ANNEX I Table 16: rows 1 - 13
| [F1INTERNAL RATING SYSTEM | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | EXPOSURE VALUE | EXPOSURE WEIGHTED AVERAGE LGD (%) | RISK WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: | ||||
|---|---|---|---|---|---|---|---|---|---|---|
| UNFUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | EXPECTED LOSS AMOUNT | ||||||||
| PD ASSIGNED TO THE OBLIGOR GRADE (%) | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) TOTAL OUTFLOWS | |||||||
| 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | ||
| 010 | TOTAL IRB EQUITY EXPOSURES | Cell linked to CA | ||||||||
| 020 | PD/LGD APRROACH: TOTAL | |||||||||
| 050 | SIMPLE RISK WEIGHT APPROACH: TOTAL | |||||||||
| 060 | BREAKDOWN OF TOTAL EXPOSURES UNDER THE SIMPLE RISK WEIGHT APRROACH BY RISK WEIGHTS: | |||||||||
| 070 | RISK WEIGHT: 190 % | |||||||||
| 080 | 290 % | |||||||||
| 090 | 370 % | |||||||||
| 100 | INTERNAL MODELS APPROACH | |||||||||
| 110 | EQUITY EXPOSURES SUBJECT TO RISK WEIGHTS | ] | ||||||||
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).