Taxonomy Viewer

C 14.01

			IDENTIFIER OF THE SECURITISATION	SECURITISATION POSITIONS												EXPOSURE VALUE	(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS	TOTAL RISK WEIGHTED EXPOSURE AMOUNT				MEMORANDUM ITEMS		SECURITISATION POSITIONS - TRADING BOOK
				ORIGINAL EXPOSURE PRE-CONVERSION FACTORS								MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES PRE CONVERSION FACTORS						BEFORE CAP	(-) REDUCTION DUE TO RISK WEIGHT CAP	(-) REDUCTION DUE TO OVERALL CAP	AFTER CAP	RISK-WEIGHTED EXPOSURE AMOUNT UNDER SEC-ERBA	RISK WEIGHTED EXPOSURE AMOUNT UNDER SEC-SA	CTP OR NON-CTP?	NET POSITIONS
				ON-BALANCE SHEET ITEMS			OFF-BALANCE SHEET ITEMS AND DERIVATIVES					DIRECT CREDIT SUBSTITUTES	IRS / CRS	LIQUIDITY FACILITIES	OTHER										LONG	SHORT
				SENIOR	MEZZANINE	FIRST LOSS	SENIOR	MEZZANINE		FIRST LOSS
									RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT		RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT
			0020	0310	0320	0330	0340	0350	0351	0360	0361	0370	0380	0390	0400	0411	0420	0430	0431	0432	0440	0447	0448	0450	0460	0470
	eba_dim:SIC
	Securitisation internal code	0010

C 14.01

			IDENTIFIER OF THE SECURITISATION	SECURITISATION POSITIONS												EXPOSURE VALUE	(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS	TOTAL RISK WEIGHTED EXPOSURE AMOUNT				MEMORANDUM ITEMS		SECURITISATION POSITIONS - TRADING BOOK
				ORIGINAL EXPOSURE PRE-CONVERSION FACTORS								MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES PRE CONVERSION FACTORS						BEFORE CAP	(-) REDUCTION DUE TO RISK WEIGHT CAP	(-) REDUCTION DUE TO OVERALL CAP	AFTER CAP	RISK-WEIGHTED EXPOSURE AMOUNT UNDER SEC-ERBA	RISK WEIGHTED EXPOSURE AMOUNT UNDER SEC-SA	CTP OR NON-CTP?	NET POSITIONS
				ON-BALANCE SHEET ITEMS			OFF-BALANCE SHEET ITEMS AND DERIVATIVES					DIRECT CREDIT SUBSTITUTES	IRS / CRS	LIQUIDITY FACILITIES	OTHER										LONG	SHORT
				SENIOR	MEZZANINE	FIRST LOSS	SENIOR	MEZZANINE		FIRST LOSS
									RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT		RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT
			0020	0310	0320	0330	0340	0350	0351	0360	0361	0370	0380	0390	0400	0411	0420	0430	0431	0432	0440	0447	0448	0450	0460	0470
	eba_dim:SIC
	Securitisation internal code	0010

C 14.01

			IDENTIFIER OF THE SECURITISATION	SECURITISATION POSITIONS												EXPOSURE VALUE	(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS	TOTAL RISK WEIGHTED EXPOSURE AMOUNT				MEMORANDUM ITEMS		SECURITISATION POSITIONS - TRADING BOOK
				ORIGINAL EXPOSURE PRE-CONVERSION FACTORS								MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES PRE CONVERSION FACTORS						BEFORE CAP	(-) REDUCTION DUE TO RISK WEIGHT CAP	(-) REDUCTION DUE TO OVERALL CAP	AFTER CAP	RISK-WEIGHTED EXPOSURE AMOUNT UNDER SEC-ERBA	RISK WEIGHTED EXPOSURE AMOUNT UNDER SEC-SA	CTP OR NON-CTP?	NET POSITIONS
				ON-BALANCE SHEET ITEMS			OFF-BALANCE SHEET ITEMS AND DERIVATIVES					DIRECT CREDIT SUBSTITUTES	IRS / CRS	LIQUIDITY FACILITIES	OTHER										LONG	SHORT
				SENIOR	MEZZANINE	FIRST LOSS	SENIOR	MEZZANINE		FIRST LOSS
									RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT		RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT
			0020	0310	0320	0330	0340	0350	0351	0360	0361	0370	0380	0390	0400	0411	0420	0430	0431	0432	0440	0447	0448	0450	0460	0470
	eba_dim:SIC
	Securitisation internal code	0010

C 14.01

			IDENTIFIER OF THE SECURITISATION	SECURITISATION POSITIONS												EXPOSURE VALUE	(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS	TOTAL RISK WEIGHTED EXPOSURE AMOUNT				MEMORANDUM ITEMS		SECURITISATION POSITIONS - TRADING BOOK
				ORIGINAL EXPOSURE PRE-CONVERSION FACTORS								MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES PRE CONVERSION FACTORS						BEFORE CAP	(-) REDUCTION DUE TO RISK WEIGHT CAP	(-) REDUCTION DUE TO OVERALL CAP	AFTER CAP	RISK-WEIGHTED EXPOSURE AMOUNT UNDER SEC-ERBA	RISK WEIGHTED EXPOSURE AMOUNT UNDER SEC-SA	CTP OR NON-CTP?	NET POSITIONS
				ON-BALANCE SHEET ITEMS			OFF-BALANCE SHEET ITEMS AND DERIVATIVES					DIRECT CREDIT SUBSTITUTES	IRS / CRS	LIQUIDITY FACILITIES	OTHER										LONG	SHORT
				SENIOR	MEZZANINE	FIRST LOSS	SENIOR	MEZZANINE		FIRST LOSS
									RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT		RW CORRESPONDING TO PROTECTION PROVIDER / INSTRUMENT
			0020	0310	0320	0330	0340	0350	0351	0360	0361	0370	0380	0390	0400	0411	0420	0430	0431	0432	0440	0447	0448	0450	0460	0470
	eba_dim:SIC
	Securitisation internal code	0010