label_boi_t838-1 - 838-1 Credit risk - sovereign debts (NIS ,000)

Exposure before credit loss provisions (before conversion into creditExposure after credit loss provisions (before conversion into credit)Credit risk mitigation with effect of substitution on exposureNet exposure after effects of CRM substitution and before conversion coefficientsCredit risk mitigation with effect on exposure sum (comprehensive approach)Size of exposure after credit mitigation (before conversion into credit)Size of exposure after conversion into creditRisk-Weighted Assets (RWA)
GuaranteesCredit derivativesCollateral - simple approachReplacement of exposure due to CRMAdjustment for exposure volatility (He)Adjusted value of financial security(-)
Sums subtracted (-)Sums added (+)Volatility and maturity adjustment(-)
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A. Total of all exposures1
Thereof: central banks2
B. Breakdown of exposures by exposure type
Balance sheet exposures
Credit3
Bonds4
Total for balance sheet5
Transactions in derivatives6
Off balance sheet exposures
Credit lines7
Other8
Total off balance sheet9
Of which:
0% conversion coefficient10
20% conversion coefficient11
50% conversion coefficient12
100% conversion coefficient13
C. Breakdown of exposures by risk weights
0%14
20%15
50%16
100%17
Of which:
delinquent18
Without outside credit valuation19
150%20
Thereof: delinquent21