Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_08.01.a - C 08.01.a (CR IRB 1)

C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.a
Internal rating system - PD assigned to the obligor grade or poolOriginal exposure pre conversion factorsCredit risk mitigation (CRM) techniques with substitution effects on the exposureExposure after CRM substitution effects pre conversion factorsExposure valueCredit risk mitigation techniques taken into account in lgd estimates excluding double default treatmentSubject to double default treatmentExposure weighted average lgd (%)Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entitiesExposure-weighted average maturity value (days)Risk weighted exposure amount pre SME-supporting factorRisk weighted exposure amount after SME-supporting factorMemorandum items:
Of which: large financial sector entities and unregulated financial entitiesUnfunded credit protection(-) Other funded credit protectionSubstitution of the exposure due to CRMOf which: large financial sector entities and unregulated financial entitiesOwn estimates of lgd's are used: unfunded credit protectionFunded credit protectionUnfunded credit protectionOf which: large financial sector entities and unregulated financial entitiesExpected loss amount(-) value adjustments and provisionsNumber of obligors
(-) Guarantees(-) Credit derivatives(-) Total outflowsTotal inflows (+)GuaranteesCredit derivativesOwn estimates of LGD's are used: other funded credit protectionEligible financial collateralOther eligible collateral
Real estateOther physical collateralReceivables
010020030040050060070080090110140150160170180190200210220230240250255260270280290300
Total exposures010
of which: exposures subject to SME-supporting factor015
Breakdown of total exposures by exposure types:019
On balance sheet items subject to credit risk020
Off balance sheet items subject to credit risk030
Exposures / Transactions subject to counterparty credit risk039
Securities Financing Transactions040
Derivatives & Long Settlement Transactions050
From Contractual Cross Product Netting060
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria (b)080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180

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