Node: Coverage Ratio % (EADnet/Specific Provision for Credit Default)

Start Level 4 Node: Fraction

End Level 4 Node: Fraction

Start Level 4 Node: Number of Exposures

Number of Exposures

End Level 4 Node: Number of Exposures

Start Level 4 Node: Number of Losses

Number of Losses

End Level 4 Node: Number of Losses

Start Level 4 Node: Number of Business Partners

Number of Business Partners

End Level 4 Node: Number of Business Partners

Start Level 4 Node: Number of Days Past Due

Number of Days Past Due

End Level 4 Node: Number of Days Past Due

Start Level 4 Node: Regulatory VaR

End Level 4 Node: Regulatory VaR

Start Level 4 Node: Default Correlation

Default Correlation

End Level 4 Node: Default Correlation

Start Level 4 Node: Lending Value

End Level 4 Node: Lending Value

Start Level 4 Node: Insured Amount

End Level 4 Node: Insured Amount

Start Level 4 Node: Gross Loss Amount

Gross Loss Amount

End Level 4 Node: Gross Loss Amount

Start Level 4 Node: Risk Adjusted Return On Capital

Risk Adjusted Return On Capital

End Level 4 Node: Risk Adjusted Return On Capital

Start Level 4 Node: Capital Ratio

End Level 4 Node: Capital Ratio

Start Level 4 Node: Credit Value at Risk

Credit Value at Risk

End Level 4 Node: Credit Value at Risk

Start Level 4 Node: EAD Amount

End Level 4 Node: EAD Amount

Start Level 4 Node: Expected Shortfall

Expected Shortfall

End Level 4 Node: Expected Shortfall

Start Level 4 Node: Credit Equivalent Amount

Credit Equivalent Amount

End Level 4 Node: Credit Equivalent Amount

Start Level 4 Node: Critical Utilization %

Critical Utilization %

End Level 4 Node: Critical Utilization %

Start Level 4 Node: Limit

End Level 4 Node: Limit

Start Level 4 Node: Market Value

End Level 4 Node: Market Value

Start Level 4 Node: Maturity M

End Level 4 Node: Maturity M

Start Level 4 Node: Net Loss Amount

Net Loss Amount

End Level 4 Node: Net Loss Amount

Start Level 4 Node: Economic Exposure Amount

Economic Exposure Amount

End Level 4 Node: Economic Exposure Amount

Start Level 4 Node: Economic Capital (CVaR - EL)

Economic Capital (CVaR - EL)

End Level 4 Node: Economic Capital (CVaR - EL)

Start Level 4 Node: Economic VaR

End Level 4 Node: Economic VaR

Start Level 4 Node: Percentage Limit

Percentage Limit

End Level 4 Node: Percentage Limit

Start Level 4 Node: Risk Contribution to ECap

Risk Contribution to ECap

End Level 4 Node: Risk Contribution to ECap

Start Level 4 Node: Risk Contribution to CVaR

Risk Contribution to CVaR

End Level 4 Node: Risk Contribution to CVaR

Start Level 4 Node: Risk Contribution to Expected Shortfall

Risk Contribution to Expected Shortfall

End Level 4 Node: Risk Contribution to Expected Shortfall

Start Level 4 Node: Risk Contribution to Unexpected Loss

Risk Contribution to Unexpected Loss

End Level 4 Node: Risk Contribution to Unexpected Loss

Start Level 4 Node: Risk Weight [%]

Risk Weight [%]

End Level 4 Node: Risk Weight [%]

