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eba_tC_47.00 - C 47.00 (LRCalc)

C 47.00
Amount / Ratio
010
Exposure Values009
SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR010
concepteba_met:mi265y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
SFTs: Add-on for counterparty credit risk020
concepteba_met:mi425y
eba_dim:APReba_AP:x96y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x31y
Derogation for SFTs: Add-on in accordance with Article 429b (4) and 222 of the CRR030
concepteba_met:mi426y
eba_dim:APReba_AP:x97y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
Counterparty credit risk of SFT agent transactions in accordance with Article 429b (6) of the CRR040
concepteba_met:mi425y
eba_dim:APReba_AP:x96y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x29y
(-) Exempted CCP leg of client-cleared SFT exposures050
concepteba_met:mi427y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x30y
Derivatives: Current replacement cost060
concepteba_met:mi428y
eba_dim:APReba_AP:x106y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Eligible cash variation margin received offset against derivatives market value070
concepteba_met:mi429y
eba_dim:APReba_AP:x106y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Exempted CCP leg of client-cleared trade exposures (replacement costs)080
concepteba_met:mi427y
eba_dim:APReba_AP:x106y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPReba_RP:x30y
Derivatives: Add-on under the mark-to-market method090
concepteba_met:mi430y
eba_dim:APReba_AP:x102y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Exempted CCP leg of client-cleared trade exposures (potential future exposure)100
concepteba_met:mi427y
eba_dim:APReba_AP:x102y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPReba_RP:x30y
Derogation for derivatives: original exposure method110
concepteba_met:mi431y
eba_dim:APReba_AP:x107y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Exempted CCP leg of client-cleared trade exposures (original exposure method)120
concepteba_met:mi427y
eba_dim:APReba_AP:x107y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPReba_RP:x30y
Capped notional amount of written credit derivatives130
concepteba_met:mi419y
eba_dim:APReba_AP:x99y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x168y
(-) Eligible purchased credit derivatives offset against written credit derivatives140
concepteba_met:mi432y
eba_dim:APReba_AP:x99y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x168y
Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR150
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x6y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 20% CCF in accordance with Article 429 (10) of the CRR160
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x8y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 50% CCF in accordance with Article 429 (10) of the CRR170
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x10y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 100% CCF in accordance with Article 429 (10) of the CRR180
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x14y
eba_dim:MCYeba_MC:x176y
Other assets190
concepteba_met:mi265y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
Gross up for derivatives collateral provided200
concepteba_met:mi265y
eba_dim:APReba_AP:x103y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x415y
(-) Receivables for cash variation margin provided in derivatives transactions210
concepteba_met:mi265y
eba_dim:APReba_AP:x98y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Exempted CCP leg of client-cleared trade exposures (initial margin)220
concepteba_met:mi427y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
eba_dim:RPReba_RP:x30y
Adjustments for SFT sales accounting transactions230
concepteba_met:mi265y
eba_dim:APReba_AP:x108y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Fiduciary assets240
concepteba_met:mi265y
eba_dim:APReba_AP:x101y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR250
concepteba_met:mi265y
eba_dim:APReba_AP:x101y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x625y
(-) Exposures exempted in accordance with Article 429 (14) of the CRR260
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x625y
(-) Asset amount deducted - Tier 1 - fully phased-in definition270
concepteba_met:mi423y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x622y
eba_dim:OFSeba_OF:x8y
(-) Asset amount deducted - Tier 1 - transitional definition280
concepteba_met:mi424y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x622y
eba_dim:OFSeba_OF:x8y
Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital290
concepteba_met:mi76y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x623y
Total Leverage Ratio exposure - using a transitional definition of Tier 1 capital300
concepteba_met:mi76y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x624y
Capital309
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Tier 1 capital - fully phased-in definition310
concepteba_met:mi58y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Tier 1 capital - transitional definition320
concepteba_met:mi81y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Leverage Ratio329
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
Leverage Ratio - using a fully phased-in definition of Tier 1 capital330
concepteba_met:pi270y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
Leverage Ratio - using a transitional definition of Tier 1 capital340
concepteba_met:pi271y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y

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