Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_02.00 - C 02.00 (CA 2)

C 02.00
Amount
0010
TOTAL RISK EXPOSURE AMOUNT0010
Of which: Investment firms under Article 95 paragraph 2 and Article 98 of CRR0020
Of which : Investment firms under Article 96 paragraph 2 and Article 97 of CRR0030
RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES0040
Standardised Approach (SA)0050
Of which: Additional stricter prudential requirements based on Art. 1240051
SA exposure classes excluding securitisation positions0060
Central governments or central banks0070
Regional governments or local authorities0080
Public sector entities0090
Multilateral Development Banks0100
International Organisations0110
Institutions0120
Corporates0130
Retail0140
Secured by mortgages on immovable property0150
Exposures in default0160
Items associated with particular high risk0170
Covered bonds0180
Claims on institutions and corporates with a short-term credit assessment0190
Collective investments undertakings (CIU)0200
Equity0210
Other items0211
Internal ratings based Approach(IRB)0240
Of which: Additional stricter prudential requirements based on Art. 1640241
Of which: Additional stricter prudential requirements based on Art. 1240242
IRB approaches when neither own estimates of LGD nor Conversion Factors are used0250
Central governments and central banks0260
Institutions0270
Corporates - SME0280
Corporates - Specialised Lending0290
Corporates - Other0300
IRB approaches when own estimates of LGD and/or Conversion Factors are used0310
Central governments and central banks0320
Institutions0330
Corporates - SME0340
Corporates - Specialised Lending0350
Corporates - Other0360
Retail - Secured by real estate SME0370
Retail - Secured by real estate non-SME0380
Retail - Qualifying revolving0390
Retail - Other SME0400
Retail - Other non-SME0410
Equity IRB0420
Other non credit-obligation assets0450
Risk exposure amount for contributions to the default fund of a CCP0460
Securitisation positions0470
TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY0490
Settlement/delivery risk in the non-Trading book0500
Settlement/delivery risk in the Trading book0510
TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS0520
Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)0530
Traded debt instruments0540
Equity0550
Particular approach for position risk in CIUs0555
Memo item: CIUs exclusively invested in traded debt instruments0556
Memo item: CIUs invested exclusively in equity instruments or in mixed instruments0557
Foreign Exchange0560
Commodities0570
Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)0580
TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )0590
OpR Basic indicator Approach (BIA)0600
OpR Standardised (STA) / Alternative Standardised (ASA) approaches0610
OpR Advanced measurement approaches (AMA)0620
ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS0630
TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT0640
Advanced method0650
Standardised method0660
Based on OEM0670
TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK0680
OTHER RISK EXPOSURE AMOUNTS0690
Of which: Additional stricter prudential requirements based on Art 4580710
Of which: requirements for large exposures0720
Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property0730
Of which: due to intra financial sector exposures0740
Of which: Additional stricter prudential requirements based on Art 4590750
Of which: Additional risk exposure amount due to Article 3 CRR0760

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