| Exposure before credit loss provisions (before conversion into credit | Exposure after credit loss provisions (before conversion into credit) | Credit risk mitigation with effect of substitution on exposure | Net exposure after effects of CRM substitution and before conversion coefficients | Credit 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 credit | Risk-Weighted Assets (RWA) | ||||||||
| Guarantees | Credit derivatives | Collateral - simple approach | Replacement of exposure due to CRM | Adjustment for exposure volatility (He) | Adjusted value of financial security(-) | ||||||||||
| Sums subtracted (-) | Sums added (+) | Volatility and maturity adjustment(-) | |||||||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | ||
| A. Total of all exposures | 1 | ||||||||||||||
| B. Breakdown of exposures by exposure type | |||||||||||||||
| Balance sheet exposures | |||||||||||||||
| Credit | 2 | ||||||||||||||
| Bonds | 3 | ||||||||||||||
| Total for balance sheet | 4 | ||||||||||||||
| Transactions in derivatives | 5 | ||||||||||||||
| Off balance sheet exposures | |||||||||||||||
| Credit lines | 6 | ||||||||||||||
| Other | 7 | ||||||||||||||
| Total off balance sheet | 8 | ||||||||||||||
| Of which: | |||||||||||||||
| 0% conversion coefficient | 9 | ||||||||||||||
| 10% conversion coefficient | 10 | ||||||||||||||
| 20% conversion coefficient | 11 | ||||||||||||||
| 50% conversion coefficient | 12 | ||||||||||||||
| 100% conversion coefficient | 13 | ||||||||||||||
| C. Breakdown of exposures by risk weights | |||||||||||||||
| 0% | 14 | ||||||||||||||
| 20% | 15 | ||||||||||||||
| Without outside credit valuation | 16 | ||||||||||||||
| 50% | 17 | ||||||||||||||
| Without outside credit valuation | 18 | ||||||||||||||
| 100% | 19 | ||||||||||||||
| Thereof: delinquent | 20 | ||||||||||||||
| 150% | 21 | ||||||||||||||
| Thereof: delinquent | 22 | ||||||||||||||