| C 10.02 | |||||||||||
| Internal rating system | 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 | ||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | |||
| eba_dim:OGR | |||||||||||
| Obligor Grade | 005 | ||||||||||