Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_34.02 - C 34.02

C 34.02
Number of counterpartiesNumber of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeVariation margin (VM), receivedVariation margin (VM), postedNet independent collateral amount (NICA), receivedNet independent collateral amount (NICA), postedReplacement cost (RC)Potential future exposure (PFE)Current exposureEEPEAlpha used for computing regulatory exposure valueExposure value pre-CRMExposure value post-CRMExposure valueRisk weighted exposure amounts
Positions treated with the CR standardised approachPositions treated with the CR IRB approachPositions treated with the CR standardised approachPositions treated with the CR IRB approach
0010002000300040005000600070008000900100011001200130014001500160017001800190020002100220
Original exposure method (for derivatives)0010
Simplified SA-CCR (for derivatives)0020
SA-CCR (for derivatives)0030
IMM (for derivatives and SFTS)0040
Securities financing transactions netting sets0050
Derivatives and long settlement transactions netting sets0060
From contractual cross-product netting sets0070
Financial collateral simple method (for SFTS)0080
Financial collateral comprehensive method (for SFTS)0090
VAR for SFTS0100
Total0110
Of which: SWWR positions0120
Margined business0130
Unmargined business0140
C 34.02
Number of counterpartiesNumber of transactionsNotional amountsCurrent market value (CMV), positiveCurrent market value (CMV), negativeVariation margin (VM), receivedVariation margin (VM), postedNet independent collateral amount (NICA), receivedNet independent collateral amount (NICA), postedReplacement cost (RC)Potential future exposure (PFE)Current exposureEEPEAlpha used for computing regulatory exposure valueExposure value pre-CRMExposure value post-CRMExposure valueRisk weighted exposure amounts
Positions treated with the CR standardised approachPositions treated with the CR IRB approachPositions treated with the CR standardised approachPositions treated with the CR IRB approach
0010002000300040005000600070008000900100011001200130014001500160017001800190020002100220
Original exposure method (for derivatives)0010
Simplified SA-CCR (for derivatives)0020
SA-CCR (for derivatives)0030
IMM (for derivatives and SFTS)0040
Securities financing transactions netting sets0050
Derivatives and long settlement transactions netting sets0060
From contractual cross-product netting sets0070
Financial collateral simple method (for SFTS)0080
Financial collateral comprehensive method (for SFTS)0090
VAR for SFTS0100
Total0110
Of which: SWWR positions0120
Margined business0130
Unmargined business0140

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC