eba_tC_19.00 - C 19.00 (MKR SA SEC)

C 19.00
All positions(-) POSITIONS DEDUCTED FROM OWN FUNDSNet positionsBREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO RISK WEIGHTSBREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO RISK WEIGHTSBREAKDOWN OF THE NET POSITION ACCORDING TO APPROACHESOVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402BEFORE CAPAFTER CAP
LongShort(-) Long(-) ShortLongShort[0-10%[[10-12%[[12-20%[[20-40%[[40-100%[[100-150%[[150-200%[[200-225%[[225-250%[[250-300%[[300-350%[[350-425%[[425-500%[[500-650%[[650-750%[[750-850%[[850-1250%[1250%[0-10%[[10-12%[[12-20%[[20-40%[[40-100%[[100-150%[[150-200%[[200-225%[[225-250%[[250-300%[[300-350%[[350-425%[[425-500%[[500-650%[[650-750%[[750-850%[[850-1250%[1250%SEC-IRBASEC-SASEC-ERBAINTERNAL ASSESSMENT APPROACHOTHER (RW=1250%)WEIGHTED NET LONG POSITIONSWEIGHTED NET SHORT POSITIONS
001000200030004000500060006100620063006400650066007100720073007400750076007700780079008100820083008500860087008800890091009200930094009500960097009800990101010201030104040204030404040504060530054005700601
TOTAL EXPOSURES0010
Of which: RE-SECURITISATIONS0020
ORIGINATOR: TOTAL EXPOSURES0030
SECURITISATIONS0040
OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT0041
RE-SECURITISATIONS0050
INVESTOR: TOTAL EXPOSURES0060
SECURITISATIONS0070
OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT0071
RE-SECURITISATIONS0080
SPONSOR: TOTAL EXPOSURES0090
SECURITISATIONS0100
OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT0101
RE-SECURITISATIONS0110