| I 06.11 | ||||||
| K - factor requirement | Exposure value | Replacement cost (RC) | Potential future exposure (PFE) | Collateral (C) | ||
| 0010 | 0020 | 0030 | 0040 | 0050 | ||
| Breakdown by method for determining the exposure value | 0009 | |||||
| Application of IFR: K-TCD | 0010 | |||||
| Alternative approaches: Exposure value determined in accordance with CRR | 0020 | |||||
| SA-CCR | 0030 | |||||
| Simplified SA-CCR | 0040 | |||||
| Original exposure method | 0050 | |||||
| Alternative approaches: Full application of CRR framework | 0060 | |||||
| Memorandum item: CVA component | 0070 | |||||
| of which: calculated in accordance with CRR framework | 0080 | |||||
| Breakdown by type of counterparty | 0089 | |||||
| Central governments, central banks and public sector entities | 0090 | |||||
| Credit institutions and investment firms | 0100 | |||||
| Other counterparties | 0110 | |||||