| C 10.02 | |||||||||||
| 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 | |||||||||
| (-) Guarantees | (-) Credit derivatives | ||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | |||
| eba_dim:OGR | |||||||||||
| Obligor Grade | 0005 | ||||||||||