Index
Constraints
DPM Mapeba_tC_12.00.b - C 12.00.b (CR SEC SA)
| C 12.00.b | |||||||||||
| EXPOSURE VALUE | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | RISK-WEIGHTED EXPOSURE AMOUNT | |||||||||
| SUBJECT TO RISK WEIGHTS | RATED (CREDIT QUALITY STEPS) | 1250% | OF WHICH: SYNTHETIC SECURITISATIONS | ||||||||
| CQS 1 | CQS 2 | CQS 3 | CQS 4 | ALL OTHER CQS | UNRATED | ||||||
| 190 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 330 | 340 | ||
| BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: | 249 | ||||||||||
| CQS 1 | 250 | ||||||||||
| CQS 2 | 260 | ||||||||||
| CQS 3 | 270 | ||||||||||
| CQS 4 | 280 | ||||||||||
| ALL OTHER CQS AND UNRATED | 290 | ||||||||||