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eba_tC_14.00 - C 14.00 (CR SEC Details)

C 14.00
IDENTIFIER OF THE SECURITISATIONINTRA-GROUP, PRIVATE OR PUBLIC SECURITISATION?ROLE OF THE INSTITUTION (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR)IDENTIFIER OF THE ORIGINATORSECURITISATION TYPEACCOUNTING TREATMENT: SECURITISED ASSETS ARE KEPT OR REMOVED FROM THE BALANCE SHEET?SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements?SIGNIFICANT RISK TRANSFERSECURITISATION OR RE-SECURITISATIONSTS SECURITISATIONSECURITISATION QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT?TYPE OF EXCESS SPREADAMORTISATION SYSTEMCOLLATERALISATION OPTIONSRETENTIONNON-ABCP PROGRAMMESSECURITISED EXPOSURESSECURITISATION STRUCTURE
TYPE OF RETENTION APPLIED% OF RETENTION AT REPORTING DATECOMPLIANCE WITH THE RETENTION REQUIREMENT?ORIGINATION DATEDATE OF LATEST ISSUANCETOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATETOTAL AMOUNTINSTITUTION'S SHARE (%)TYPE% of IRB IN APPROACH APPLIEDNUMBER OF EXPOSURESEXPOSURES IN DEFAULT W (%)COUNTRYLGD (%)EL (%)UL (%)EXPOSURE-WEIGHTED AVERAGE MATURITY OF ASSETS(-) VALUE ADJUSTMENTS AND PROVISIONSOWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Kirb% OF RETAIL EXPOSURES IN IRB POOLSOWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) KsaMEMORANDUM ITEMSON-BALANCE SHEET ITEMSOFF-BALANCE SHEET ITEMS AND DERIVATIVESMATURITYMEMORANDUM ITEMS
CREDIT RISK ADJUSTMENTS DURING THE CURRENT PERIODSENIORMEZZANINEFIRST LOSSOVERCOLATERALISATION AND FUNDED RESERVE ACCOUNTSSENIORMEZZANINEFIRST LOSSSYNTHETIC EXCESS SPREADFIRST FORESEEABLE TERMINATION DATEORIGINATOR'S CALL OPTIONS INCLUDED IN TRANSACTIONLEGAL FINAL MATURITY DATEATTACHMENT POINT OF RISK SOLD (%)DETACHMENT POINT OF RISK SOLD (%)RISK TRANSFER CLAIMED BY ORIGINATOR INSTITUTION (%)
AMOUNTATTACHMENT POINT (%)CQSAMOUNTNUMBER OF TRANCHESCQS OF THE MOST SUBORDINATED TRANCHEAMOUNTDETACHMENT POINT (%)CQSAMOUNTOF WHICH: NON-REFUNDABLE PURCHASE PRICE DISCOUNTAMOUNTATTACHMENT POINT (%)AMOUNTNUMBER OF TRANCHESAMOUNTDETACHMENT POINT (%)
002000210110003000400051006000610070007504460076007700780080009001000120012101300140015001600171018001810190020102020203020402100221022202230225023002310232024002410242025002510252025402550260026502700275028002850287029002910300030203030304
eba_dim:SIC
Securitisation internal code 0010
concepteba_met:si329x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei654x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei215x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:si74x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei749x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei5x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei224x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei750x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei248x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:bi594x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:bi596x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei917x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei918x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei919x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:ei245x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:pi190x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:bi75x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:di181x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:di655x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi232x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi231x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi189x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei247x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:SIC*y
concepteba_met:pi656x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x3x
eba_dim:SIC*y
concepteba_met:ii175x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi659x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei86x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:SIC*y
concepteba_met:pi158x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi661x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi662x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi663x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi253x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi185x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi665x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi666x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi667x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:pi660x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:ei664x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:ii668x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:ei664x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:pi670x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:ei664x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi920x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x722x
eba_dim:SIC*y
concepteba_met:mi920x
eba_dim:BASeba_BA:x17x
eba_dim:MCBeba_MC:x1226x
eba_dim:MCYeba_MC:x722x
eba_dim:SIC*y
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:pi660x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:ii668x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:pi670x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x2x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x5x
concepteba_met:di130x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:ei671x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:di157x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:pi672x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi673x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi674x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y

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