Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_34.05 - C 34.05

C 34.05
MarginedUnmargined
Number of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeCurrent exposureEEPEStressed EEPEExposure valueNumber of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeCurrent exposureEEPEStressed EEPEExposure valueExposure value
00100020003000400050006000700080009001000110012001300140015001600170
Total0010
Of which: SWWR positions0020
Netting sets treated with the CR standardised approach0030
Netting sets treated with the CR IRB approach0040
OTC derivatives0049
Interest rate0050
Foreign exchange0060
Credit0070
Equity0080
Commodity0090
Other0100
Total0110
Exchange traded derivatives0119
Interest rate0120
Foreign exchange0130
Credit0140
Equity0150
Commodity0160
Other0170
Total0180
Securities financing transactions0189
Bond underlying0190
Equity underlying0200
Other underlying0210
Total0220
Contractual cross-product netting sets0230

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