Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.05 - Internal model - Credit event risk Portfolio view details - Split by asset class

S.26.10.01.05
Market valueExposure at DefaultCredit Risk ContributionAverage Probability of Default (in %)Average Loss Given Default (in %)Market value (% of total sum)Credit Risk Contribution (% of total sum)
C0020C0030C0040C0050C0060C0070C0080
Split by asset class
Bond and loansR0530
Covered bondsR0540
Sovereign bondsR0550
MortgagesR0560
Asset backedR0570
OtherR0580
CashR0590
ReceivablesR0600
Reinsurance and derivativesR0610
Credit insuranceR0620
Off BS and otherR0630
TotalR0640

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