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).
[F1ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS ASSOCIATED WITH THE ORIGINAL EXPOSURE | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE EXPOSURE AMOUNT: FUNDED CREDIT PROTECTION. FINANCIAL COLLATERAL COMPREHENSIVE METHOD | FULLY ADJUSTED EXPOSURE VALUE (E*) | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE OF OFF-BALANCE SHEET ITEMS BY CONVERSION FACTORS | EXPOSURE VALUE | RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR | |||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | VOLATILITY ADJUSTMENT TO THE EXPOSURE | (-) FINANCIAL COLLATERAL: ADJUSTED VALUE (Cvam) | 0 % | 20 % | 50 % | 100 % | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | OF WHICH: WITH A CREDIT ASSESSMENT BY A NOMINATED ECAI | OF WHICH: WITH A CREDIT ASSESSMENT DERIVED FROM CENTRAL GOVERNMENT | ||||||||||||||
(-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) FINANCIAL COLLATERAL: SIMPLE METHOD | (-) OTHER FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | (-) OF WHICH: VOLATILITY AND MATURITY ADJUSTMENTS | |||||||||||||||||||
010 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 215 | 220 | 230 | 240 | ||
010 | TOTAL EXPOSURES | Cell linked to CA | |||||||||||||||||||||||
015 | of which: Defaulted exposures in exposure classes ‘ items associated with a particular high risk ’ and ‘ equity exposures ’ | ||||||||||||||||||||||||
020 | of which: SME | ||||||||||||||||||||||||
030 | of which: Exposures subject to SME-supporting factor | ||||||||||||||||||||||||
040 | of which: Secured by mortgages on immovable property – Residential property | ||||||||||||||||||||||||
050 | of which: Exposures under the permanent partial use of the Standardised Approach | ||||||||||||||||||||||||
060 | of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation | ||||||||||||||||||||||||
BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | |||||||||||||||||||||||||
070 | On balance sheet exposures subject to credit risk | ||||||||||||||||||||||||
080 | Off balance sheet exposures subject to credit risk | ||||||||||||||||||||||||
Exposures / Transactions subject to counterparty credit risk | |||||||||||||||||||||||||
$090 | Securities Financing Transactions | ||||||||||||||||||||||||
100 | of which: centrally cleared through a QCCP | ||||||||||||||||||||||||
110 | Derivatives & Long Settlement Transactions | ||||||||||||||||||||||||
120 | of which: centrally cleared through a QCCP | ||||||||||||||||||||||||
130 | From Contractual Cross Product Netting | ||||||||||||||||||||||||
BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | |||||||||||||||||||||||||
140 | 0 % | ||||||||||||||||||||||||
150 | 2 % | ||||||||||||||||||||||||
160 | 4 % | ||||||||||||||||||||||||
170 | 10 % | ||||||||||||||||||||||||
180 | 20 % | ||||||||||||||||||||||||
190 | 35 % | ||||||||||||||||||||||||
200 | 50 % | ||||||||||||||||||||||||
210 | 70 % | ||||||||||||||||||||||||
220 | 75 % | ||||||||||||||||||||||||
230 | 100 % | ||||||||||||||||||||||||
$240 | 150 % | ||||||||||||||||||||||||
250 | 250 % | ||||||||||||||||||||||||
260 | 370 % | ||||||||||||||||||||||||
270 | 1 250 % | ||||||||||||||||||||||||
280 | Other risk weights | ||||||||||||||||||||||||
MEMORANDUM ITEMS | |||||||||||||||||||||||||
290 | Exposures secured by mortgages on commercial immovable property | ||||||||||||||||||||||||
300 | Exposures in default subject to a risk weight of 100 % | ||||||||||||||||||||||||
310 | Exposures secured by mortgages on residential property | ||||||||||||||||||||||||
320 | Exposures in default subject to a risk weight of 150 % | ] |