XML 102 R92.htm IDEA: XBRL DOCUMENT v3.22.2
Fair value of assets and liabilities - Valuation techniques and range of unobservable inputs (Details)
€ in Millions
6 Months Ended 12 Months Ended
Jun. 30, 2022
EUR (€)
Decimal
Dec. 31, 2021
EUR (€)
Jul. 14, 2022
EUR (€)
Dec. 31, 2020
EUR (€)
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss € 138,628 € 101,956    
Assets, at fair value through other comprehensive income 30,745 30,635    
Liabilities, at fair value through profit or loss 107,982 71,041    
Debt Securities [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 12,357 11,976    
Assets, at fair value through other comprehensive income 27,876 27,340    
Level 3 [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 5,856 5,165    
Assets, at fair value through other comprehensive income 1,047 1,063    
Assets 6,903 6,228   € 4,101
Liabilities, at fair value through profit or loss 545 330    
Financial liabilities at fair value 545 330   € 398
Level 3 [member] | Loans and advances [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 1,826 1,598    
Level 3 [member] | Reverse (Repos) [Member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 239 650    
Level 3 [member] | Structured notes [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Liabilities, at fair value through profit or loss 121 135    
Level 3 [member] | Derivatives at rates [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 286 5    
Liabilities, at fair value through profit or loss 229 35    
Level 3 [member] | Derivatives at foreign exchange [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 98 27    
Liabilities, at fair value through profit or loss 95 30    
Level 3 [member] | Derivatives at credit [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 4 75    
Liabilities, at fair value through profit or loss 108 94    
Level 3 [member] | Derivatives at equity [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss   30    
Liabilities, at fair value through profit or loss (17) 27    
Level 3 [member] | Other derivatives [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 1 3    
Liabilities, at fair value through profit or loss   9    
Level 3 [member] | Loan and advances at fair value through other comprehensive income [Member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through other comprehensive income 805 838    
Level 3 [member] | Equity, at fair value through other comprehensive income [Member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through other comprehensive income 242 225    
Level 3 [member] | Debt Securities [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss 3,282 2,643 € 8  
Level 3 [member] | Equity securities [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Assets, at fair value through profit or loss € 120 € 134    
Level 3 [member] | Minimum [member] | Price (%) [member] | Loans and advances [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.01% 0.00%    
Level 3 [member] | Minimum [member] | Price (%) [member] | Structured notes [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.83% 0.84%    
Level 3 [member] | Minimum [member] | Price (%) [member] | Derivatives at credit [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 0.00%    
Level 3 [member] | Minimum [member] | Price (%) [member] | Loan and advances at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.83% 0.99%    
Level 3 [member] | Minimum [member] | Price (%) [member] | Equity, at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.22% 0.01%    
Level 3 [member] | Minimum [member] | Credit spread (CS01) [member] | Loans and advances [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.0001 0    
Level 3 [member] | Minimum [member] | Credit spread (CS01) [member] | Structured notes [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.0094      
Level 3 [member] | Minimum [member] | Credit spread (CS01) [member] | Derivatives at credit [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, basis point spread 0.0006 0.0001    
Level 3 [member] | Minimum [member] | Credit spread (CS01) [member] | Equity, at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.00069 0.0002    
Level 3 [member] | Minimum [member] | Interest Rate [Member] | Reverse (Repos) [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 0.00%    
Level 3 [member] | Minimum [member] | Interest Rate [Member] | Equity, at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.03% 0.03%    
Level 3 [member] | Minimum [member] | Equity volatility (%) [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.15% 0.13%    
Level 3 [member] | Minimum [member] | Equity volatility (%) [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.16% 0.11%    
Level 3 [member] | Minimum [member] | Equity/FX correlation [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation (0.6) 0    
Level 3 [member] | Minimum [member] | Equity/FX correlation [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation (0.7) (0.7)    
Level 3 [member] | Minimum [member] | Dividend yield (%) [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 0.03%    
Level 3 [member] | Minimum [member] | Dividend yield (%) [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 0.00%    
Level 3 [member] | Minimum [member] | Interest rate volatility (%) [member] | Derivatives at rates [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, basis point spread 0.0051 0.0043    
Level 3 [member] | Minimum [member] | Reset spread (%) [member] | Derivatives at rates [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.02% 0.02%    
Level 3 [member] | Minimum [member] | Prepayment rate (%) [member] | Derivatives at rates [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.05%      
