Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.02.01.01 - Counterparty default risk - basic information

S.26.02.01.01
Name of single name exposureCode of single name exposureLoss Given DefaultProbability of DefaultNet solvency capital requirementGross solvency capital requirement
C0020C0030C0050C0060C0070C0080
Type 1 exposuresR0100
Single name exposure 1R0110
Single name exposure 2R0120
Single name exposure 3R0130
Single name exposure 4R0140
Single name exposure 5R0150
Single name exposure 6R0160
Single name exposure 7R0170
Single name exposure 8R0180
Single name exposure 9R0190
Single name exposure 10R0200
Type 2 exposuresR0300
Receivables from Intermediaries due for more than 3 monthsR0310
All type 2 exposures other than receivables from Intermediaries due for more than 3 monthsR0320
Diversification within counterparty default risk moduleR0330
Total counterparty default riskR0400

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