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eba_tC_32.03 - C 32.03

C 32.03
ModelRisk categoryProductObservabilityModel risk AVAAggregated AVA calculated under method 2Fair-valued assets and liabilitiesIPV difference (output testing)IPV coverage (output testing)Fair value adjustmentsDay1 P&L
of which: using expert approachof which: aggregated using method 2FV assetsFV liabilitiesModel riskEarly termination
001000200030004000500060007000800090010001100120013001400150
eba_dim:RAN
Top twenty individual model risk AVAs 0005
concepteba_met:si558x
eba_dim:RAN*y
concepteba_met:ei546x
eba_dim:RAN*y
concepteba_met:si547x
eba_dim:RAN*y
concepteba_met:ei548x
eba_dim:RAN*y
concepteba_met:mi534x
eba_dim:APReba_AP:x112x
eba_dim:MCXeba_MC:x653x
eba_dim:PLSeba_PL:x694x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi534x
eba_dim:APReba_AP:x112x
eba_dim:AVAeba_AP:x113x
eba_dim:MCXeba_MC:x653x
eba_dim:PLSeba_PL:x694x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi534x
eba_dim:APReba_AP:x112x
eba_dim:MCXeba_MC:x653x
eba_dim:PLSeba_PL:x101x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi534x
eba_dim:APReba_AP:x112x
eba_dim:MCXeba_MC:x653x
eba_dim:PLSeba_PL:x102x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi53x
eba_dim:APLeba_PL:x95x
eba_dim:BASeba_BA:x6x
eba_dim:MCYeba_MC:x25x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi53x
eba_dim:APLeba_PL:x98x
eba_dim:BASeba_BA:x7x
eba_dim:MCYeba_MC:x31x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi559x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:pi554x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi538x
eba_dim:MCXeba_MC:x653x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi538x
eba_dim:MCXeba_MC:x658x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y
concepteba_met:mi538x
eba_dim:MCXeba_MC:x660x
eba_dim:PRPeba_PL:x698x
eba_dim:RAN*y

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