Index
Constraints
DPM Mapeba_tC_08.02 - C 08.02 (CR IRB 2)
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||
| C 08.02 | |||||||||||||||||||||||||||||||||
| Internal rating System - 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 SME-supporting factor | Risk weighted exposure amount after SME-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 | |||||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Total outflows | Total inflows (+) | Guarantees | Credit derivatives | Own estimates of lgd's are used: | Eligible financial collateral | Other eligible collateral | |||||||||||||||||||||||||
| Real estate | Other physical collateral | Receivables | |||||||||||||||||||||||||||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 255 | 260 | 270 | 280 | 290 | 300 | |||
| eba_dim:OGR | |||||||||||||||||||||||||||||||||
| Obligor Grade | 005 | ||||||||||||||||||||||||||||||||