[F1ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

C 09.01 – GEOGRAPHICAL BREAKDOWN OF EXPOSURES BY RESIDENCE OF THE OBLIGOR: SA EXPOSURES (CR GB 1)

Country:

ANNEX I Table 13: rows 1 - 23

[F1ORIGINAL EXPOSURE PRE CONVERSION FACTORS Observed new defaults for the period General credit risk adjustments Specific credit risk adjustments Write offs Credit risk adjustments/write-offs for observed new defaults EXPOSURE VALUE RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR RISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR
Defaulted exposures
010 020 040 050 055 060 070 075 080 090
010 Central governments or central banks
020 Regional governments or local authorities
030 Public sector entities
040 Multilateral Development Banks
050 International Organisations
060 Institutions
070 Corporates
075 of which: SME
080 Retail
085 of which: SME
090 Secured by mortgages on immovable property
095 of which: SME
100 Exposures in default
110 Items associated with particularly high risk
120 Covered bonds
130 Claims on institutions and corporates with a short-term credit assessment
140 Collective investments undertakings (CIU)
150 Equity exposures
160 Other exposures
170 Total exposures ]