Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_13.00.b - C 13.00.b (CR SEC IRB)

C 13.00.b
EXPOSURE VALUEBREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTSRISK-WEIGHTED EXPOSURE AMOUNT
SUBJECT TO RISK WEIGHTSRATED (CREDIT QUALITY STEPS)1250%OF WHICH: SYNTHETIC SECURITISATIONS
CQS 1 & S/T CQS 1CQS 2CQS 3CQS 4 & S/T CQS 2CQS 5CQS 6CQS 7 & S/T CQS 3CQS 8CQS 9CQS 10CQS 11ALL OTHER CQSUNRATED
170190200210220230240250260270280290300310320400410
BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:429
CQS 1 & S/T CQS 1430
CQS 2440
CQS 3450
CQS 4 & S/T CQS 2460
CQS 5470
CQS 6480
CQS 7 & S/T CQS 3490
CQS 8500
CQS 9510
CQS 10520
CQS 11530
ALL OTHER CQS540

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