| Row | Legal references and instructions |
|---|
| 010 | Total on- and off-balance sheet exposures belonging to the non-trading book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):
This is the sum of {020:*} to {100;*}.
|
| 020 | = 0 %
Exposures with a 0 % risk weight.
|
| 030 | > 0 % and ≤ 12 %
Exposures with a risk weight included within a range of risk weights strictly greater than 0 % and smaller than or equal to 12 %.
|
| 040 | > 12 % and ≤ 20 %
Exposures with a risk weight included within a range of risk weights strictly greater than 12 % and smaller than or equal to 20 %.
|
| 050 | > 20 % and ≤ 50 %
Exposures with a risk weight included within a range of risk weights strictly greater than 20 % and smaller than or equal to 50 %.
|
| 060 | > 50 % and ≤ 75 %
Exposures with a risk weight included within a range of risk weights strictly greater than 50 % and smaller than or equal to 75 %.
|
| 070 | > 75 % and ≤ 100 %
Exposures with a risk weight included within a range of risk weights strictly greater than 75 % and smaller than or equal to 100 %.
|
| 080 | > 100 % and ≤ 425 %
Exposures with a risk weight included within a range of risk weights strictly greater than 100 % and smaller than or equal to 425 %.
|
| 090 | > 425 % and ≤ 1250 %
Exposures with a risk weight included within a range of risk weights strictly greater than 425 % and smaller than or equal to 1250 %.
|
| 100 | Exposures in default Under the Standardised Approach, exposures falling under Article 112(j) of the CRR.
Under the IRB approach, all exposures with a PD of 100 % are exposures in default.
|
| 110 | (memo item) Low-risk off-balance sheet items or off-balance sheet items attracting a 0 % conversion factor under the solvency ratio
Low risk off-balance sheet items in accordance with Article 111 of the CRR and off-balance sheet items attracting a 0 % conversion factor in accordance with Article 166 of the CRR.
|
| Column | Legal references and instructions |
|---|
| 010 | On- and off-balance sheet exposures (SA exposures)
On- and off-balance sheet exposure values after taking into account value adjustments, all CRM and credit conversion factors, as calculated under Title II, Chapter 2, Part Three of the CRR.
|
| 020 | On and off-balance sheet exposures (IRB exposures) On- and off-balance sheet exposures values in accordance with Article 166 of the CRR and the first sentence of the second subparagraph of Article 230(1) of the CRR, after taking into account outflows and inflows due to CRM techniques with substitution effects on the exposure.
For off-balance sheet items, institutions shall apply the conversion factors as defined in Article 166(8) to (10) of the CRR.
|
| 030 | Nominal value
Exposure values of off-balance sheet items as defined in Articles 111 and 166 of the CRR without the application of conversion factors.]
|