Start Level 4 Node: Saddle Point

End Level 4 Node: Saddle Point

Start Level 4 Node: Economic Capital

Economic Capital

End Level 4 Node: Economic Capital

Start Level 4 Node: Amount of Collateral Agreement

Amount of Collateral Agreement

End Level 4 Node: Amount of Collateral Agreement

Start Level 4 Node: Stress Test Value

Stress Test Value

End Level 4 Node: Stress Test Value

Start Level 4 Node: Unexpected Loss

Unexpected Loss

End Level 4 Node: Unexpected Loss

Start Level 4 Node: Loss Amount

End Level 4 Node: Loss Amount

Start Level 4 Node: Loss Probability

Loss Probability

End Level 4 Node: Loss Probability

Start Level 4 Node: Provision Value

Provision Value

End Level 4 Node: Provision Value

Start Level 2 Node: Key Figures

End Level 2 Node: Key Figures

Start Level 3 Node: Charge-Offs

End Level 3 Node: Charge-Offs

Start Level 3 Node: Redistribution Effect

Redistribution Effect

End Level 3 Node: Redistribution Effect

Start Level 3 Node: Absolute Key Rate Duration

Absolute Key Rate Duration

End Level 3 Node: Absolute Key Rate Duration

Start Level 3 Node: Variance Amount

Variance Amount

End Level 3 Node: Variance Amount

Start Level 3 Node: Variance Counter

Variance Counter

End Level 3 Node: Variance Counter

Start Level 3 Node: Deduction from Capital

Deduction from Capital

End Level 3 Node: Deduction from Capital

Start Level 3 Node: Deduction from Tier 1 Capital

Deduction from Tier 1 Capital

End Level 3 Node: Deduction from Tier 1 Capital

Start Level 3 Node: Alpha Factor

End Level 3 Node: Alpha Factor

Start Level 3 Node: Share in Multi-Seller Transaction

Share in Multi-Seller Transaction

End Level 3 Node: Share in Multi-Seller Transaction

Start Level 3 Node: Acquisition Costs

Acquisition Costs

End Level 3 Node: Acquisition Costs

Start Level 3 Node: Number of Defaulted Entities in the Current Period

Number of Defaulted Entities in the Current Period

End Level 3 Node: Number of Defaulted Entities in the Current Period

Start Level 3 Node: Number of Defaulted Entities in the Prior Period

Number of Defaulted Entities in the Prior Period

End Level 3 Node: Number of Defaulted Entities in the Prior Period

Start Level 3 Node: Number of Entities in the Current Period

Number of Entities in the Current Period

End Level 3 Node: Number of Entities in the Current Period

Start Level 3 Node: Number of Entities in the Prior Period

Number of Entities in the Prior Period

End Level 3 Node: Number of Entities in the Prior Period

Start Level 3 Node: Number of Units

Number of Units

End Level 3 Node: Number of Units

Start Level 3 Node: Number of Events

Number of Events

End Level 3 Node: Number of Events

Start Level 3 Node: Number of Business Partners

Number of Business Partners

End Level 3 Node: Number of Business Partners

Start Level 3 Node: Number of Days Past Due for Settlement Risk

Number of Days Past Due for Settlement Risk

End Level 3 Node: Number of Days Past Due for Settlement Risk

Start Level 3 Node: Number of Overshootings

Number of Overshootings

End Level 3 Node: Number of Overshootings

Start Level 3 Node: Number of Losses

Number of Losses

End Level 3 Node: Number of Losses

Start Level 3 Node: Default Rate for Prior Period

Default Rate for Prior Period

End Level 3 Node: Default Rate for Prior Period

Start Level 3 Node: Default Rate in Percent

Default Rate in Percent

End Level 3 Node: Default Rate in Percent

Start Level 3 Node: Probability of Default (PD)

Probability of Default (PD)

End Level 3 Node: Probability of Default (PD)

