Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_19.00 - C 19.00 (MKR SA SEC)

C 19.00
All positions(-) POSITIONS DEDUCTED FROM OWN FUNDSNet positionsBREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTSBREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTSOVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONSBEFORE CAPAFTER CAPOWN FUNDS REQUIREMENTS
LongShort(-) Long(-) ShortLongShortRISK WEIGHTS < 1250%1250%SUPERVISORY FORMULA METHODLOOK-THROUGHINTERNAL ASSESMENT APPROACHRISK WEIGHTS < 1250%1250%SUPERVISORY FORMULA METHODLOOK-THROUGHINTERNAL ASSESMENT APPROACHWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONSWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONSSUM OF WEIGHTED NET LONG AND SHORT POSITIONSWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONSSUM OF WEIGHTED NET LONG AND SHORT POSITIONS
7 - 10%12 - 18%20 - 35%40 - 75%100%150%200%225%250%300%350%425%500%650%750%850%RATEDUNRATEDAVERAGE RISK WEIGHT (%)AVERAGE RISK WEIGHT (%)7 - 10%12 - 18%20 - 35%40 - 75%100%150%200%225%250%300%350%425%500%650%750%850%RATEDUNRATEDAVERAGE RISK WEIGHT (%)AVERAGE RISK WEIGHT (%)
010020030040050060070080090100110120130140150160170180190200210220230240250260270280290300310320330340350360370380390400410420430440450460470480490500510520530540550560570580590600610
TOTAL EXPOSURES010
Of which: RE-SECURITISATIONS020
ORIGINATOR: TOTAL EXPOSURES030
SECURITISATIONS040
RE-SECURITISATIONS050
INVESTOR: TOTAL EXPOSURES060
SECURITISATIONS070
RE-SECURITISATIONS080
SPONSOR: TOTAL EXPOSURES090
SECURITISATIONS100
RE-SECURITISATIONS110
BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES119
1. Residential mortgages120
2. Commercial mortgages130
3. Credit card receivables140
4. Leasing150
5. Loans to corporates or SMEs160
6. Consumer loans170
7. Trade receivables180
8. Other assets190
9. Covered Bonds200
10. Other liabilities210

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