eba_tC_09.04 - C 09.04 (CCB)

C 09.04
AmountPercentageQualitative information
010020030
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Relevant credit exposures – Credit risk009
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
Exposure value under the Standardised Approach010
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
Exposure value under the IRB Approach020
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x195y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
Relevant credit exposures – Market risk029
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
Sum of long and short positions of trading book exposures for standardised approaches030
concepteba_met:mi256y
eba_dim:APReba_AP:x109y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi256y
eba_dim:APReba_AP:x109y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi256y
eba_dim:APReba_AP:x109y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
Value of trading book exposures for internal models040
concepteba_met:mi256y
eba_dim:APReba_AP:x26y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi256y
eba_dim:APReba_AP:x26y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi256y
eba_dim:APReba_AP:x26y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
Relevant credit exposures – Securitisation049
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
eba_dim:BASeba_BA:x20x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
Exposure value of securitisation positions in the banking book under the Standardised Approach050
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi118y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x20x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
Exposure value of securitisation positions in the banking book under the IRB Approach060
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi119y
eba_dim:APReba_AP:x27y
eba_dim:BASeba_BA:x20x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
Own funds requirements and weights069
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Total own funds requirements for CCB070
concepteba_met:mi184y
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
concepteba_met:mi184y
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
concepteba_met:mi184y
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Relevant credit exposures – Credit risk080
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x193y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x193y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x193y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x4y
Relevant credit exposures – Market risk090
concepteba_met:mi184y
eba_dim:APReba_AP:x56y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi184y
eba_dim:APReba_AP:x56y
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
concepteba_met:mi184y
eba_dim:APReba_AP:x56y
eba_dim:BASeba_BA:x20x
eba_dim:MCYeba_MC:x156y
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x11y
Relevant credit exposures – Securitisation positions in the banking book100
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x9x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x17x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
concepteba_met:mi184y
eba_dim:APReba_AP:x45y
eba_dim:BASeba_BA:x20x
eba_dim:EXCeba_EC:x27y
eba_dim:MCYeba_MC:x198y
eba_dim:PRPeba_PL:x11y
eba_dim:RIO*z
eba_dim:TRIeba_TR:x2y
Own funds requirements weights110
concepteba_met:pi452y
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
concepteba_met:pi452y
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
concepteba_met:pi452y
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Countercyclical capital buffer rates119
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Countercyclical capital buffer rate set by the Designated Authority120
concepteba_met:pi453y
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
concepteba_met:pi453y
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
concepteba_met:pi453y
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Countercyclical capital buffer rate applicable for the country of the institution130
concepteba_met:pi454y
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
concepteba_met:pi454y
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
concepteba_met:pi454y
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Institution-specific countercyclical capital buffer rate140
concepteba_met:pi455y
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
concepteba_met:pi455y
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
concepteba_met:pi455y
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Use of 2% threshold149
eba_dim:BASeba_BA:x9x
eba_dim:RIO*z
eba_dim:BASeba_BA:x17x
eba_dim:RIO*z
eba_dim:BASeba_BA:x20x
eba_dim:RIO*z
Use of 2 % threshold for general credit exposure150
concepteba_met:bi456y
eba_dim:BASeba_BA:x9x
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
concepteba_met:bi456y
eba_dim:BASeba_BA:x17x
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
concepteba_met:bi456y
eba_dim:BASeba_BA:x20x
eba_dim:PRPeba_PL:x10y
eba_dim:RIO*z
Use of 2 % threshold for trading book exposure160
concepteba_met:bi456y
eba_dim:BASeba_BA:x9x
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
concepteba_met:bi456y
eba_dim:BASeba_BA:x17x
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z
concepteba_met:bi456y
eba_dim:BASeba_BA:x20x
eba_dim:PRPeba_PL:x51y
eba_dim:RIO*z