Index IndexTemplate TemplateDPM Map DPM Map

eba_tC_101.00 - C 101.00

C 101.00
Exposure classRatingDate of most recent rating of counterpartyPDDefault statusOriginal exposure pre conversion factorsExposure after CRM substitution effects pre conversion factorsCCFEADCollateral valueHyp LGD senior unsecured without negative pledgeHyp LGD senior unsecured with negative pledgeLGDMaturityRWA
020040050060070080090100110120130140150160170
eba_dim:INC
Exposure by Counterparty, Regulatory approach, Type of risk 010
concepteba_met:ei366x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:ii368x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:di369x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:pi187x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:ei408x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi116x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:pi370x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi42x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:pi158x
eba_dim:BASeba_BA:x17x
eba_dim:CLSeba_CG:x18x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
eba_dim:SCCeba_MC:x609x
eba_dim:SUBeba_MC:x611x
concepteba_met:pi158x
eba_dim:BASeba_BA:x17x
eba_dim:CLSeba_CG:x18x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
eba_dim:SCCeba_MC:x610x
eba_dim:SUBeba_MC:x611x
concepteba_met:pi128x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:ii163x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:MCYeba_MC:x945x

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