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eba_tC_07.00.a - C 07.00.a (CR SA)

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C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280

C 07.00.a

		Original exposure pre conversion factors	(-) Value adjustments and provision associated with the original exposure	Exposure net of value adjustments and provisions	CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE						Net exposure after CRM substitution effects pre conversion factors	Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method			Fully adjusted exposure value (E*)	Breakdown of the fully adjusted exposure value of off-balance sheet items by conversion factors				Exposure value	Risk weighted exposure amount pre SME-supporting factor	Risk weighted exposure amount after SME-supporting factor
					Unfunded credit protection: adjusted values (Ga)		Funded credit protection		Substitution of the exposure due to CRM			Volatility adjustment to the exposure	(-) Financial collateral: adjusted value (Cvam)			0%	20%	50%	100%				Of which: with a credit assessment by a nominated ECAI	Of which: with a credit assessment derived from central government
					(-) Guarantees	(-) Credit derivatives	(-) Financial collateral: simple method	(-) Other funded credit protection	(-) Total Outflows	Total Inflows (+)				(-) of which: Volatility and maturity adjustments
		010	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	215	220	230	240

TOTAL EXPOSURES	010
of which: Defaulted exposures	015
of which: SME	020
of which: exposures subject to SME-supporting factor	030
of which: Secured by mortgages on immovable property - Residential property	040
of which: Exposures under the permanent partial use of the standardised approach	050
of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation	060
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:	065
On balance sheet exposures subject to credit risk	070
Off balance sheet exposures subject to credit risk	080
Exposures / Transactions subject to counterparty credit risk	085
Securities Financing Transactions	090
Of which: Centrally cleared through a QCCP	100
Derivatives & Long Settlement Transactions	110
Of which: Centrally cleared through a QCCP	120
From Contractual Cross Product Netting	130
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:	135
0%	140
2%	150
4%	160
10%	170
20%	180
35%	190
50%	200
70%	210
75%	220
100%	230
150%	240
250%	250
370%	260
1250%	270
Other risk weights	280