Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_20.00 - C 20.00 (MKR SA CTP)

C 20.00
All positions(-) POSITIONS DEDUCTED FROM OWN FUNDSNet positionsBREAKDOWN OF THE NET POSITION (LONG) ACCORDING TO RISK WEIGHTSBREAKDOWN OF THE NET POSITION (SHORT) ACCORDING TO RISK WEIGHTSBREAKDOWN OF THE NET POSITION ACCORDING TO APPROACHESBEFORE CAPAFTER CAPTOTAL OWN FUNDS REQUIREMENTS
LongShort(-) Long(-) ShortLongShort[0-10%[[10-12%[[12-20%[[20-40%[[40-100%[[100-250%[[250-350%[[350-425%[[425-650%[[650-1250%[1250%[0-10%[[10-12%[[12-20%[[20-40%[[40-100%[[100-250%[[250-350%[[350-425%[[425-650%[[650-1250%[1250%SEC-IRBASEC-SASEC-ERBAINTERNAL ASSESSMENT APPROACHOTHER (RW=1250%)WEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONSWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONS
00100020003000400050006000710072007300740075007600770078007900810082008600870088008900910092009300940095009600970402040304040405040604100420043004400450
TOTAL EXPOSURES0010
Securitisation Positions0019
ORIGINATOR: TOTAL EXPOSURES0020
SECURITISATIONS0030
Other CTP positions0040
INVESTOR: TOTAL EXPOSURES0050
SECURITISATIONS0060
Other CTP positions0070
SPONSOR: TOTAL EXPOSURES0080
SECURITISATIONS0090
Other CTP positions0100
N-th to default credit derivatives0109
N-th to default credit derivatives0110
Other CTP positions0120

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