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eba_tC_13.00.b - C 13.00.b (CR SEC IRB)

C 13.00.b

EXPOSURE VALUE

BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS

RISK-WEIGHTED EXPOSURE AMOUNT

SUBJECT TO RISK WEIGHTS

RATED (CREDIT QUALITY STEPS)

1250%

OF WHICH: SYNTHETIC SECURITISATIONS

CQS 1 & S/T CQS 1

CQS 2

CQS 3

CQS 4 & S/T CQS 2

CQS 5

CQS 6

CQS 7 & S/T CQS 3

CQS 8

CQS 9

CQS 10

CQS 11

ALL OTHER CQS

UNRATED

170

190

200

210

220

230

240

250

260

270

280

290

300

310

320

400

410

concept	eba_met:mi122	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x3	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x6	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x7	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x9	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x10	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x11	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x12	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x13	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x14	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x4	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x5	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x1	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:RWS	eba_PC:x30	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXT	eba_ER:x12	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x1	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:RWS	eba_PC:x30	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi212	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi212	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y
eba_dim:TRT	eba_RT:x10	x

BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:

429

concept	eba_met:mi122	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x3	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x6	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x7	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x9	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x10	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x11	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x12	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x13	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x14	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x4	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x5	x
eba_dim:EXT	eba_ER:x2	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CQS	eba_CQ:x1	x
eba_dim:EXT	eba_ER:x1	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x18	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:RWS	eba_PC:x30	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi124	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXT	eba_ER:x12	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x1	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:RWS	eba_PC:x30	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi212	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi212	x
eba_dim:APR	eba_AP:x27	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x198	y
eba_dim:MRW	eba_AP:x114	x
eba_dim:PRP	eba_PL:x11	x
eba_dim:TRI	eba_TR:x2	y
eba_dim:TRT	eba_RT:x10	x