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

C 09.02 – GEOGRAPHICAL BREAKDOWN OF EXPOSURES BY RESIDENCE OF THE OBLIGOR: IRB EXPOSURES (CR GB 2)

Country:

ANNEX I Table 14: rows 1 - 19

[F1ORIGINAL EXPOSURE PRE CONVERSION FACTORS Observed new defaults for the period General credit risk adjustments Specific credit risk adjustments Write off Credit risk adjustments/write-offs for observed new defaults PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) EXPOSURE WEIGHTED AVERAGE LGD (%) EXPOSURE VALUE RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR RISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR EXPECTED LOSS AMOUNT
Of which: defaulted Of which: defaulted Of which: defaulted
010 030 040 050 055 060 070 080 090 100 105 110 120 125 130
010 Central governments or central banks
020 Institutions
030 Corporates
042 Of Which: Specialised Lending (excl. SL subject to slotting criteria)
045 Of Which: Specialised Lending subject to slotting criteria
050 Of Which: SME
060 Retail
070 Secured by real estate property
080 SME
090 Non-SME
100 Qualifying Revolving
110 Other Retail
120 SME
130 Non-SME
140 Equity
150 Total exposures ]