Index IndexTemplate TemplateDPM Map DPM Map

eba_tC_103.00 - C 103.00

C 103.00
Number of obligorsPDOriginal exposure pre conversion factorsExposure after CRM substitution effects pre conversion factorsCCFEADCollateral valueLGDMaturityExpected LossProvisions non-performing exposuresRWARWA StandardisedDefault rate latest yearDefault rate past 5 yearsLoss rate latest yearLoss rate past 5 yearsRWA min (1 year)RWA max (1 year)RWA min (5 years)RWA max (5 years)
040060080090100110120130140150160170180190200210220250260270280
eba_dim:PBE
Exposure by Portfolio, Regulatory Approach, Type of risk, Rating Grade and Residence of Counterparty 010
concepteba_met:ii177x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:pi187x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi180x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi116x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:pi370x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi119x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi42x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:pi128x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:ii163x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi115x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi76x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:MCYeba_MC:x401x
eba_dim:PBE*y
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
concepteba_met:pd371x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x48x
concepteba_met:pd371x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x49x
concepteba_met:pd372x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x48x
concepteba_met:pd372x
eba_dim:BASeba_BA:x17x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x49x
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:CSCeba_CS:x17x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x48x
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:CSCeba_CS:x18x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x48x
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:CSCeba_CS:x19x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x49x
concepteba_met:mi310x
eba_dim:BASeba_BA:x9x
eba_dim:CSCeba_CS:x20x
eba_dim:HYVeba_BT:x10x
eba_dim:IMSeba_IM:x30x
eba_dim:PBE*y
eba_dim:REFeba_RF:x49x

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