Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_34.03 - C 34.03

C 34.03
CurrencySecond currency in pairNumber of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeAdd-on
0010002000300040005000600070
Total0010
Of which: mapped to 2 risk categories0020
Of which: mapped to 3 risk categories0030
Of which: mapped to more than 3 risk categories0040
Interest rate risk0050
Of which: mapped exclusively to interest rate risk category0060
Of which: largest currency0070
Of which: 2nd largest currency0080
Of which: 3rd largest currency0090
Of which: 4th largest currency0100
Of which: 5th largest currency0110
Foreign exchange risk0120
Of which: mapped exclusively to foreign exchange risk category0130
Of which: largest currency pair0140
Of which: 2nd largest currency pair0150
Of which: 3rd largest currency pair0160
Of which: 4th largest currency pair0170
Of which: 5th largest currency pair0180
Credit risk0190
Of which: mapped exclusively to credit risk category0200
Single-name transactions0210
Multi-names transactions0220
Equity risk0230
Of which: mapped exclusively to equity risk category0240
Single-name transactions0250
Multi-names transactions0260
Commodity risk0270
Of which: mapped exclusively to commodity risk category0280
Energy0290
Metals0300
Agricultural goods0310
Climatic conditions0320
Other commodities0330
Other risks0340
C 34.03
CurrencySecond currency in pairNumber of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeAdd-on
0010002000300040005000600070
Total0010
Of which: mapped to 2 risk categories0020
Of which: mapped to 3 risk categories0030
Of which: mapped to more than 3 risk categories0040
Interest rate risk0050
Of which: mapped exclusively to interest rate risk category0060
Of which: largest currency0070
Of which: 2nd largest currency0080
Of which: 3rd largest currency0090
Of which: 4th largest currency0100
Of which: 5th largest currency0110
Foreign exchange risk0120
Of which: mapped exclusively to foreign exchange risk category0130
Of which: largest currency pair0140
Of which: 2nd largest currency pair0150
Of which: 3rd largest currency pair0160
Of which: 4th largest currency pair0170
Of which: 5th largest currency pair0180
Credit risk0190
Of which: mapped exclusively to credit risk category0200
Single-name transactions0210
Multi-names transactions0220
Equity risk0230
Of which: mapped exclusively to equity risk category0240
Single-name transactions0250
Multi-names transactions0260
Commodity risk0270
Of which: mapped exclusively to commodity risk category0280
Energy0290
Metals0300
Agricultural goods0310
Climatic conditions0320
Other commodities0330
Other risks0340

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