Index
Constraints
DPM Mapeba_tC_10.01 - C 10.01 (CR EQU IRB 1)
| C 10.01 | |||||||||||
| Internal rating scale | Original exposure pre conversion factors | Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure | Exposure value | Exposure weighted average LGD (%) | Risk weighted exposure amount | Memorandum item: Expected loss amount | |||||
| PD assigned to the obligor grade or pool (%) | Unfunded credit protection | (-) Substitution of the exposure due to CRM (-) Total outflows | Of which: off-balance sheet items | ||||||||
| (-) Guarantees | (-) Credit derivatives | ||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0061 | 0070 | 0080 | 0090 | ||
| Total IRB Equity Exposures | 0010 | ||||||||||
| PD/LGD approach: Total | 0020 | ||||||||||
| Simple risk weight approach: Total | 0050 | ||||||||||
| Breakdown of total exposures under the simple risk weight Approach by risk weights: | 0060 | ||||||||||
| 190% | 0070 | ||||||||||
| 290% | 0080 | ||||||||||
| 370% | 0090 | ||||||||||
| Internal models approach | 0100 | ||||||||||
| Equity exposures subject to risk weights | 0110 | ||||||||||