Index IndexConstraints ConstraintsDPM Map DPM Map

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

C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283
C 07.00.b
Exposure valueOf which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP
Of which: Arising from Counterparty Credit Risk
02100211
TOTAL EXPOSURES0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”0015
of which: SME0020
of which: exposures subject to SME-supporting factor0030
Of which: exposures subject to infrastructure projects supporting factor0035
of which: Secured by mortgages on immovable property - Residential property0040
of which: Exposures under the permanent partial use of the standardised approach0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:0065
On balance sheet exposures subject to credit risk0070
Off balance sheet exposures subject to credit risk0080
Exposures / Transactions subject to counterparty credit risk0085
Securities Financing Transactions netting sets0090
Of which: Centrally cleared through a QCCP0100
Derivatives & Long Settlement Transactions netting sets0110
Of which: Centrally cleared through a QCCP0120
From Contractual Cross Product netting sets0130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:0135
0%0140
2%0150
4%0160
10%0170
20%0180
35%0190
50%0200
70%0210
75%0220
100%0230
150%0240
250%0250
370%0260
1250%0270
Other risk weights0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):0285
Look-through approach0281
Mandate-based approach0282
Fall-back approach0283

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