eba_tC_10.02 - C 10.02 (CR EQU IRB 2)

C 10.02
Internal rating systemOriginal exposure pre conversion factorsCredit Risk Mitigation(CRM) techniques with substitution effects on the exposureExposure valueExposure weighted average LGD (%)Risk weighted exposure amountMemorandum 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
010020030040050060070080090
eba_dim:OGR
Obligor Grade 005