Index IndexTemplate TemplateDPM Map DPM Map

eba_tI_06.09 - I 06.09

I 06.09
K - factor requirement / amount
0010
concepteba_met:mi184x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x10y
eba_dim:TRIeba_TR:x65y
Total standardised approach0010
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x10y
eba_dim:TRIeba_TR:x65y
Position risk0020
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x51y
eba_dim:TRIeba_TR:x33y
Equity instruments0030
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x51y
eba_dim:TRIeba_TR:x14y
Debt instruments0040
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x51y
eba_dim:TRIeba_TR:x9y
Of which: securitisations0050
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x51y
eba_dim:TRIeba_TR:x67y
Particular approach for position risk in CIUs0055
concepteba_met:mi184x
eba_dim:APReba_AP:x110y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x51y
eba_dim:TRIeba_TR:x34y
Foreign exchange risk0060
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x10y
eba_dim:TRIeba_TR:x16y
Commodities risk0070
concepteba_met:mi184x
eba_dim:APReba_AP:x48y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x10y
eba_dim:TRIeba_TR:x12y
Internal model approach0080
concepteba_met:mi184x
eba_dim:APReba_AP:x26y
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x972y
eba_dim:PRPeba_PL:x10y
eba_dim:TRIeba_TR:x65y

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