Level 3 [member] | Minimum [member] | Prepayment rate (%) [member] | Loan and advances at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.06% 0.09%    
Level 3 [member] | Minimum [member] | Implied volatility (%) [member] | Derivatives at foreign exchange [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.01% 0.01%    
Level 3 [member] | Minimum [member] | Equity/equity correlation [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 0.6      
Level 3 [member] | Minimum [member] | Equity/equity correlation [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 0.5 0.5    
Level 3 [member] | Minimum [member] | Commodity volatility [member] | Other derivatives [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.16% 0.20%    
Level 3 [member] | Minimum [member] | Other [member] | Equity, at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, other 70 63    
Level 3 [member] | Minimum [member] | Debt Securities [member] | Price (%) [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 0.00%    
Level 3 [member] | Minimum [member] | Equity securities [member] | Price, Non-Percent [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, price 0 0    
Level 3 [member] | Maximum [member] | Price (%) [member] | Loans and advances [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.00% 1.00%    
Level 3 [member] | Maximum [member] | Price (%) [member] | Structured notes [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.10% 1.25%    
Level 3 [member] | Maximum [member] | Price (%) [member] | Derivatives at credit [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.00% 1.00%    
Level 3 [member] | Maximum [member] | Price (%) [member] | Loan and advances at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.99% 1.00%    
Level 3 [member] | Maximum [member] | Price (%) [member] | Equity, at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.22% 0.01%    
Level 3 [member] | Maximum [member] | Credit spread (CS01) [member] | Loans and advances [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.0240 0.0250    
Level 3 [member] | Maximum [member] | Credit spread (CS01) [member] | Structured notes [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.0094      
Level 3 [member] | Maximum [member] | Credit spread (CS01) [member] | Derivatives at credit [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, basis point spread 0.0885 0.0359    
Level 3 [member] | Maximum [member] | Credit spread (CS01) [member] | Equity, at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, credit spread 0.00069 0.0002    
Level 3 [member] | Maximum [member] | Interest Rate [Member] | Reverse (Repos) [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.03% 0.01%    
Level 3 [member] | Maximum [member] | Interest Rate [Member] | Equity, at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.03% 0.03%    
Level 3 [member] | Maximum [member] | Equity volatility (%) [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.33% 0.30%    
Level 3 [member] | Maximum [member] | Equity volatility (%) [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.15% 1.19%    
Level 3 [member] | Maximum [member] | Equity/FX correlation [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 0.6 0    
Level 3 [member] | Maximum [member] | Equity/FX correlation [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 0.1 0.1    
Level 3 [member] | Maximum [member] | Dividend yield (%) [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.06% 0.04%    
Level 3 [member] | Maximum [member] | Dividend yield (%) [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.50% 0.18%    
Level 3 [member] | Maximum [member] | Interest rate volatility (%) [member] | Derivatives at rates [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, basis point spread 0.0144 0.0082    
Level 3 [member] | Maximum [member] | Reset spread (%) [member] | Derivatives at rates [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.02% 0.02%    
Level 3 [member] | Maximum [member] | Prepayment rate (%) [member] | Derivatives at rates [member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.12%      
Level 3 [member] | Maximum [member] | Prepayment rate (%) [member] | Loan and advances at fair value through other comprehensive income [Member] | Present value techniques [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.06% 0.09%    
Level 3 [member] | Maximum [member] | Implied volatility (%) [member] | Derivatives at foreign exchange [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.32% 0.16%    
Level 3 [member] | Maximum [member] | Equity/equity correlation [member] | Structured notes [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 1.0      
Level 3 [member] | Maximum [member] | Equity/equity correlation [member] | Derivatives at equity [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs,correlation 1.0 0.8    
Level 3 [member] | Maximum [member] | Commodity volatility [member] | Other derivatives [member] | Option pricing model [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 0.48% 0.89%    
Level 3 [member] | Maximum [member] | Other [member] | Equity, at fair value through other comprehensive income [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, other 90 80    
Level 3 [member] | Maximum [member] | Debt Securities [member] | Price (%) [member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, percentage 1.22% 1.21%    
Level 3 [member] | Maximum [member] | Equity securities [member] | Price, Non-Percent [Member] | Price based [member]        
Disclosure of significant unobservable inputs used in fair value measurement of assets [line items]        
Significant unobservable inputs, price 5,475 5,475