label_boi_t833-1 - 833-1 - Quarterly Report on Banking Corporation Exposure to Foreign Financial Institutions

Institution nameCountry of incorporationInstitution typeGroup of exposureLatest rating membership in exposure groupNegative indicationsBalance-sheet credit risk 1Off-balance-sheet credit riskDebtCredit by term to paybackFurther details
Long-termRating outlookShort-termDowngrade of financial institution's rating after last reporting dateSpread reflected in 5Y CDS credit derivativesSpread over LIBOR at which bonds issued by financial institution are tradingFinancial institution's ratio of market capitalization to equityRecently reported losses, in annual terms, exceeding 10% of financial institution's equityCreditInvestment in securitiesBalance-sheet exposure to derivativesTotal balance-sheet exposureOf which:Balance of credit loss provision on individual basisTotal balance-sheet credit risk after subtraction of balance of credit loss provision on individual basisBalance of credit loss provision on group basisGuaranteesUndertakings to issue creditOff-balance-sheet exposure to derivativesOther off-balance-sheet exposureTotal off-balance-sheet exposureOf which:Balance of credit loss provision on individual basis attributed to off-balance-sheet credit riskTotal off-balance-sheet credit risk after subtraction of balance of provision on individual basis (33=28-32)Balance of credit loss provision on group basisTotal balance-sheet and off-balance-sheet credit risk after subtraction of balance of provision on individual basis (35=22+33)Total subtractions allowable under Directive 313Total debt, net (37=35-36)Up to 1 month.1-3 months3 months -1Y>1YNet value of credit derivatives guaranteed by banking corporationFair value of securities investments
under special watchInferiorImpairedunder special watchInferiorImpairedSharesSubordinated capital instrumentsOther debt instruments
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