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eba_tC_103.00 - C 103.00

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C 103.00

Number of obligors

PD without supervisory measures

PD without MoC and supervisory measures

Original exposure pre conversion factors

Exposure after CRM substitution effects pre conversion factors

CCF

EAD

Collateral value

LGD

LGD without supervisory measures

LGD without MoC and without supervisory measures

LGD without MoC, supervisory measures and downturn component

Maturity

Expected Loss Amount

Provisions defaulted exposures

RWA

RWA Standardised

Default rate latest year

Default rate past 5 years

Loss rate latest year

Loss rate past 5 years

RWA-

RWA+

RWA--

RWA++

0040

0060

0061

0062

0080

0090

0100

0110

0120

0130

0131

0132

0133

0140

0150

0160

0170

0180

0190

0200

0210

0220

0250

0260

0270

0280

eba_dim:PBE

Exposure by Portfolio, Regulatory Approach, Type of risk, Rating Grade and Residence of Counterparty

0010

concept	eba_met:ii177	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pi187	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pi187	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:PVI	eba_BT:x2	x

concept	eba_met:pi464	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:PVI	eba_BT:x2	x

concept	eba_met:mi180	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi116	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pi370	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi119	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi42	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pi128	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pi128	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:PVI	eba_BT:x2	x

concept	eba_met:pi908	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:PVI	eba_BT:x2	x

concept	eba_met:pi909	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:PVI	eba_BT:x2	x

concept	eba_met:ii163	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi115	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi76	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x401	x
eba_dim:PBE	*	y

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y

concept	eba_met:pd371	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x48	x

concept	eba_met:pd371	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x49	x

concept	eba_met:pd372	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x48	x

concept	eba_met:pd372	x
eba_dim:BAS	eba_BA:x17	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x49	x

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CSC	eba_CS:x17	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x48	x

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CSC	eba_CS:x18	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x48	x

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CSC	eba_CS:x19	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x49	x

concept	eba_met:mi793	x
eba_dim:BAS	eba_BA:x9	x
eba_dim:CSC	eba_CS:x20	x
eba_dim:HYV	eba_BT:x10	x
eba_dim:IMS	eba_IM:x30	x
eba_dim:MCY	eba_MC:x945	x
eba_dim:PBE	*	y
eba_dim:REF	eba_RF:x49	x