Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.04 - Internal model - Credit event risk Portfolio view details - Market value (single)

S.26.10.01.04
Name Single ExposureMarket valueExposure at DefaultCredit Risk ContributionAverage Probability of Default (in %)Average Loss Given Default (in %)Market value (% of total sum)Credit Risk Contribution (% of total sum)
C0090C0020C0030C0040C0050C0060C0070C0080
Top 10 exposures in terms of market value (single)
Sum of all exposuresR0400
Top exposures totalR0410
Counterparty single exposure 1R0420
Counterparty single exposure 2R0430
Counterparty single exposure 3R0440
Counterparty single exposure 4R0450
Counterparty single exposure 5R0460
Counterparty single exposure 6R0470
Counterparty single exposure 7R0480
Counterparty single exposure 8R0490
Counterparty single exposure 9R0500
Counterparty single exposure 10R0510
All other exposuresR0520

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC