Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_08.03 - C 08.03

C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170
C 08.03
On-balance sheet exposuresOff-balance-sheet exposures pre-conversion factorsExposure weighted average conversion factorsExposure value post conversion factors and post CRMExposure weighted average PD (%)Number of obligorsExposure weighted average LGD (%)Exposure weighted average maturity (years)Risk weighted exposure amount after supporting factorsExpected loss amountValue adjustments and provisions
00100020003000400050006000700080009001000110
0.00 to <0.150010
0.00 to <0.100020
0.10 to <0.150030
0.15 to <0.250040
0.25 to <0.500050
0.50 to <0.750060
0.75 to <2.50070
0.75 to <1.750080
1.75 to <2.50090
2.5 to <100100
2.5 to <50110
5 to <100120
10 to <1000130
10 to <200140
20 to <300150
30 to <1000160
100 (Default)0170

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