Index
Constraints
DPM Mapeba_tC_14.00 - C 14.00 (CR SEC Details)
| C 14.00 | |||||||||||||||||||||||||||||||||||||||||||||||||||||
| INTERNAL CODE | IDENTIFIER OF THE SECURITISATION | IDENTIFIER OF THE ORIGINATOR | SECURITISATION TYPE: (TRADITIONAL / SYNTHETIC) | ACCOUNTING TREATMENT: Securitised assets are kept or removed from the balance sheet? | SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements? | SECURITISATION OR RE-SECURITISATION | STS SECURITISATION | RETENTION | ROLE OF THE INSTITUTION: (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR) | NON-ABCP PROGRAMMES | SECURITISED EXPOSURES | SECURITISATION STRUCTURE | SECURITISATION POSITIONS | (-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS | TOTAL RISK WEIGHTED EXPOSURE AMOUNT | APPROACH | STS SECURITISATION QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | SECURITISATION POSITIONS - TRADING BOOK | |||||||||||||||||||||||||||||||||||
| TYPE OF RETENTION APPLIED | % OF RETENTION AT REPORTING DATE | COMPLIANCE WITH THE RETENTION REQUIREMENT? | ORIGINATION DATE | TOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATE | TOTAL AMOUNT | INSTITUTION'S SHARE (%) | TYPE | Approach APPLIED (SA/IRB/MIX) | NUMBER OF EXPOSURES | COUNTRY | ELGD (%) | (-) VALUE ADJUSTMENTS AND PROVISIONS | OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) | ON-BALANCE SHEET ITEMS | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | MATURITY | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES | EARLY AMORTISATION | BEFORE CAP | AFTER CAP | CTP OR NON-CTP? | NET POSITIONS | TOTAL OWN FUNDS REQUIREMENTS (SA) | |||||||||||||||||||||||||||||
| SENIOR | MEZZANINE | FIRST LOSS | SENIOR | MEZZANINE | FIRST LOSS | FIRST FORESEEABLE TERMINATION DATE | LEGAL FINAL MATURITY DATE | ON-BALANCE SHEET ITEMS | OFF-BALANCE SHEET ITEMS AND DERIVATIVES | DIRECT CREDIT SUBSTITUTES | IRS / CRS | ELIGIBLE LIQUIDITY FACILITIES | OTHER (including non-eligible LF) | CONVERSION FACTOR APPLIED | LONG | SHORT | SPECIFIC RISK | ||||||||||||||||||||||||||||||||||||
| SENIOR | MEZZANINE | FIRST LOSS | SENIOR | MEZZANINE | FIRST LOSS | ||||||||||||||||||||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 075 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 280 | 290 | 300 | 310 | 320 | 330 | 340 | 350 | 360 | 370 | 380 | 390 | 400 | 410 | 420 | 430 | 440 | 445 | 446 | 450 | 460 | 470 | 480 | |||
| eba_dim:SRN | |||||||||||||||||||||||||||||||||||||||||||||||||||||
| Row Number | 005 | ||||||||||||||||||||||||||||||||||||||||||||||||||||