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C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x4	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x24	z
eba_dim:EXC	eba_EC:x16	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x6	z
eba_dim:EXC	eba_EC:x35	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x3	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x67	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x51	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x2	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x9	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x8	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x23	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

C 08.02

Internal rating scale - PD assigned to the obligor grade or pool

Original exposure conversion factors

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

Exposure after CRM substitution effects pre conversion factors

Exposure value

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

Subject to double default treatment

Exposure weighted average lgd (%)

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

Exposure-weighted average maturity value (days)

Risk weighted exposure amount pre supporting factor

(-) Adjustment to risk-weighted exposure amount due to SME supporting factor

(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor

Risk weighted exposure amount after supporting factor

Memorandum items:

Of which: large financial sector entities and unregulated financial entities

Unfunded credit protection

(-) Other funded credit protection

Substitution of the exposure due to CRM

Of which: off balance sheet items

Of which: arising from counterparty credit risk

Of which: large financial sector entities and unregulated financial entities

Own estimates of lgd's are used:

Funded credit protection

Unfunded credit protection

Of which: large financial sector entities and unregulated financial entities

Expected loss amount

(-) value adjustments and provisions

Number of obligors

Pre-credit derivatives risk weighted exposure amount

(-) Guarantees

(-) Credit derivatives

(-) Total outflows

Total inflows (+)

Guarantees

Credit derivatives

Own estimates of lgd's are used:

Eligible financial collateral

Other eligible collateral

Cash on deposit

Life insurance policies

Instruments held by a third party

Real estate

Other physical collateral

Receivables

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0171

0172

0173

0180

0190

0200

0210

0220

0230

0240

0250

0255

0256

0257

0260

0270

0280

0290

0300

0310

eba_dim:OGR

Obligor Grade

0005

concept	eba_met:pi187	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi180	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi96	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x22	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi94	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x3	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi97	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x38	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi89	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi87	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x10	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi116	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x246	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x309	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi119	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x21	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x2	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x42	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x43	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x24	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x45	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x12	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x31	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x30	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x32	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi42	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:CRM	eba_CP:x5	x
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:pi128	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii163	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi795	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi485	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi486	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi793	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi310	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x9	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPY	eba_CT:x14	x
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi115	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi211	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:ii177	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z

concept	eba_met:mi488	x
eba_dim:APR	eba_AP:x66	z
eba_dim:BAS	eba_BA:x17	x
eba_dim:CPS	eba_CT:x22	z
eba_dim:CPZ	eba_CT:x11	z
eba_dim:EXC	eba_EC:x7	z
eba_dim:MCY	eba_MC:x195	x
eba_dim:MRW	eba_AP:x15	z
eba_dim:OGR	*	y
eba_dim:PRP	eba_PL:x10	z
eba_dim:TRI	eba_TR:x4	z