eba_tC_09.04 - C 09.04 (CCB)

C 09.04
AmountPercentageQualitative information
010020030
Relevant credit exposures – Credit risk009
Exposure value under the Standardised Approach010
Exposure value under the IRB Approach020
Relevant credit exposures – Market risk029
Sum of long and short positions of trading book exposures for standardised approaches030
Value of trading book exposures for internal models040
Relevant credit exposures – Securitisation049
Exposure value of securitisation positions in the banking book under the Standardised Approach050
Exposure value of securitisation positions in the banking book under the IRB Approach060
Own funds requirements and weights069
Total own funds requirements for CCB070
Relevant credit exposures – Credit risk080
Relevant credit exposures – Market risk090
Relevant credit exposures – Securitisation positions in the banking book100
Own funds requirements weights110
Countercyclical capital buffer rates119
Countercyclical capital buffer rate set by the Designated Authority120
Countercyclical capital buffer rate applicable for the country of the institution130
Institution-specific countercyclical capital buffer rate140
Use of 2% threshold149
Use of 2 % threshold for general credit exposure150
Use of 2 % threshold for trading book exposure160