eba_tC_08.06 - C 08.06

C 08.06
Original exposure pre conversion factorsExposure after CRM substitution effects pre conversion factorsExposure valueRisk weightMemorandum items:
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit riskRisk weighted exposure amount after supporting factorsExpected loss amount(-) Value adjustments and provisions
001000200030004000500060008000900100
Category 10009
Less than 2.5 years0010
Equal to or more than 2.5 years0020
Category 20029
Less than 2.5 years0030
Equal to or more than 2.5 years0040
Category 30049
Less than 2.5 years0050
Equal to or more than 2.5 years0060
Category 40069
Less than 2.5 years0070
Equal to or more than 2.5 years0080
Category 50089
Less than 2.5 years0090
Equal to or more than 2.5 years0100
Total0109
Less than 2.5 years0110
Equal to or more than 2.5 years0120