Start Level 3 Node: Funding of Deviation from Expectation: Expense

Funding of Deviation from Expectation: Expense

End Level 3 Node: Funding of Deviation from Expectation: Expense

Start Level 3 Node: Present Value of Charges and Commission

Present Value of Charges and Commission

End Level 3 Node: Present Value of Charges and Commission

Start Level 3 Node: Loan-To-Value

End Level 3 Node: Loan-To-Value

Start Level 3 Node: Clean Market Value

Clean Market Value

End Level 3 Node: Clean Market Value

Start Level 3 Node: Beta

End Level 3 Node: Beta

Start Level 3 Node: Amount

End Level 3 Node: Amount

Start Level 3 Node: Cutoff Date for Amount of ABS Transaction

Cutoff Date for Amount of ABS Transaction

End Level 3 Node: Cutoff Date for Amount of ABS Transaction

Start Level 3 Node: Balance Sheet Value

Balance Sheet Value

End Level 3 Node: Balance Sheet Value

Start Level 3 Node: Credit-Enhancing Interest-Only Strips

Credit-Enhancing Interest-Only Strips

End Level 3 Node: Credit-Enhancing Interest-Only Strips

Start Level 3 Node: Bonus

End Level 3 Node: Bonus

Start Level 3 Node: Gross Amount - Long

Gross Amount - Long

End Level 3 Node: Gross Amount - Long

Start Level 3 Node: Gross Amount - Short

Gross Amount - Short

End Level 3 Node: Gross Amount - Short

Start Level 3 Node: Gross Income

End Level 3 Node: Gross Income

Start Level 3 Node: Gross Exposure

End Level 3 Node: Gross Exposure

Start Level 3 Node: Carry Amounts

End Level 3 Node: Carry Amounts

Start Level 3 Node: Cash Flow Balance Sheet

Cash Flow Balance Sheet

End Level 3 Node: Cash Flow Balance Sheet

Start Level 3 Node: CD Free Amount - Long

CD Free Amount - Long

End Level 3 Node: CD Free Amount - Long

Start Level 3 Node: CD Free Amount Short

CD Free Amount Short

End Level 3 Node: CD Free Amount Short

Start Level 3 Node: Loan and Advances

Loan and Advances

End Level 3 Node: Loan and Advances

Start Level 3 Node: Average Risk Weight

Average Risk Weight

End Level 3 Node: Average Risk Weight

Start Level 3 Node: EAD after Volatility Adjustments

EAD after Volatility Adjustments

End Level 3 Node: EAD after Volatility Adjustments

Start Level 3 Node: EAD of the Revolving Portion

EAD of the Revolving Portion

End Level 3 Node: EAD of the Revolving Portion

Start Level 3 Node: EAD of Product Class 1

EAD of Product Class 1

End Level 3 Node: EAD of Product Class 1

Start Level 3 Node: EAD of Product Class 2

EAD of Product Class 2

End Level 3 Node: EAD of Product Class 2

Start Level 3 Node: EAD of Product Class 3

EAD of Product Class 3

End Level 3 Node: EAD of Product Class 3

Start Level 3 Node: EAD before Haircut

EAD before Haircut

End Level 3 Node: EAD before Haircut

Start Level 3 Node: EAD at the Time of Default

EAD at the Time of Default

End Level 3 Node: EAD at the Time of Default

Start Level 3 Node: Effective Number of Exposures

Effective Number of Exposures

End Level 3 Node: Effective Number of Exposures

Start Level 3 Node: Effective Interest Rates

Effective Interest Rates

End Level 3 Node: Effective Interest Rates

Start Level 3 Node: Regulatory Capital - Allocation Mechanisms

Regulatory Capital - Allocation Mechanisms

End Level 3 Node: Regulatory Capital - Allocation Mechanisms

Start Level 3 Node: Capital Requirement

Capital Requirement

End Level 3 Node: Capital Requirement

Start Level 3 Node: Capital Requirement after Capital Relief

Capital Requirement after Capital Relief

End Level 3 Node: Capital Requirement after Capital Relief

Start Level 3 Node: Capital Requirement Before Capital Relief

Capital Requirement Before Capital Relief

End Level 3 Node: Capital Requirement Before Capital Relief

Start Level 3 Node: Unit - Relevant for ALM -

Unit - Relevant for ALM -

End Level 3 Node: Unit - Relevant for ALM -

Start Level 3 Node: Income

End Level 3 Node: Income

Start Level 3 Node: Gain to Income

End Level 3 Node: Gain to Income

Start Level 3 Node: Specific Provisions

Specific Provisions

End Level 3 Node: Specific Provisions

Start Level 3 Node: Expected Loss Amount

Expected Loss Amount

End Level 3 Node: Expected Loss Amount

Start Level 3 Node: Expected Loss Given Default (ELGD) in %

Expected Loss Given Default (ELGD) in %

End Level 3 Node: Expected Loss Given Default (ELGD) in %

Start Level 3 Node: Receiver Amount

Receiver Amount

End Level 3 Node: Receiver Amount

Start Level 3 Node: Receiver Counter

Receiver Counter

End Level 3 Node: Receiver Counter

Start Level 3 Node: Recoveries

End Level 3 Node: Recoveries

Start Level 3 Node: Recoveries

End Level 3 Node: Recoveries

Start Level 3 Node: Recovery Amount from Risk Transfer

