Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_20.00 - C 20.00 (MKR SA CTP)

C 20.00
All positions(-) POSITIONS DEDUCTED FROM OWN FUNDSNet positionsBREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTSBREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTSBEFORE CAPAFTER CAPOWN FUNDS REQUIREMENTS
LongShort(-) Long(-) ShortLongShortRISK WEIGHTS < 1250%1250%SUPERVISORY FORMULA METHODLOOK-THROUGHINTERNAL ASSESMENT APPROACHRISK WEIGHTS < 1250%1250%SUPERVISORY FORMULA METHODLOOK-THROUGHINTERNAL ASSESMENT APPROACHWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONSWEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONS
7 - 10%12 - 18%20 - 35%40 - 75%100%250%350%425%650%OtherRATEDUNRATEDAVERAGE RISK WEIGHT (%)AVERAGE RISK WEIGHT (%)7 - 10%12 - 18%20 - 35%40 - 75%100%250%350%425%650%OtherRATEDUNRATEDAVERAGE RISK WEIGHT (%)AVERAGE RISK WEIGHT (%)
010020030040050060070080090100110120130140150160170180190200210220230240250260270280290300310320330340350360370380390400410420430440450
TOTAL EXPOSURES010
Securitisation Positions019
ORIGINATOR: TOTAL EXPOSURES020
SECURITISATIONS030
Other CTP positions040
INVESTOR: TOTAL EXPOSURES050
SECURITISATIONS060
Other CTP positions070
SPONSOR: TOTAL EXPOSURES080
SECURITISATIONS090
Other CTP positions100
N-th to default credit derivatives109
N-th to default credit derivatives110
Other CTP positions120

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