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eba_tC_10.02 - C 10.02 (CR EQU IRB 2)

C 10.02
Internal rating systemOriginal exposure pre conversion factorsCredit Risk Mitigation(CRM) techniques with substitution effects on the exposureExposure valueExposure weighted average LGD (%)Risk weighted exposure amountMemorandum item: Expected loss amount
PD assigned to the obligor grade or pool (%)Unfunded credit protection(-) Substitution of the exposure due to CRM (-) Total outflows
(-) Guarantees(-) Credit derivatives
010020030040050060070080090
eba_dim:OGR
Obligor Grade 005
concepteba_met:pi187x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x
concepteba_met:mi180x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x
concepteba_met:mi100x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:CRMeba_CP:x34x
eba_dim:OGR*y
concepteba_met:mi100x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:CRMeba_CP:x4x
eba_dim:OGR*y
concepteba_met:mi100x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:CRMeba_CP:x37x
eba_dim:OGR*y
concepteba_met:mi119x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x
concepteba_met:pi128x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x
concepteba_met:mi212x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x
concepteba_met:mi115x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x1x
eba_dim:MCYeba_MC:x193x
eba_dim:MRWeba_AP:x34x
eba_dim:OGR*y
eba_dim:TRIeba_TR:x32x

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