Index
Constraints
DPM Mapeba_tC_08.02 - C 08.02 (CR IRB 2)
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||||||||
| Internal rating scale - PD assigned to the obligor grade or pool | Original exposure conversion factors | Credit risk mitigation (CRM) techniques with substitution effects on the exposure | Exposure after CRM substitution effects pre conversion factors | Exposure value | Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment | Subject to double default treatment | Exposure weighted average lgd (%) | Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities | Exposure-weighted average maturity value (days) | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | Memorandum items: | |||||||||||||||||||||||||
| Of which: large financial sector entities and unregulated financial entities | Unfunded credit protection | (-) Other funded credit protection | Substitution of the exposure due to CRM | Of which: off balance sheet items | Of which: off balance sheet items | Of which: arising from counterparty credit risk | Of which: large financial sector entities and unregulated financial entities | Own estimates of lgd's are used: | Funded credit protection | Unfunded credit protection | Of which: large financial sector entities and unregulated financial entities | Expected loss amount | (-) value adjustments and provisions | Number of obligors | Pre-credit derivatives risk weighted exposure amount | ||||||||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||||||||
| Cash on deposit | Life insurance policies | Instruments held by a third party | Real estate | Other physical collateral | Receivables | ||||||||||||||||||||||||||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||||||||
| Obligor Grade | 0005 | ||||||||||||||||||||||||||||||||||||||