| C 09.02 | ||||||||||||||||
| ORIGINAL EXPOSURE PRE CONVERSION FACTORS | Of which: defaulted | Observed new defaults for the period | General credit risk adjustments | Specific credit risk adjustments | Write-offs | Credit risk adjustments/write-offs for observed new defaults | PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) | Of which: defaulted | EXPOSURE VALUE | RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR | Of which: defaulted | RISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR | EXPECTED LOSS AMOUNT | ||
| 010 | 030 | 040 | 050 | 055 | 060 | 070 | 080 | 090 | 100 | 105 | 110 | 120 | 125 | 130 | ||
| Central governments or central banks | 010 | |||||||||||||||
| Institutions | 020 | |||||||||||||||
| Corporates | 030 | |||||||||||||||
| Of Which: Specialised Lending (excl. SL subject to slotting criteria) | 042 | |||||||||||||||
| Of Which: Specialised Lending subject to slotting criteria | 045 | |||||||||||||||
| Of Which: SME | 050 | |||||||||||||||
| Retail | 060 | |||||||||||||||
| Retail – Secured by real estate property | 070 | |||||||||||||||
| SME | 080 | |||||||||||||||
| Non-SME | 090 | |||||||||||||||
| Qualifying Revolving | 100 | |||||||||||||||
| Other Retail | 110 | |||||||||||||||
| SME | 120 | |||||||||||||||
| Non-SME | 130 | |||||||||||||||
| Equity | 140 | |||||||||||||||
| Total exposures | 150 | |||||||||||||||