Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.03 - Internal model - Credit event risk Portfolio view details - Market value (group)

S.26.10.01.03
Name Group ExposureMarket valueExposure at DefaultCredit Risk ContributionAverage Probability of Default (in %)Average Loss Given Default (in %)Market value (% of total sum)Credit Risk Contribution (% of total sum)
C0010C0020C0030C0040C0050C0060C0070C0080
Top 10 exposures in terms of market value (group)
Sum of all exposuresR0270
Top exposures totalR0280
Counterparty group exposure 1R0290
Counterparty group exposure 2R0300
Counterparty group exposure 3R0310
Counterparty group exposure 4R0320
Counterparty group exposure 5R0330
Counterparty group exposure 6R0340
Counterparty group exposure 7R0350
Counterparty group exposure 8R0360
Counterparty group exposure 9R0370
Counterparty group exposure 10R0380
All other exposuresR0390

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