Index IndexConstraints ConstraintsDPM Map DPM Map

boemd_tIMR.02.02.01.01 - Internal model counterparty risk (RFF)

IMR.02.02.01.01
Name of single name exposureCode and type of code of single name exposureLoss Given DefaultProbability of DefaultCapital Requirement
C0010C0020C0030C0040C0050
Type 1 exposuresR0009
Single name exposure 1R0010
Single name exposure 2R0020
Single name exposure 3R0030
Single name exposure 4R0040
Single name exposure 5R0050
Single name exposure 6R0060
Single name exposure 7R0070
Single name exposure 8R0080
Single name exposure 9R0090
Single name exposure 10R0100
Other single name exposuresR0110
Type 2 exposuresR0119
Receivables from intermediaries due for more than 3 monthsR0120
All type 2 receivables other than receivables from intermediaries due for more than 3 monthsR0130
Diversification between counterpartiesR0140
Total capital requirement for counterparty default riskR0150

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