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eba_tC_101.00 - C 101.00

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C 101.00

Default status

Exposure class

Date of most recent rating of counterparty

Original exposure pre conversion factors

Exposure after CRM substitution effects pre conversion factors

CCF

EAD

Collateral value

Hyp LGD senior unsecured without negative pledge

Hyp LGD senior unsecured with negative pledge

LGD

Maturity

RWA

070

020

050

060

080

090

100

110

120

130

140

150

160

170

eba_dim:INC

eba_dim:OGR

Rating

040

concept	eba_met:ei408	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:ei366	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:di369	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi187	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi180	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi116	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi370	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi119	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi42	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi158	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:CLS	eba_CG:x18	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y
eba_dim:SCC	eba_MC:x609	x
eba_dim:SUB	eba_MC:x611	x

concept	eba_met:pi158	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:CLS	eba_CG:x18	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y
eba_dim:SCC	eba_MC:x610	x
eba_dim:SUB	eba_MC:x611	x

concept	eba_met:pi128	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:ii163	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi310	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

Exposure Code

010

concept	eba_met:ei408	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:ei366	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:di369	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi187	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi180	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi116	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi370	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi119	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi42	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:pi158	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:CLS	eba_CG:x18	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y
eba_dim:SCC	eba_MC:x609	x
eba_dim:SUB	eba_MC:x611	x

concept	eba_met:pi158	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:CLS	eba_CG:x18	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y
eba_dim:SCC	eba_MC:x610	x
eba_dim:SUB	eba_MC:x611	x

concept	eba_met:pi128	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:ii163	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y

concept	eba_met:mi310	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x29	x
eba_dim:INC	*	y
eba_dim:OGR	*	y