Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.12.01.01 - Internal model - Credit risk Non-Financial Instruments - Counterparty default risk Type 1 exposures

S.26.12.01.01
Name of single name exposureCode of single name exposureLoss Given DefaultExposure at DefaultProbability of Default
C0010C0020C0030C0040C0050
Top 10 Type 1 exposures in terms of impact on SCR
SumR0010
Single name exposure 1R0020
Single name exposure 2R0030
Single name exposure 3R0040
Single name exposure 4R0050
Single name exposure 5R0060
Single name exposure 6R0070
Single name exposure 7R0080
Single name exposure 8R0090
Single name exposure 9R0100
Single name exposure 10R0110
Other exposures (aggregate)R0120

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