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s2md_tS.26.12.01.02 - Internal model - Credit risk Non-Financial Instruments - Counterparty default risk Type 2 exposures

S.26.12.01.02
Loss Given DefaultExposure at DefaultProbability of DefaultDescription of exposure
C0030C0040C0050C0060
concepts2md_met:mi2670x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Type 2 exposures in terms of impact on SCR
concepts2md_met:mi2670x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
SumR0130
concepts2md_met:mi2670x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Insured portfolioR0140
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x51y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x51y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x51y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x51y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Intermediaries due for more than 3 monthsR0150
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x17y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x17y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x17y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x17y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Other main exposures 1R0160
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x53y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x53y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x53y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x53y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Other main exposures 2R0170
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x54y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x54y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x54y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x54y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Other main exposures 3R0180
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x55y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x55y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x55y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x55y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
Other Type 2 exposures (aggregate)R0190
concepts2md_met:mi2670x
s2c_dim:EXs2c_EX:x52y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:mi2671x
s2c_dim:EXs2c_EX:x52y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
s2c_dim:VGs2c_AM:x80x
concepts2md_met:pi2672x
s2c_dim:EXs2c_EX:x52y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y
concepts2md_met:si2673x
s2c_dim:EXs2c_EX:x52y
s2c_dim:RHs2c_TI:x2z
s2c_dim:RTs2c_RT:x147y

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