Index
Constraints
DPM Mapeba_tC_10.01 - C 10.01 (CR EQU IRB 1)
| C 10.01 | ||||||||||
| Internal rating system | Original exposure pre conversion factors | Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure | Exposure value | Exposure weighted average LGD (%) | Risk weighted exposure amount | Memorandum item: Expected loss amount | ||||
| PD assigned to the obligor grade or pool (%) | Unfunded credit protection | (-) Substitution of the exposure due to CRM (-) Total outflows | ||||||||
| (-) Guarantees | (-) Credit derivatives | |||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | ||
| Total IRB Equity Exposures | 010 | |||||||||
| PD/LGD approach: Total | 020 | |||||||||
| Simple risk weight approach: Total | 050 | |||||||||
| Breakdown of total exposures under the simple risk weight Approach by risk weights: | 060 | |||||||||
| 190% | 070 | |||||||||
| 290% | 080 | |||||||||
| 370% | 090 | |||||||||
| Internal models approach | 100 | |||||||||
| Equity exposures subject to risk weights | 110 | |||||||||