Index
Constraints
DPM Mapeba_tC_32.01 - C 32.01
| C 32.01 | ||||||||||
| Fair-valued assets and liabilities | Fair-valued assets and liabilities excluded because of partial impact on CET1 | Fair-valued assets and liabilities included in art. 4(1) threshold | ||||||||
| of which: trading book | Exactly matching | Hedge accounting | Prudential filters | Other | Comments for other | of which: trading book | ||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | ||
| Total fair-valued assets and liabilities | 0010 | |||||||||
| Total fair-valued assets | 0020 | |||||||||
| Financial assets held for trading | 0030 | |||||||||
| Trading financial assets | 0040 | |||||||||
| Non-trading financial assets mandatorily at fair value through profit or loss | 0050 | |||||||||
| Financial assets designated at fair value through profit or loss | 0060 | |||||||||
| Financial assets at fair value through other comprehensive income | 0070 | |||||||||
| Non-trading non-derivative financial assets measured at fair value through profit or loss | 0080 | |||||||||
| Non-trading non-derivative financial assets measured at fair value to equity | 0090 | |||||||||
| Other non-trading non-derivative financial assets | 0100 | |||||||||
| Derivatives - hedge accounting | 0110 | |||||||||
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | 0120 | |||||||||
| Investments in subsidiaries, joint ventures and associates | 0130 | |||||||||
| (-) Haircuts for trading assets at fair value | 0140 | |||||||||
| Total fair-valued liabilities | 0150 | |||||||||
| Financial liabilities held for trading | 0160 | |||||||||
| Trading financial liabilities | 0170 | |||||||||
| Financial liabilities designated at fair value through profit or loss | 0180 | |||||||||
| Derivatives - hedge accounting | 0190 | |||||||||
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | 0200 | |||||||||
| Haircuts for trading liabilities at fair value | 0210 | |||||||||