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

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C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

C 08.01.b

Exposure after CRM substitution effects pre conversion factors

Exposure value

Of which: off balance sheet items

Of which: arising from counterparty credit risk

100

120

130

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Total exposures

010

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

of which: exposures subject to SME-supporting factor

015

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

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:x78	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x5	y

Exposures assigned to obligor grades or pools: Total

070

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Specialized lending slotting criteria: total

080

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

085

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

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:x20	y
eba_dim:PRP	eba_PL:x0	y
eba_dim:TRI	eba_TR:x0	y

090

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x1	y
eba_dim:TRI	eba_TR:x4	y

50%

100

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x10	y
eba_dim:TRI	eba_TR:x4	y

70%

110

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

Of which: in category 1

120

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RES	eba_TI:x8	y
eba_dim:RWS	eba_PC:x11	y
eba_dim:TRI	eba_TR:x4	y

90%

130

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x13	y
eba_dim:TRI	eba_TR:x4	y

115%

140

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x15	y
eba_dim:TRI	eba_TR:x4	y

250%

150

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

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:x20	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:RWS	eba_PC:x20	y
eba_dim:TRI	eba_TR:x4	y

Alternative treatment: secured by real estate

160

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x16	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

170

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

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:x17	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x4	y

Dilution risk: total purchased receivables

180

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y

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	y
eba_dim:PRP	eba_PL:x10	y
eba_dim:TRI	eba_TR:x8	y