Index IndexTemplate TemplateDPM Map DPM Map

eba_tC_101.00 - C 101.00

C 101.00
RatingDefault statusExposure classDate of most recent rating of counterpartyPDOriginal exposure pre conversion factorsExposure after CRM substitution effects pre conversion factorsCCFEADCollateral valueHyp LGD senior unsecured without negative pledgeHyp LGD senior unsecured with negative pledgeLGDMaturityRWA
040070020050060080090100110120130140150160170
eba_dim:INC
Exposure by Counterparty, Regulatory approach, Type of risk 010
concepteba_met:ii368x
eba_dim:APReba_AP:x27x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:ei408x
eba_dim:INC*y
concepteba_met:ei366x
eba_dim:INC*y
concepteba_met:di369x
eba_dim:INC*y
concepteba_met:pi187x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:mi116x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:pi370x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:mi42x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:pi158x
eba_dim:BASeba_BA:x17x
eba_dim:CLSeba_CG:x18x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:SCCeba_MC:x609x
eba_dim:SUBeba_MC:x611x
concepteba_met:pi158x
eba_dim:BASeba_BA:x17x
eba_dim:CLSeba_CG:x18x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
eba_dim:SCCeba_MC:x610x
eba_dim:SUBeba_MC:x611x
concepteba_met:pi128x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:ii163x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x29x
eba_dim:INC*y

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