Index
Constraints
DPM Maplabel_boi_t838-10 - 838-10 Credit risk - securitization (NIS ,000)
| Total securitization exposures before credit loss provision | Total securitization exposures after credit loss provision | Synthetic securitization Protection of credit against securitization exposures (-) | Credit risk mitigation (CRM) | Exposure size after credit risk mitigation (before conversion into credit) | Exposure size after conversion into credit | Risk-weighted assets (RWA) | ||||
| Simple approach: collateral, guarantees, and credit derivatives | Comprehensive approach | |||||||||
| Sums subtracted (-) | Sums added (+) | Sum subtracted incl. exposure volatility adjustment (-) | ||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | ||
| Total of all exposures | 1 | |||||||||
| Investments of banking corporation | ||||||||||
| Balance sheet exposure | ||||||||||
| Most senior | 2 | |||||||||
| Medium | 3 | |||||||||
| First loss | 4 | |||||||||
| Total | 5 | |||||||||
| Off balance sheet exposure | 6 | |||||||||
| Total | 7 | |||||||||
| B. With funding from banking corporation | ||||||||||
| Balance sheet exposure | 8 | |||||||||
| Off balance sheet and derivative exposure | 9 | |||||||||
| Total | 10 | |||||||||
| C. At initiative of banking corporation | ||||||||||
| Balance sheet exposure | ||||||||||
| Most senior | 11 | |||||||||
| Medium | 12 | |||||||||
| First loss | 13 | |||||||||
| Total | 14 | |||||||||
| Off balance sheet exposure | 15 | |||||||||
| Early payback | 16 | |||||||||
| Total | 17 | |||||||||
| D. Breakdown of exposures by risk weights | ||||||||||
| Securitization exposures | ||||||||||
| 20% | 18 | |||||||||
| 50% | 19 | |||||||||
| 100% | 20 | |||||||||
| 350% | 21 | |||||||||
| 1250% | 22 | |||||||||
| Risk weighted assets calculated by bank | 23 | |||||||||
| Re-securitization exposures | ||||||||||
| 40% | 24 | |||||||||
| 100% | 25 | |||||||||
| 225% | 26 | |||||||||
| 650% | 27 | |||||||||
| 1250% | 28 | |||||||||
| Risk weighted assets calculated by bank | 29 | |||||||||