Recovery Amount from Risk Transfer

End Level 3 Node: Recovery Amount from Risk Transfer

Start Level 3 Node: Funding of Deviation from Expectation: Income

Funding of Deviation from Expectation: Income

End Level 3 Node: Funding of Deviation from Expectation: Income

Start Level 3 Node: Expected Loss

End Level 3 Node: Expected Loss

Start Level 3 Node: Exposure Weighted by Average LGD

Exposure Weighted by Average LGD

End Level 3 Node: Exposure Weighted by Average LGD

Start Level 3 Node: Exposure Weighted by Average Risk Weight

Exposure Weighted by Average Risk Weight

End Level 3 Node: Exposure Weighted by Average Risk Weight

Start Level 3 Node: Fair Value

End Level 3 Node: Fair Value

Start Level 3 Node: Funding Expense

Funding Expense

End Level 3 Node: Funding Expense

Start Level 3 Node: Funding Income

End Level 3 Node: Funding Income

Start Level 3 Node: First Loss Amount (Multi-Seller Transaction)

First Loss Amount (Multi-Seller Transaction)

End Level 3 Node: First Loss Amount (Multi-Seller Transaction)

Start Level 3 Node: Fund Financing - Long

Fund Financing - Long

End Level 3 Node: Fund Financing - Long

Start Level 3 Node: Fund Financing - Short

Fund Financing - Short

End Level 3 Node: Fund Financing - Short

Start Level 3 Node: Exposure at Default (EAD)

Exposure at Default (EAD)

End Level 3 Node: Exposure at Default (EAD)

Start Level 3 Node: Free Line

End Level 3 Node: Free Line

Start Level 3 Node: Fee Payments IC

Fee Payments IC

End Level 3 Node: Fee Payments IC

Start Level 3 Node: Fee Payments LC

Fee Payments LC

End Level 3 Node: Fee Payments LC

Start Level 3 Node: Total Loss Amount by Event Type

Total Loss Amount by Event Type

End Level 3 Node: Total Loss Amount by Event Type

Start Level 3 Node: Limit for Internal Value at Risk

Limit for Internal Value at Risk

End Level 3 Node: Limit for Internal Value at Risk

Start Level 3 Node: Actual P&L for Backtesting

Actual P&L for Backtesting

End Level 3 Node: Actual P&L for Backtesting

Start Level 3 Node: Hypothetical P&L for Backtesting

Hypothetical P&L for Backtesting

End Level 3 Node: Hypothetical P&L for Backtesting

Start Level 3 Node: Holding Period for Internal Value at Risk

Holding Period for Internal Value at Risk

End Level 3 Node: Holding Period for Internal Value at Risk

Start Level 3 Node: He (Haircut)

End Level 3 Node: He (Haircut)

Start Level 3 Node: Hedge Amount - Long

Hedge Amount - Long

End Level 3 Node: Hedge Amount - Long

Start Level 3 Node: Hedge Amount - Short

Hedge Amount - Short

End Level 3 Node: Hedge Amount - Short

Start Level 3 Node: Auxiliary Key Figure for EAD x LGD

Auxiliary Key Figure for EAD x LGD

End Level 3 Node: Auxiliary Key Figure for EAD x LGD

Start Level 3 Node: Auxiliary Key Figure for Actual LGD

Auxiliary Key Figure for Actual LGD

End Level 3 Node: Auxiliary Key Figure for Actual LGD

Start Level 3 Node: Auxiliary Key Figure for Actual LGD * EAD

Auxiliary Key Figure for Actual LGD * EAD

End Level 3 Node: Auxiliary Key Figure for Actual LGD * EAD

Start Level 3 Node: Auxiliary Key Figure for Actual LGD x EAD (Defaulted)

Auxiliary Key Figure for Actual LGD x EAD (Defaulted)

End Level 3 Node: Auxiliary Key Figure for Actual LGD x EAD (Defaulted)

Start Level 3 Node: Drawn Amount

End Level 3 Node: Drawn Amount

Start Level 3 Node: Incremental Default Risk Surcharge

Incremental Default Risk Surcharge

End Level 3 Node: Incremental Default Risk Surcharge

Start Level 3 Node: Instrument Nominal Value

Instrument Nominal Value

End Level 3 Node: Instrument Nominal Value

Start Level 3 Node: Interval Value at Risk

Interval Value at Risk

End Level 3 Node: Interval Value at Risk

Start Level 3 Node: Capital Charge Long

Capital Charge Long

End Level 3 Node: Capital Charge Long

Start Level 3 Node: Subject to Capital Charge Matched

Subject to Capital Charge Matched

End Level 3 Node: Subject to Capital Charge Matched

Start Level 3 Node: Capital Charge Short

Capital Charge Short

End Level 3 Node: Capital Charge Short

Start Level 3 Node: Gain to Capital

Gain to Capital

End Level 3 Node: Gain to Capital

Start Level 3 Node: Capital Market Default

Capital Market Default

End Level 3 Node: Capital Market Default

Start Level 3 Node: Capital Payments IC

Capital Payments IC

End Level 3 Node: Capital Payments IC

Start Level 3 Node: Key Figures in Reporting Currency for a Period

Key Figures in Reporting Currency for a Period

End Level 3 Node: Key Figures in Reporting Currency for a Period

Start Level 3 Node: Key Figure in Reporting Currency for Last Period of Prior Fiscal

