Index
Constraints
DPM Mapeba_tC_40.00.a - C 40.00.a (LR1)
| C 40.00.a | |||||||
| Accounting balance sheet value | Accounting value assuming no netting or other CRM | Add-on for SFT | Capped notional amount | Capped notional amount (same reference name) | Leverage ratio exposure amount | ||
| 0010 | 0020 | 0040 | 0075 | 0085 | 0130 | ||
| Derivatives | 0010 | ||||||
| Credit derivatives (protection sold) | 0020 | ||||||
| Credit derivatives (protection sold), which are subject to a close out clause | 0030 | ||||||
| Credit derivatives (protection sold), which are not subject to a close out clause | 0040 | ||||||
| Credit derivatives (protection bought) | 0050 | ||||||
| Financial derivatives | 0060 | ||||||
| Security Financing Transactions | 0071 | ||||||
| Other Assets | 0090 | ||||||
| Cash collateral received in derivatives transactions | 0210 | ||||||
| Receivables for cash collateral posted in derivatives transactions | 0220 | ||||||
| Securities received in a SFT that are recognised as an asset | 0230 | ||||||
| SFT cash conduit lending (cash receivables) | 0240 | ||||||
| Public sector investments - Claims on central governments | 0270 | ||||||
| Public sector investments - Claims on regional governments | 0280 | ||||||
| Public sector investments - Claims on local authorities | 0290 | ||||||
| Public sector investments - Claims on public sector entities | 0300 | ||||||
| Promotional loans - Claims on central governments | 0310 | ||||||
| Promotional loans - Claims on regional governments | 0320 | ||||||
| Promotional loans - Claims on local authorities | 0330 | ||||||
| Promotional loans - Claims on public sector entities | 0340 | ||||||
| Promotional loans - Claims on non-financial corporations | 0350 | ||||||
| Promotional loans - Claims on households | 0360 | ||||||
| Promotional loans - Passing-through | 0370 | ||||||
| Central bank exposures | 0380 | ||||||
| Central bank exposures value used for the calculation of the adjusted leverage ratio requirement referred to in Article 429a(7) CRR - Leverage ratio exposure amount | 0390 | ||||||
| Leverage ratio exposure measure used for the calculation of the adjusted leverage ratio requirement referred to in Article 429a(7) CRR - Leverage ratio exposure amount | 0400 | ||||||
| Total assets | 0410 | ||||||