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eba_tC_09.04 - C 09.04 (CCB)

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C 09.04

Amount

Percentage

Qualitative information

0010

0020

0030

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Relevant credit exposures – Credit risk

0009

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

Exposure value under the Standardised Approach

0010

concept	eba_met:mi118	y
eba_dim:APR	eba_AP:x42	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi118	y
eba_dim:APR	eba_AP:x42	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi118	y
eba_dim:APR	eba_AP:x42	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

Exposure value under the IRB Approach

0020

concept	eba_met:mi119	y
eba_dim:APR	eba_AP:x27	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi119	y
eba_dim:APR	eba_AP:x27	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi119	y
eba_dim:APR	eba_AP:x27	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

Relevant credit exposures – Market risk

0029

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

Sum of long and short positions of trading book exposures for standardised approaches

0030

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x109	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x109	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x109	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

Value of trading book exposures for internal models

0040

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x26	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x26	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi256	y
eba_dim:APR	eba_AP:x26	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

Relevant credit exposures – Securitisation

0049

eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

eba_dim:BAS	eba_BA:x20	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

Exposure value of securitisation positions in the banking book

0055

concept	eba_met:mi118	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi118	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi118	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

Own funds requirements and weights

0069

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Total own funds requirements for CCB

0070

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Relevant credit exposures – Credit risk

0080

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x45	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x45	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x45	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x4	y

Relevant credit exposures – Market risk

0090

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x56	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x56	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

concept	eba_met:mi184	y
eba_dim:APR	eba_AP:x56	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x11	y

Relevant credit exposures – Securitisation positions in the banking book

0100

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

concept	eba_met:mi184	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:EXC	eba_EC:x27	y
eba_dim:PRP	eba_PL:x11	y
eba_dim:RIO	*	z
eba_dim:TRI	eba_TR:x2	y

Own funds requirements weights

0110

concept	eba_met:pi452	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

concept	eba_met:pi452	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

concept	eba_met:pi452	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Countercyclical capital buffer rates

0119

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Countercyclical capital buffer rate set by the Designated Authority

0120

concept	eba_met:pi453	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

concept	eba_met:pi453	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

concept	eba_met:pi453	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Countercyclical capital buffer rate applicable for the country of the institution

0130

concept	eba_met:pi454	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

concept	eba_met:pi454	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

concept	eba_met:pi454	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Institution-specific countercyclical capital buffer rate

0140

concept	eba_met:pi455	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

concept	eba_met:pi455	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

concept	eba_met:pi455	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Use of 2% threshold

0149

eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x17	x
eba_dim:RIO	*	z

eba_dim:BAS	eba_BA:x20	x
eba_dim:RIO	*	z

Use of 2 % threshold for general credit exposure

0150

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x10	y
eba_dim:RIO	*	z

Use of 2 % threshold for trading book exposure

0160

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x9	x
eba_dim:MCY	eba_MC:x754	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x17	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z

concept	eba_met:bi456	y
eba_dim:BAS	eba_BA:x20	x
eba_dim:PRP	eba_PL:x51	y
eba_dim:RIO	*	z