Key Figure in Reporting Currency for Last Period of Prior Fiscal

End Level 3 Node: Key Figure in Reporting Currency for Last Period of Prior Fiscal

Start Level 3 Node: Key Figure in Reporting Currency for Period in Prior Year

Key Figure in Reporting Currency for Period in Prior Year

End Level 3 Node: Key Figure in Reporting Currency for Period in Prior Year

Start Level 3 Node: Confidence Interval for Internal Value at Risk

Confidence Interval for Internal Value at Risk

End Level 3 Node: Confidence Interval for Internal Value at Risk

Start Level 3 Node: Credit Conversion Factor (CCF)

Credit Conversion Factor (CCF)

End Level 3 Node: Credit Conversion Factor (CCF)

Start Level 3 Node: Latent Results

End Level 3 Node: Latent Results

Start Level 3 Node: Penalty Interest Income

Penalty Interest Income

End Level 3 Node: Penalty Interest Income

Start Level 3 Node: Margin Default

End Level 3 Node: Margin Default

Start Level 3 Node: Market Value

End Level 3 Node: Market Value

Start Level 3 Node: Maximum Loss Amount by Business Line and Event

Maximum Loss Amount by Business Line and Event

End Level 3 Node: Maximum Loss Amount by Business Line and Event

Start Level 3 Node: Maximum Threshold

Maximum Threshold

End Level 3 Node: Maximum Threshold

Start Level 3 Node: Minimum Threshold

Minimum Threshold

End Level 3 Node: Minimum Threshold

Start Level 3 Node: Minimum Amount for Risk Transfer

Minimum Amount for Risk Transfer

End Level 3 Node: Minimum Amount for Risk Transfer

Start Level 3 Node: Minimum Amount for Expected Loss

Minimum Amount for Expected Loss

End Level 3 Node: Minimum Amount for Expected Loss

Start Level 3 Node: Minimum Amount for Insurance

Minimum Amount for Insurance

End Level 3 Node: Minimum Amount for Insurance

Start Level 3 Node: Number of Migrated Business Partners

Number of Migrated Business Partners

End Level 3 Node: Number of Migrated Business Partners

Start Level 3 Node: Volume of Migrated Business Partners

Volume of Migrated Business Partners

End Level 3 Node: Volume of Migrated Business Partners

Start Level 3 Node: Multiplication Factor

Multiplication Factor

End Level 3 Node: Multiplication Factor

Start Level 3 Node: Multiplication Factor x Average of 60 Days

Multiplication Factor x Average of 60 Days

End Level 3 Node: Multiplication Factor x Average of 60 Days

Start Level 3 Node: Net Amount - Long

Net Amount - Long

End Level 3 Node: Net Amount - Long

Start Level 3 Node: Net Amount - Short

Net Amount - Short

End Level 3 Node: Net Amount - Short

Start Level 3 Node: Non-Adjusted Market Value

Non-Adjusted Market Value

End Level 3 Node: Non-Adjusted Market Value

Start Level 3 Node: Unrealized Profit/Loss

Unrealized Profit/Loss

End Level 3 Node: Unrealized Profit/Loss

Start Level 3 Node: Principal Amount

Principal Amount

End Level 3 Node: Principal Amount

Start Level 3 Node: Nominal Value of Tranche

Nominal Value of Tranche

End Level 3 Node: Nominal Value of Tranche

Start Level 3 Node: Original Exposure

Original Exposure

End Level 3 Node: Original Exposure

Start Level 3 Node: General Provisions

General Provisions

End Level 3 Node: General Provisions

Start Level 3 Node: PD of the Business Partner

PD of the Business Partner

End Level 3 Node: PD of the Business Partner

Start Level 3 Node: Period-Based Change on Prior Year

Period-Based Change on Prior Year

End Level 3 Node: Period-Based Change on Prior Year

Start Level 3 Node: Period-Based Comparison with Prior Year

Period-Based Comparison with Prior Year

End Level 3 Node: Period-Based Comparison with Prior Year

Start Level 3 Node: Potential Recovery Amount

Potential Recovery Amount

End Level 3 Node: Potential Recovery Amount

Start Level 3 Node: Percentage of Condition Item

Percentage of Condition Item

End Level 3 Node: Percentage of Condition Item

Start Level 3 Node: Ratio of Exposure Portions

Ratio of Exposure Portions

End Level 3 Node: Ratio of Exposure Portions

Start Level 3 Node: Realized Profit/Loss

Realized Profit/Loss

End Level 3 Node: Realized Profit/Loss

Start Level 3 Node: Relative Key Rate Duration

Relative Key Rate Duration

End Level 3 Node: Relative Key Rate Duration

Start Level 3 Node: Risk-Weighted Assets after Risk Mitigation

Risk-Weighted Assets after Risk Mitigation

End Level 3 Node: Risk-Weighted Assets after Risk Mitigation

Start Level 3 Node: Risk-Weighted Assets before Risk Mitigation

Risk-Weighted Assets before Risk Mitigation

End Level 3 Node: Risk-Weighted Assets before Risk Mitigation

Start Level 3 Node: Rollover NPV

End Level 3 Node: Rollover NPV

Start Level 3 Node: Non-Semantic Key Figure in Financial Reporting Currency

Non-Semantic Key Figure in Financial Reporting Currency

End Level 3 Node: Non-Semantic Key Figure in Financial Reporting Currency

Start Level 3 Node: Non-Semantic Key Figure in Object Currency

Non-Semantic Key Figure in Object Currency

End Level 3 Node: Non-Semantic Key Figure in Object Currency

Start Level 3 Node: Key Rate Sensitivity

Key Rate Sensitivity

End Level 3 Node: Key Rate Sensitivity

Start Level 3 Node: Disturbance NPV

Disturbance NPV

End Level 3 Node: Disturbance NPV

Start Level 3 Node: Settlement Risk Amount

Settlement Risk Amount

End Level 3 Node: Settlement Risk Amount

Start Level 3 Node: Sender Amount

End Level 3 Node: Sender Amount

Start Level 3 Node: Sender Counter

End Level 3 Node: Sender Counter

Start Level 3 Node: Collateral Agreement Amount

Collateral Agreement Amount

End Level 3 Node: Collateral Agreement Amount

Start Level 3 Node: Specific Risk Surcharge

Specific Risk Surcharge

End Level 3 Node: Specific Risk Surcharge

Start Level 3 Node: Standard Cost of Capital NPV

Standard Cost of Capital NPV

End Level 3 Node: Standard Cost of Capital NPV

Start Level 3 Node: Standard Processing Costs NPV

Standard Processing Costs NPV

End Level 3 Node: Standard Processing Costs NPV

Start Level 3 Node: Standard Risk Cost NPV

Standard Risk Cost NPV

End Level 3 Node: Standard Risk Cost NPV

Start Level 3 Node: Previous Day's VaR

Previous Day's VaR

End Level 3 Node: Previous Day's VaR

Start Level 3 Node: Var =1

End Level 3 Node: Var =1

Start Level 3 Node: VaR T=10

End Level 3 Node: VaR T=10

Start Level 3 Node: Gross Unrealized Loss Amount

Gross Unrealized Loss Amount

End Level 3 Node: Gross Unrealized Loss Amount

Start Level 3 Node: Loss Amount by Business Line/Event

Loss Amount by Business Line/Event

End Level 3 Node: Loss Amount by Business Line/Event

Start Level 3 Node: Loss Given Default (LGD)

Loss Given Default (LGD)

End Level 3 Node: Loss Given Default (LGD)

Start Level 3 Node: Loss Rate

End Level 3 Node: Loss Rate

Start Level 3 Node: Loss Rate: Preferential Risk Weight

Loss Rate: Preferential Risk Weight

End Level 3 Node: Loss Rate: Preferential Risk Weight

Start Level 3 Node: Senior Liens

End Level 3 Node: Senior Liens

Start Level 3 Node: Volatility of the Loss

Volatility of the Loss

End Level 3 Node: Volatility of the Loss

Start Level 3 Node: Volatility of Loss Rate: Preferential Risk Weight

Volatility of Loss Rate: Preferential Risk Weight

End Level 3 Node: Volatility of Loss Rate: Preferential Risk Weight

Start Level 3 Node: Adjustment of the Volatility and Maturity to the EAD

Adjustment of the Volatility and Maturity to the EAD

End Level 3 Node: Adjustment of the Volatility and Maturity to the EAD

Start Level 3 Node: Recovery Rate in Percentage

Recovery Rate in Percentage

End Level 3 Node: Recovery Rate in Percentage

Start Level 3 Node: Counter

End Level 3 Node: Counter

Start Level 3 Node: Repricing Balance Sheet

Repricing Balance Sheet

End Level 3 Node: Repricing Balance Sheet

Start Level 3 Node: Interest Income

Interest Income

End Level 3 Node: Interest Income

Start Level 3 Node: Interest Payments IC

Interest Payments IC

End Level 3 Node: Interest Payments IC

Start Level 3 Node: Interest Payments LC

Interest Payments LC

End Level 3 Node: Interest Payments LC

Start Level 3 Node: Commitment NPV

End Level 3 Node: Commitment NPV

Start Level 2 Node: Characteristics

Characteristics

End Level 2 Node: Characteristics

Start Level 3 Node: Reconciliation Date

Reconciliation Date

End Level 3 Node: Reconciliation Date

Start Level 3 Node: Reconciliation Object ID

Reconciliation Object ID

End Level 3 Node: Reconciliation Object ID

Start Level 3 Node: Reconciliation Key (Application)

Reconciliation Key (Application)

End Level 3 Node: Reconciliation Key (Application)

