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Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance).
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
[F1INTERNAL RATING SYSTEM | ORIGINAL EXPOSURE PRE 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: | ||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNFUNDED CREDIT PROTECTION | (-) OTHER FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | OWN ESTIMATES OF LGD’S ARE USED: UNFUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | UNFUNDED CREDIT PROTECTION | |||||||||||||||||||||||||||
PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | 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 | GUARANTEES | CREDIT DERIVATIVES | OWN ESTIMATES OF LGD’S ARE USED: OTHER FUNDED CREDIT PROTECTION | ELIGIBLE FINANCIAL COLLATERAL | OTHER ELIGIBLE COLLATERAL | EXPECTED LOSS AMOUNT | (-) VALUE ADJUSTMENTS AND PROVISIONS | NUMBER OF OBLIGORS | |||||||||||||||
REAL ESTATE | OTHER PHYSICAL COLLATERAL | RECEIVABLES | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | |||||||||||||||||||||||||||||
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 | ||
010 | TOTAL EXPOSURES | Cell linked to CA | ||||||||||||||||||||||||||||||
015 | of which: Exposures subject to SME-supporting factor | |||||||||||||||||||||||||||||||
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | ||||||||||||||||||||||||||||||||
020 | On balance sheet items subject to credit risk | |||||||||||||||||||||||||||||||
030 | Off balance sheet items subject to credit risk | |||||||||||||||||||||||||||||||
Exposures / Transactions subject to counterparty credit risk | ||||||||||||||||||||||||||||||||
040 | Securities Financing Transactions | |||||||||||||||||||||||||||||||
050 | Derivatives & Long Settlement Transactions | |||||||||||||||||||||||||||||||
060 | From Contractual Cross Product Netting | |||||||||||||||||||||||||||||||
070 | EXPOSURES ASSIGNED TO OBLIGOR GRADES OR POOLS: TOTAL | |||||||||||||||||||||||||||||||
080 | SPECIALIZED LENDING SLOTTING CRITERIA: TOTAL | |||||||||||||||||||||||||||||||
BREAKDOWN BY RISK WEIGHTS OF TOTAL EXPOSURES UNDER SPECIALIZED LENDING SLOTTING CRITERIA: | ||||||||||||||||||||||||||||||||
090 | RISK WEIGHT: 0 % | |||||||||||||||||||||||||||||||
100 | 50 % | |||||||||||||||||||||||||||||||
110 | 70 % | |||||||||||||||||||||||||||||||
120 | Of which: in category 1 | |||||||||||||||||||||||||||||||
130 | 90 % | |||||||||||||||||||||||||||||||
140 | 115 % | |||||||||||||||||||||||||||||||
150 | 250 % | |||||||||||||||||||||||||||||||
160 | ALTERNATIVE TREATMENT: SECURED BY REAL ESTATE | |||||||||||||||||||||||||||||||
170 | EXPOSURES FROM FREE DELIVERIES APPLYING RISK WEIGHTS UNDER THE ALTERNATIVE TREATMENT OR 100 % AND OTHER EXPOSURES SUBJECT TO RISK WEIGHTS | |||||||||||||||||||||||||||||||
180 | DILUTION RISK: TOTAL PURCHASED RECEIVABLES | ] |