label_boi_t838-4 - 838-4 Credit risk - debts of securities corporation (NIS ,000)

Exposure before credit loss provisions (before conversion into creditExposure after credit loss provisions (before conversion into credit)Credit risk mitigation with effect of substitution on exposureNet exposure after effects of CRM substitution and before conversion coefficientsCredit risk mitigation with effect on exposure sum (comprehensive approach)Size of exposure after credit mitigation (before conversion into credit)Size of exposure after conversion into creditRisk-Weighted Assets (RWA)
GuaranteesCredit derivativesCollateral - simple approachReplacement of exposure due to CRMAdjustment for exposure volatility (He)Adjusted value of financial security(-)
Sums subtracted (-)Sums added (+)Volatility and maturity adjustment(-)
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A. Total of all exposures1
B. Breakdown of exposures by exposure type
Balance sheet exposures
Credit2
Bonds3
Total for balance sheet4
Transactions in derivatives5
Off balance sheet exposures
Credit lines6
Other7
Total off balance sheet8
Of which:
0% conversion coefficient9
20% conversion coefficient10
50% conversion coefficient11
100% conversion coefficient12
C. Breakdown of exposures by risk weights
20%13
50%14
Without outside credit valuation15
100%16
Thereof: delinquent17
150%18
Thereof: delinquent19