Start Level 3 Node: Reconciliation Key: Source System

Reconciliation Key: Source System

End Level 3 Node: Reconciliation Key: Source System

Start Level 3 Node: Reconciliation Key ID

Reconciliation Key ID

End Level 3 Node: Reconciliation Key ID

Start Level 3 Node: Aggregation Object ID

Aggregation Object ID

End Level 3 Node: Aggregation Object ID

Start Level 3 Node: Date of Analysis

Date of Analysis

End Level 3 Node: Date of Analysis

Start Level 3 Node: Approach

End Level 3 Node: Approach

Start Level 3 Node: Application Event EICC

Application Event EICC

End Level 3 Node: Application Event EICC

Start Level 3 Node: Archiving Date

End Level 3 Node: Archiving Date

Start Level 3 Node: Regulatory Risk Weights - Slotting Approach Category

Regulatory Risk Weights - Slotting Approach Category

End Level 3 Node: Regulatory Risk Weights - Slotting Approach Category

Start Level 3 Node: Category of Off-Balance-Sheet Securitization

Category of Off-Balance-Sheet Securitization

End Level 3 Node: Category of Off-Balance-Sheet Securitization

Start Level 3 Node: Debit/Credit Sign

Debit/Credit Sign

End Level 3 Node: Debit/Credit Sign

Start Level 3 Node: Report Category

Report Category

End Level 3 Node: Report Category

Start Level 3 Node: Equity Grouping

Equity Grouping

End Level 3 Node: Equity Grouping

Start Level 3 Node: Type of Equity

End Level 3 Node: Type of Equity

Start Level 3 Node: Business Date

End Level 3 Node: Business Date

Start Level 3 Node: Number of Financial Reporting Process

Number of Financial Reporting Process

End Level 3 Node: Number of Financial Reporting Process

Start Level 3 Node: Financial Reporting Currency

Financial Reporting Currency

End Level 3 Node: Financial Reporting Currency

Start Level 3 Node: Sector of the Business Partner

Sector of the Business Partner

End Level 3 Node: Sector of the Business Partner

Start Level 3 Node: Sector Category

Sector Category

End Level 3 Node: Sector Category

Start Level 3 Node: Posting Category

Posting Category

End Level 3 Node: Posting Category

Start Level 3 Node: Business Segment

Business Segment

End Level 3 Node: Business Segment

Start Level 3 Node: Business System (Source System)

Business System (Source System)

End Level 3 Node: Business System (Source System)

Start Level 3 Node: Securities Position Account

Securities Position Account

End Level 3 Node: Securities Position Account

Start Level 3 Node: Derivative Indicator

Derivative Indicator

End Level 3 Node: Derivative Indicator

Start Level 3 Node: Equity Category

Equity Category

End Level 3 Node: Equity Category

Start Level 3 Node: Result Type

End Level 3 Node: Result Type

Start Level 3 Node: Financial Statement Item

Financial Statement Item

End Level 3 Node: Financial Statement Item

Start Level 3 Node: Expected Loss Band

Expected Loss Band

End Level 3 Node: Expected Loss Band

Start Level 3 Node: External Product

External Product

End Level 3 Node: External Product

Start Level 3 Node: Indicator for Financial Transaction

Indicator for Financial Transaction

End Level 3 Node: Indicator for Financial Transaction

Start Level 3 Node: Financial Instrument ID

Financial Instrument ID

End Level 3 Node: Financial Instrument ID

Start Level 3 Node: Exposure Type

End Level 3 Node: Exposure Type

Start Level 3 Node: Asset Class for Guarantees

Asset Class for Guarantees

End Level 3 Node: Asset Class for Guarantees

Start Level 3 Node: Asset Class for Reporting

Asset Class for Reporting

End Level 3 Node: Asset Class for Reporting

Start Level 3 Node: Asset Class for the Standardized Approach

Asset Class for the Standardized Approach

End Level 3 Node: Asset Class for the Standardized Approach

Start Level 3 Node: Funding Role

End Level 3 Node: Funding Role

Start Level 3 Node: Guarantee ID

End Level 3 Node: Guarantee ID

Start Level 3 Node: Category of Guarantee/Credit Derivative

Category of Guarantee/Credit Derivative

End Level 3 Node: Category of Guarantee/Credit Derivative

Start Level 3 Node: ID of the Counter-Guarantee

ID of the Counter-Guarantee

End Level 3 Node: ID of the Counter-Guarantee

Start Level 3 Node: ID of the Portion of the Counter-Guarantee

ID of the Portion of the Counter-Guarantee

End Level 3 Node: ID of the Portion of the Counter-Guarantee

Start Level 3 Node: Business Area

End Level 3 Node: Business Area

Start Level 3 Node: Business Partner

Business Partner

End Level 3 Node: Business Partner

Start Level 3 Node: Business Strategy

Business Strategy

End Level 3 Node: Business Strategy

Start Level 3 Node: Trading Book/Banking Book

Trading Book/Banking Book

End Level 3 Node: Trading Book/Banking Book

Start Level 3 Node: Horizon Date

End Level 3 Node: Horizon Date

Start Level 3 Node: IAS Segment

End Level 3 Node: IAS Segment

Start Level 3 Node: Subcomponent ID

Subcomponent ID

End Level 3 Node: Subcomponent ID

Start Level 3 Node: Real Estate Type

Real Estate Type

End Level 3 Node: Real Estate Type

Start Level 3 Node: Range for Loss Given Default (LGD)

Range for Loss Given Default (LGD)

End Level 3 Node: Range for Loss Given Default (LGD)

Start Level 3 Node: Range for Number of Days in Arrears

Range for Number of Days in Arrears

End Level 3 Node: Range for Number of Days in Arrears

Start Level 3 Node: Interval for Default Probability

Interval for Default Probability

End Level 3 Node: Interval for Default Probability

Start Level 3 Node: Maturity Interval

Maturity Interval

End Level 3 Node: Maturity Interval

Start Level 3 Node: Calculation Subapproach

Calculation Subapproach

End Level 3 Node: Calculation Subapproach

Start Level 3 Node: No Valuation

End Level 3 Node: No Valuation

Start Level 3 Node: Indicator for Alternative Treatment for Settlement Risk .

Indicator for Alternative Treatment for Settlement Risk .

End Level 3 Node: Indicator for Alternative Treatment for Settlement Risk .

