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eba_tC_14.00 - C 14.00 (CR SEC Details)

C 14.00
INTERNAL CODEIDENTIFIER OF THE SECURITISATIONIDENTIFIER OF THE ORIGINATORSECURITISATION TYPE: (TRADITIONAL / SYNTHETIC)ACCOUNTING TREATMENT: Securitised assets are kept or removed from the balance sheet?SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements?SECURITISATION OR RE-SECURITISATION ?RETENTIONROLE OF THE INSTITUTION: (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR)NON-ABCP PROGRAMMESSECURITISED EXPOSURESSECURITISATION STRUCTURESECURITISATION POSITIONS(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDSTOTAL RISK WEIGHTED EXPOSURE AMOUNTSECURITISATION POSITIONS - TRADING BOOK
TYPE OF RETENTION APPLIED% OF RETENTION AT REPORTING DATECOMPLIANCE WITH THE RETENTION REQUIREMENT?ORIGINATION DATETOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATETOTAL AMOUNTINSTITUTION'S SHARE (%)TYPEApproach APPLIED (SA/IRB/MIX)NUMBER OF EXPOSURESCOUNTRYELGD (%)(-) VALUE ADJUSTMENTS AND PROVISIONSOWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%)ON-BALANCE SHEET ITEMSOFF-BALANCE SHEET ITEMS AND DERIVATIVESMATURITYORIGINAL EXPOSURE PRE CONVERSION FACTORSMEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVESEARLY AMORTISATIONBEFORE CAPAFTER CAPCTP OR NON-CTP?NET POSITIONSTOTAL OWN FUNDS REQUIREMENTS (SA)
SENIORMEZZANINEFIRST LOSSSENIORMEZZANINEFIRST LOSSFIRST FORESEEABLE TERMINATION DATELEGAL FINAL MATURITY DATEON-BALANCE SHEET ITEMSOFF-BALANCE SHEET ITEMS AND DERIVATIVESDIRECT CREDIT SUBSTITUTESIRS / CRSELIGIBLE LIQUIDITY FACILITIESOTHER (including non-eligible LF)CONVERSION FACTOR APPLIEDLONGSHORTSPECIFIC RISK
SENIORMEZZANINEFIRST LOSSSENIORMEZZANINEFIRST LOSS
010020030040050060070080090100110120130140150160170180190200210220230240250260270280290300310320330340350360370380390400410420430440450460470480
eba_dim:SRN
Row Number 005
concepteba_met:si148x
eba_dim:SRN*y
concepteba_met:si329x
eba_dim:SRN*y
concepteba_met:si74x
eba_dim:SRN*y
concepteba_met:ei246x
eba_dim:SRN*y
concepteba_met:ei5x
eba_dim:SRN*y
concepteba_met:ei224x
eba_dim:SRN*y
concepteba_met:ei248x
eba_dim:SRN*y
concepteba_met:ei245x
eba_dim:SRN*y
concepteba_met:pi190x
eba_dim:BASeba_BA:x17x
eba_dim:SRN*y
concepteba_met:bi75x
eba_dim:SRN*y
concepteba_met:ei215x
eba_dim:SRN*y
concepteba_met:di181x
eba_dim:SRN*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi232x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:SRN*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi231x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:SRN*y
concepteba_met:pi189x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:SRN*y
concepteba_met:ei247x
eba_dim:SRN*y
concepteba_met:ei50x
eba_dim:RSPeba_RS:x3x
eba_dim:SRN*y
concepteba_met:ii175x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SRN*y
concepteba_met:ei86x
eba_dim:SRN*y
concepteba_met:pi111x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:MRWeba_AP:x19x
eba_dim:RSPeba_RS:x3x
eba_dim:SRN*y
concepteba_met:mi253x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x3x
eba_dim:SRN*y
concepteba_met:pi185x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x3x
eba_dim:SRN*y
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x1x
concepteba_met:di130x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x19x
eba_dim:SRN*y
concepteba_met:di157x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x19x
eba_dim:SRN*y
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x316x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi30x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
concepteba_met:mi32x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
concepteba_met:mi31x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
concepteba_met:mi33x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x315x
eba_dim:SRN*y
concepteba_met:pi84x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x313x
eba_dim:SRN*y
eba_dim:TSEeba_MC:x303x
concepteba_met:mi121x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x313x
eba_dim:SRN*y
concepteba_met:mi214x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x313x
eba_dim:SRN*y
concepteba_met:mi212x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x313x
eba_dim:SRN*y
concepteba_met:ei276x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x19x
eba_dim:SRN*y
concepteba_met:mi256x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x19x
eba_dim:PINeba_PI:x1x
eba_dim:PRPeba_PL:x51x
eba_dim:SRN*y
concepteba_met:mi256x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x19x
eba_dim:PINeba_PI:x4x
eba_dim:PRPeba_PL:x51x
eba_dim:SRN*y
concepteba_met:mi184x
eba_dim:APReba_AP:x9x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x19x
eba_dim:PRPeba_PL:x51x
eba_dim:SRN*y
eba_dim:TRIeba_TR:x31x

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