eba_tI_06.11 - I 06.11

I 06.11
K - factor requirementExposure valueReplacement cost (RC)Potential future exposure (PFE)Collateral (C)
00100020003000400050
Breakdown by method for determining the exposure value0009
Application of IFR: K-TCD0010
Alternative approaches: Exposure value determined in accordance with CRR0020
SA-CCR0030
Simplified SA-CCR0040
Original exposure method0050
Alternative approaches: Full application of CRR framework0060
Memorandum item: CVA component0070
of which: calculated in accordance with CRR framework0080
Breakdown by type of counterparty0089
Central governments, central banks and public sector entities0090
Credit institutions and investment firms0100
Other counterparties0110