Index
Constraints
DPM Mapeba_tC_47.00 - C 47.00 (LRCalc)
| C 47.00 | ||
| Amount / Ratio | ||
| 010 | ||
| Exposure Values | 009 | |
| SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR | 010 | |
| SFTs: Add-on for counterparty credit risk | 020 | |
| Derogation for SFTs: Add-on in accordance with Article 429b (4) and 222 of the CRR | 030 | |
| Counterparty credit risk of SFT agent transactions in accordance with Article 429b (6) of the CRR | 040 | |
| (-) Exempted CCP leg of client-cleared SFT exposures | 050 | |
| Derivatives: Current replacement cost | 060 | |
| (-) Eligible cash variation margin received offset against derivatives market value | 070 | |
| (-) Exempted CCP leg of client-cleared trade exposures (replacement costs) | 080 | |
| Derivatives: Add-on under the mark-to-market method | 090 | |
| (-) Exempted CCP leg of client-cleared trade exposures (potential future exposure) | 100 | |
| Derogation for derivatives: original exposure method | 110 | |
| (-) Exempted CCP leg of client-cleared trade exposures (original exposure method) | 120 | |
| Capped notional amount of written credit derivatives | 130 | |
| (-) Eligible purchased credit derivatives offset against written credit derivatives | 140 | |
| Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR | 150 | |
| Off-balance sheet items with a 20% CCF in accordance with Article 429 (10) of the CRR | 160 | |
| Off-balance sheet items with a 50% CCF in accordance with Article 429 (10) of the CRR | 170 | |
| Off-balance sheet items with a 100% CCF in accordance with Article 429 (10) of the CRR | 180 | |
| Other assets | 190 | |
| Gross up for derivatives collateral provided | 200 | |
| (-) Receivables for cash variation margin provided in derivatives transactions | 210 | |
| (-) Exempted CCP leg of client-cleared trade exposures (initial margin) | 220 | |
| Adjustments for SFT sales accounting transactions | 230 | |
| (-) Fiduciary assets | 240 | |
| (-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR | 250 | |
| (-) Exposures exempted in accordance with Article 429 (14) of the CRR | 260 | |
| (-) Asset amount deducted - Tier 1 - fully phased-in definition | 270 | |
| (-) Asset amount deducted - Tier 1 - transitional definition | 280 | |
| Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital | 290 | |
| Total Leverage Ratio exposure - using a transitional definition of Tier 1 capital | 300 | |
| Capital | 309 | |
| Tier 1 capital - fully phased-in definition | 310 | |
| Tier 1 capital - transitional definition | 320 | |
| Leverage Ratio | 329 | |
| Leverage Ratio - using a fully phased-in definition of Tier 1 capital | 330 | |
| Leverage Ratio - using a transitional definition of Tier 1 capital | 340 | |