Index
Constraints
DPM Mapeba_tC_40.00 - C 40.00 (LR1)
| C 40.00 | |||||||||
| Accounting balance sheet value | Accounting value assuming no netting or other CRM | Add-on for SFT | Add-on under the mark-to-market method (assuming no netting or other CRM) | Notional amount / nominal value | Capped notional amount | Capped notional amount (same reference name) | Leverage ratio exposure amount hypothetically exempted | ||
| 010 | 020 | 040 | 050 | 070 | 075 | 085 | 120 | ||
| Derivatives | 010 | ||||||||
| Credit derivatives (protection sold) | 020 | ||||||||
| Credit derivatives (protection sold), which are subject to a close out clause | 030 | ||||||||
| Credit derivatives (protection sold), which are not subject to a close out clause | 040 | ||||||||
| Credit derivatives (protection bought) | 050 | ||||||||
| Financial derivatives | 060 | ||||||||
| SFT covered by a master netting agreement | 070 | ||||||||
| SFT not covered by a master netting agreement | 080 | ||||||||
| Other Assets | 090 | ||||||||
| Low-risk off-balance sheet items under the RSA; of which: | 100 | ||||||||
| Revolving retail exposures; of which | 110 | ||||||||
| Unconditionally cancellable credit cards commitments | 120 | ||||||||
| Non revolving unconditionally cancellable commitments | 130 | ||||||||
| Medium/low risk off-balance sheet items under the RSA | 140 | ||||||||
| Medium risk off-balance sheet items under the RSA | 150 | ||||||||
| Full risk off-balance sheet items under the RSA | 160 | ||||||||
| (memo item) Drawn amount of revolving retail exposures | 170 | ||||||||
| (memo item) Drawn amounts on unconditionally cancellable credit cards commitments | 180 | ||||||||
| (memo item) Drawn amounts on non revolving unconditionally cancellable commitments | 190 | ||||||||
| Cash collateral received in derivatives transactions | 210 | ||||||||
| Receivables for cash collateral posted in derivatives transactions | 220 | ||||||||
| Securities received in a SFT that are recognised as an asset | 230 | ||||||||
| SFT cash conduit lending (cash receivables) | 240 | ||||||||
| Exposures that can benefit from treatment under Article 113 (6) of the CRR | 250 | ||||||||
| Exposures that meet conditions a), b) and c) of Article 429 (14) of the CRR | 260 | ||||||||