xmlns:atom="http://www.w3.org/2005/Atom" xmlns:atom="http://www.w3.org/2005/Atom"
Textual Amendments
SA Exposure class
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
Country:
Country:
Country:
OBLIGOR GRADE(ROW IDENTIFIER) | INTERNAL 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 | ||||||
005 | 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 |
Currency:
National market:
RANK | RISK CATEGORY | PRODUCT | UNDERLYING | CONCEN-TRATED POSITIONSIZE | SIZE MEASURE | MARKET VALUE | PRUDENT EXIT PERIOD | CONCEN-TRATED POSITIONS AVA | CONCEN-TRATED POSITIONFAIR VALUE ADJUSTMENT | IPV DIFFERENCE |
---|---|---|---|---|---|---|---|---|---|---|
0005 | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 |
Country:]