eba_tC_08.01.b - C 08.01.b (CR IRB 1)

C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180
C 08.01.b
Exposure after CRM substitution effects pre conversion factorsExposure value
Of which: off balance sheet itemsOf which: off balance sheet itemsOf which: arising from counterparty credit risk
100120130
Total exposures010
of which: exposures subject to SME-supporting factor015
Exposures assigned to obligor grades or pools: Total070
Specialized lending slotting criteria: total080
Breakdown by risk weights of total exposures under specialized lending slotting criteria:085
0%090
50%100
70%110
Of which: in category 1120
90%130
115%140
250%150
Alternative treatment: secured by real estate160
Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights170
Dilution risk: total purchased receivables180