Start Level 3 Node: Indicator for Listed Transaction

Indicator for Listed Transaction

End Level 3 Node: Indicator for Listed Transaction

Start Level 3 Node: Indicator for Double Default

Indicator for Double Default

End Level 3 Node: Indicator for Double Default

Start Level 3 Node: Indicator for Equity Capital Deductions

Indicator for Equity Capital Deductions

End Level 3 Node: Indicator for Equity Capital Deductions

Start Level 3 Node: Indicator for First Year of Securitization

Indicator for First Year of Securitization

End Level 3 Node: Indicator for First Year of Securitization

Start Level 3 Node: Indicator for Long Settlement Transactions

Indicator for Long Settlement Transactions

End Level 3 Node: Indicator for Long Settlement Transactions

Start Level 3 Node: Indicator for Commercial Real Estate Loan

Indicator for Commercial Real Estate Loan

End Level 3 Node: Indicator for Commercial Real Estate Loan

Start Level 3 Node: Grandfathering Indicator

Grandfathering Indicator

End Level 3 Node: Grandfathering Indicator

Start Level 3 Node: Indicator for Inflows/Outflows (Acquisitions/Migrations)

Indicator for Inflows/Outflows (Acquisitions/Migrations)

End Level 3 Node: Indicator for Inflows/Outflows (Acquisitions/Migrations)

Start Level 3 Node: Indicator for Counterparty Credit Risk

Indicator for Counterparty Credit Risk

End Level 3 Node: Indicator for Counterparty Credit Risk

Start Level 3 Node: Netting Indicator

Netting Indicator

End Level 3 Node: Netting Indicator

Start Level 3 Node: Indicator for Cross-Product Netting

Indicator for Cross-Product Netting

End Level 3 Node: Indicator for Cross-Product Netting

Start Level 3 Node: Indicator for Revolving Exposure

Indicator for Revolving Exposure

End Level 3 Node: Indicator for Revolving Exposure

Start Level 3 Node: Indicator for Risk-Free Securitization

Indicator for Risk-Free Securitization

End Level 3 Node: Indicator for Risk-Free Securitization

Start Level 3 Node: Sender/Receiver Indicator

Sender/Receiver Indicator

End Level 3 Node: Sender/Receiver Indicator

Start Level 3 Node: Indicator for Transition Regulation

Indicator for Transition Regulation

End Level 3 Node: Indicator for Transition Regulation

Start Level 3 Node: Indicator: Securitized

Indicator: Securitized

End Level 3 Node: Indicator: Securitized

Start Level 3 Node: Indicator: Securitization has an Early Amortization Clause

Indicator: Securitization has an Early Amortization Clause

End Level 3 Node: Indicator: Securitization has an Early Amortization Clause

Start Level 3 Node: Indicator for Reduced Risk Weight

Indicator for Reduced Risk Weight

End Level 3 Node: Indicator for Reduced Risk Weight

Start Level 3 Node: Indicator for Drawing

Indicator for Drawing

End Level 3 Node: Indicator for Drawing

Start Level 3 Node: Key Rate Duration

Key Rate Duration

End Level 3 Node: Key Rate Duration

Start Level 3 Node: Conversion Factor Grade (CCF)

Conversion Factor Grade (CCF)

End Level 3 Node: Conversion Factor Grade (CCF)

Start Level 3 Node: Component Category

Component Category

End Level 3 Node: Component Category

Start Level 3 Node: Component Currency of Result

Component Currency of Result

End Level 3 Node: Component Currency of Result

Start Level 3 Node: Consolidation ID

Consolidation ID

End Level 3 Node: Consolidation ID

Start Level 3 Node: Account Number

End Level 3 Node: Account Number

Start Level 3 Node: Counterparty Category

Counterparty Category

End Level 3 Node: Counterparty Category

Start Level 3 Node: Credit Category

Credit Category

End Level 3 Node: Credit Category

Start Level 3 Node: Country (Sovereign of the Business Partner)

Country (Sovereign of the Business Partner)

End Level 3 Node: Country (Sovereign of the Business Partner)

Start Level 3 Node: Run Type in Financial Statement Items

Run Type in Financial Statement Items

End Level 3 Node: Run Type in Financial Statement Items

Start Level 3 Node: Maturity - Relevant for ALM

Maturity - Relevant for ALM

End Level 3 Node: Maturity - Relevant for ALM

Start Level 3 Node: Maturity Band

End Level 3 Node: Maturity Band

Start Level 3 Node: Maturity Band Container

Maturity Band Container

End Level 3 Node: Maturity Band Container

Start Level 3 Node: Maturity Band Container for Year

Maturity Band Container for Year

End Level 3 Node: Maturity Band Container for Year

Start Level 3 Node: Maturity Band Container for Month

Maturity Band Container for Month

End Level 3 Node: Maturity Band Container for Month

Start Level 3 Node: Maturity Band Container for Quarters

Maturity Band Container for Quarters

End Level 3 Node: Maturity Band Container for Quarters

Start Level 3 Node: Legal Entity

End Level 3 Node: Legal Entity

Start Level 3 Node: Master Rating Class

Master Rating Class

End Level 3 Node: Master Rating Class

Start Level 3 Node: ID of Model

End Level 3 Node: ID of Model

Start Level 3 Node: Object Numbers for Primary Objects

Object Numbers for Primary Objects

End Level 3 Node: Object Numbers for Primary Objects

Start Level 3 Node: Object Number for Reassignment (Periodic Costs)

Object Number for Reassignment (Periodic Costs)

End Level 3 Node: Object Number for Reassignment (Periodic Costs)

