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

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C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre supporting factor	(-) Adjustment to risk-weighted exposure amount due to SME supporting factor	(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor	Risk weighted exposure amount after supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%						Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		0010	0030	0040	0050	0060	0070	0080	0090	0100	0110	0120	0130	0140	0150	0160	0170	0180	0190	0200	0215	0216	0217	0220	0230	0240

TOTAL EXPOSURES	0010
of which: Defaulted exposures in exposure classes “items associated with a particular high risk” and “equity exposures”	0015
of which: SME	0020
of which: exposures subject to SME-supporting factor	0030
of which: exposures subject to infrastructure projects supporting factor	0035
of which: Secured by mortgages on immovable property - Residential property	0040
of which: Exposures under the permanent partial use of the standardised approach	0050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	0060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	0065
On balance sheet exposures subject to credit risk	0070
Off balance sheet exposures subject to credit risk	0080
Exposures / Transactions subject to counterparty credit risk	0085
Securities Financing Transactions netting sets	0090
Of which: Centrally cleared through a QCCP	0100
Derivatives & Long Settlement Transactions netting sets	0110
Of which: Centrally cleared through a QCCP	0120
From Contractual Cross Product netting sets	0130
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 weights	0280
BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU):	0285
Look-through approach	0281
Mandate-based approach	0282
Fall-back approach	0283