Index IndexTemplate TemplateDPM Map DPM Map

eba_tC_34.10 - C 34.10

C 34.10
Exposure valueRisk weighted exposure amounts
00100020
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Exposures to QCCPs (total)0010
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which0020
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1029y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1029y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(i) OTC derivatives0030
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x258y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x258y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(ii) Exchange-traded derivatives0040
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1020y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1020y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(iii) SFTs0050
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x306y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x306y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(iv) Netting sets where cross-product netting has been approved0060
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1032y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1032y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Segregated initial margin0070
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1023y
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1023y
eba_dim:TCPeba_CP:x47x
Non-segregated initial margin0080
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1024y
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1024y
eba_dim:TCPeba_CP:x47x
Prefunded default fund contributions0090
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1033y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1033y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Unfunded default fund contributions0100
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1034y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x218y
eba_dim:MCYeba_MC:x1034y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Exposures to non-QCCPs (total)0110
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which0120
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1029y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1029y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(i) OTC derivatives0130
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x258y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x258y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(ii) Exchange-traded derivatives0140
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1020y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1020y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(iii) SFTs0150
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x306y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x306y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
(iv) Netting sets where cross-product netting has been approved0160
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1032y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1032y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Segregated initial margin0170
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1023y
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1023y
eba_dim:TCPeba_CP:x47x
Non-segregated initial margin0180
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1024y
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1025y
eba_dim:PRPeba_PL:x10x
eba_dim:TANeba_MC:x1024y
eba_dim:TCPeba_CP:x47x
Prefunded default fund contributions0190
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1033y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1033y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
Unfunded default fund contributions0200
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1034y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
concepteba_met:mi793x
eba_dim:BASeba_BA:x9x
eba_dim:CPSeba_CT:x81y
eba_dim:MCYeba_MC:x1034y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x

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