Start Level 3 Node: Object Type

End Level 3 Node: Object Type

Start Level 3 Node: Object Currency

Object Currency

End Level 3 Node: Object Currency

Start Level 3 Node: Object Currency

Object Currency

End Level 3 Node: Object Currency

Start Level 3 Node: Pair ID

End Level 3 Node: Pair ID

Start Level 3 Node: Partner Business Segment

Partner Business Segment

End Level 3 Node: Partner Business Segment

Start Level 3 Node: Partner Profit Center

Partner Profit Center

End Level 3 Node: Partner Profit Center

Start Level 3 Node: PD Interval of Obligor

PD Interval of Obligor

End Level 3 Node: PD Interval of Obligor

Start Level 3 Node: Planning Account

Planning Account

End Level 3 Node: Planning Account

Start Level 3 Node: Portfolio

End Level 3 Node: Portfolio

Start Level 3 Node: Portfolio ID

End Level 3 Node: Portfolio ID

Start Level 3 Node: Portfolio Set ID

Portfolio Set ID

End Level 3 Node: Portfolio Set ID

Start Level 3 Node: Item ID

End Level 3 Node: Item ID

Start Level 3 Node: Profit Center

End Level 3 Node: Profit Center

Start Level 3 Node: Product Class

End Level 3 Node: Product Class

Start Level 3 Node: Product Category

Product Category

End Level 3 Node: Product Category

Start Level 3 Node: Rating Agency 1

Rating Agency 1

End Level 3 Node: Rating Agency 1

Start Level 3 Node: Rating Agency 2

Rating Agency 2

End Level 3 Node: Rating Agency 2

Start Level 3 Node: Rating of the Counterparty (Obligor)

Rating of the Counterparty (Obligor)

End Level 3 Node: Rating of the Counterparty (Obligor)

Start Level 3 Node: Rating Class at the Start of Migration

Rating Class at the Start of Migration

End Level 3 Node: Rating Class at the Start of Migration

Start Level 3 Node: Rating Class at the End of Migration

Rating Class at the End of Migration

End Level 3 Node: Rating Class at the End of Migration

Start Level 3 Node: Accounting System

Accounting System

End Level 3 Node: Accounting System

Start Level 3 Node: Risk Type

End Level 3 Node: Risk Type

Start Level 3 Node: Risk Weight

End Level 3 Node: Risk Weight

Start Level 3 Node: Risk Weight Band

Risk Weight Band

End Level 3 Node: Risk Weight Band

Start Level 3 Node: Risk Weight of the Exposure

Risk Weight of the Exposure

End Level 3 Node: Risk Weight of the Exposure

Start Level 3 Node: Risk Class

End Level 3 Node: Risk Class

Start Level 3 Node: Risk Category

End Level 3 Node: Risk Category

Start Level 3 Node: Role of the Bank in the Securitization Transaction

Role of the Bank in the Securitization Transaction

End Level 3 Node: Role of the Bank in the Securitization Transaction

Start Level 3 Node: Balance Subobject Type

Balance Subobject Type

End Level 3 Node: Balance Subobject Type

Start Level 3 Node: Segment ID

End Level 3 Node: Segment ID

Start Level 3 Node: Key Figure Semantic

Key Figure Semantic

End Level 3 Node: Key Figure Semantic

Start Level 3 Node: Collateral ID

End Level 3 Node: Collateral ID

Start Level 3 Node: Collateral Category

Collateral Category

End Level 3 Node: Collateral Category

Start Level 3 Node: Hedge Strategy

End Level 3 Node: Hedge Strategy

Start Level 3 Node: Category of Specialized Lending

Category of Specialized Lending

End Level 3 Node: Category of Specialized Lending

Start Level 3 Node: Status

End Level 3 Node: Status

Start Level 3 Node: Status - Relevant for ALM

Status - Relevant for ALM

End Level 3 Node: Status - Relevant for ALM

Start Level 3 Node: Result Key Date

Result Key Date

End Level 3 Node: Result Key Date

Start Level 3 Node: System-Specific Object ID

System-Specific Object ID

End Level 3 Node: System-Specific Object ID

Start Level 3 Node: Scenario

End Level 3 Node: Scenario

Start Level 3 Node: Subportfolio Class

Subportfolio Class

End Level 3 Node: Subportfolio Class

Start Level 3 Node: UOID of the Asset

UOID of the Asset

End Level 3 Node: UOID of the Asset

Start Level 3 Node: UOID of Financial Transaction/Position

UOID of Financial Transaction/Position

End Level 3 Node: UOID of Financial Transaction/Position

Start Level 3 Node: Portion UOID of Guarantee

Portion UOID of Guarantee

End Level 3 Node: Portion UOID of Guarantee

Start Level 3 Node: UOID of the Guarantee Portion

UOID of the Guarantee Portion

End Level 3 Node: UOID of the Guarantee Portion

Start Level 3 Node: UOID of Counter-Guarantee

UOID of Counter-Guarantee

End Level 3 Node: UOID of Counter-Guarantee

Start Level 3 Node: UOID of the Portion of the Counter-Guarantee

UOID of the Portion of the Counter-Guarantee

End Level 3 Node: UOID of the Portion of the Counter-Guarantee

Start Level 3 Node: UOID of collateral

UOID of collateral

End Level 3 Node: UOID of collateral

Start Level 3 Node: UOID of a Collateral Portion

UOID of a Collateral Portion

End Level 3 Node: UOID of a Collateral Portion

Start Level 3 Node: Securitization Category

Securitization Category

End Level 3 Node: Securitization Category

Start Level 3 Node: Currency

End Level 3 Node: Currency

Start Level 3 Node: Value Type

End Level 3 Node: Value Type

Start Level 3 Node: Default on Payment

Default on Payment

End Level 3 Node: Default on Payment

Start Level 3 Node: Delinquency

End Level 3 Node: Delinquency

Start Level 3 Node: Time Unit

End Level 3 Node: Time Unit

Start Level 3 Node: Time stamp showing when the data source was accessed

Time stamp showing when the data source was accessed

End Level 3 Node: Time stamp showing when the data source was accessed

Start Level 3 Node: Yield Curve

End Level 3 Node: Yield Curve

Start Level 3 Node: Examples of Custom Characteristics

Examples of Custom Characteristics

End Level 3 Node: Examples of Custom Characteristics

Start Level 4 Node: Holding Category

Holding Category

End Level 4 Node: Holding Category

Start Level 4 Node: Segment

End Level 4 Node: Segment