Index IndexConstraints ConstraintsDPM Map DPM Map

eba_tC_09.02 - C 09.02 (CR GB 2)

C 09.02
ORIGINAL EXPOSURE PRE CONVERSION FACTORSOf which: defaultedObserved new defaults for the periodGeneral credit risk adjustmentsSpecific credit risk adjustmentsWrite-offsCredit risk adjustments/write-offs for observed new defaultsPD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%)EXPOSURE WEIGHTED AVERAGE LGD (%)Of which: defaultedEXPOSURE VALUERISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTOROf which: defaulted(-) Adjustment to risk-weighted exposure amount due to SME supporting factor(-) Adjustment to risk-weighted exposure amount due to infrastructure projects supporting factorRISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTOREXPECTED LOSS AMOUNT
00100030004000500055006000700080009001000105011001200121012201250130
Central governments or central banks0010
Institutions0020
Corporates0030
Of Which: Specialised Lending (excl. SL subject to slotting criteria)0042
Of Which: Specialised Lending subject to slotting criteria0045
Of Which: SME0050
Retail0060
Retail – Secured by real estate property0070
SME0080
Non-SME0090
Qualifying Revolving0100
Other Retail0110
SME0120
Non-SME0130
Equity0140
Total exposures0150

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