Index
Constraints
DPM Mapeba_tC_07.00.d - C 07.00.d (CR SA)
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||
| C 07.00.d | ||||||||||||||||||||||||||||
| Original exposure pre conversion factors | (-) Value adjustments and provision associated with the original exposure | Exposure net of value adjustments and provisions | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | Net exposure after CRM substitution effects pre conversion factors | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method | Fully adjusted exposure value (E*) | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors | Exposure value | Risk weighted exposure amount pre supporting factor | (-) Adjustment to risk-weighted exposure amount due to SME supporting factor | (-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factor | Risk weighted exposure amount after supporting factor | ||||||||||||||||
| Unfunded credit protection: adjusted values (Ga) | Funded credit protection | Substitution of the exposure due to CRM | Volatility adjustment to the exposure | (-) Financial collateral: adjusted value (CVAM) | 0% | 20% | 50% | 100% | Of which: Arising from Counterparty Credit Risk | Of which: with a credit assessment by a nominated ECAI | Of which: with a credit assessment derived from central government | |||||||||||||||||
| (-) Guarantees | (-) Credit derivatives | (-) Financial collateral: simple method | (-) Other funded credit protection | (-) Total Outflows | Total Inflows (+) | Volatility and maturity adjustments | Of which: Arising from Counterparty Credit Risk excluding exposures cleared through a CCP | |||||||||||||||||||||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| Memorandum items | 0285 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 100% | 0300 | |||||||||||||||||||||||||||
| Exposures in default subject to a risk weight of 150% | 0320 | |||||||||||||||||||||||||||