| C 101.00 | |||||||||||||||||
| Default status | Exposure class | Date of most recent rating of counterparty | PD | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | Hyp LGD senior unsecured without negative pledge | Hyp LGD senior unsecured with negative pledge | LGD | Maturity | RWA | ||||
| 070 | 020 | 050 | 060 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | ||||
| eba_dim:INC | eba_dim:OGR | ||||||||||||||||
| Rating | 040 | ||||||||||||||||
| Exposure Code | 010 | ||||||||||||||||