Index
Constraints
DPM Mapeba_tC_07.00.c - C 07.00.c (CR SA)
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||
| C 07.00.c | |||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre SME-supporting factor | Risk weighted exposure amount after SME-supporting factor | |||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (Cvam) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | ||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | |||||||||||||||||||
| 010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
| Memorandum items | 285 | ||||||||||||||||||||||||
| Exposures secured by mortgages on commercial immovable property | 290 | ||||||||||||||||||||||||
| Exposures secured by mortgages on residential property | 310 | ||||||||||||||||||||||||