boe_tLV41.00.00.01 - LV41.00.00.01 (LR2) On- and off-balance sheet items – additional breakdown of exposures

LV41.00.00.01
On- and off- balance sheet exposures (SA exposures)On- and off- balance sheet exposures (IRB exposures)Nominal value
001000200030
Total on- and off-balance sheet exposures belonging to the non-trading book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):0010
= 0%0020
> 0 and ≤ 12%0030
> 12 and ≤ 20%0040
> 20 and ≤ 50%0050
> 50 and ≤ 75%0060
> 75 and ≤ 100%0070
> 100 and ≤ 425%0080
> 425 and ≤ 1250%0090
Exposures in default0100
Low risk off-balance sheet items and off-balance sheet items attracting a 0% conversion factor under the solvency ratio (memo item)0110