Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_07.00.b - C 07.00.b (CR SA)

C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280
C 07.00.b
Exposure value
Of which: Arising from Counterparty Credit Risk
210
TOTAL EXPOSURES010
of which: Defaulted exposures015
of which: SME020
of which: exposures subject to SME-supporting factor030
of which: Secured by mortgages on immovable property - Residential property040
of which: Exposures under the permanent partial use of the standardised approach050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:065
On balance sheet exposures subject to credit risk070
Off balance sheet exposures subject to credit risk080
Exposures / Transactions subject to counterparty credit risk085
Securities Financing Transactions090
Of which: Centrally cleared through a QCCP100
Derivatives & Long Settlement Transactions110
Of which: Centrally cleared through a QCCP120
From Contractual Cross Product Netting130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:135
0%140
2%150
4%160
10%170
20%180
35%190
50%200
70%210
75%220
100%230
150%240
250%250
370%260
1250%270
Other risk weights280

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