Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_09.02 - C 09.02 (CR GB 2)

C 09.02
ORIGINAL EXPOSURE PRE CONVERSION FACTORSOf which: defaultedObserved new defaults for the periodGeneral credit risk adjustmentsSpecific credit risk adjustmentsWrite-offsCredit risk adjustments/write-offs for observed new defaultsPD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%)EXPOSURE WEIGHTED AVERAGE LGD (%)Of which: defaultedEXPOSURE VALUERISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOROf which: defaultedRISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOREXPECTED LOSS AMOUNT
010030040050055060070080090100105110120125130
Central governments or central banks010
Institutions020
Corporates030
Of Which: Specialised Lending040
Of Which: SME050
Retail060
Retail – Secured by real estate property070
SME080
Non-SME090
Qualifying Revolving100
Other Retail110
SME120
Non-SME130
Equity140
Total exposures150

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