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s2md_tS.26.10.01.06 - Internal model - Credit event risk Portfolio view details - Split by Credit Quality Step

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S.26.10.01.06

Market value

Exposure at Default

Credit Risk Contribution

Average Probability of Default (in %)

Average Loss Given Default (in %)

Market value (% of total sum)

Credit Risk Contribution (% of total sum)

C0020

C0030

C0040

C0050

C0060

C0070

C0080

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901

Split by Credit Quality Step (CQS)

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901

Credit Quality Step 0

R0650

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x22	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x22	y

Credit Quality Step 1

R0660

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x23	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x23	y

Credit Quality Step 2

R0670

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x24	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x24	y

Credit Quality Step 3

R0680

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x25	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x25	y

Credit Quality Step 4

R0690

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x26	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x26	y

Credit Quality Step 5

R0700

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x27	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x27	y

Credit Quality Step 6

R0710

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x28	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x28	y

Credit Quality Step Not Rated

R0720

concept	s2md_met:mi2896	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:QS	s2c_BR:x29	y
s2c_dim:TA	s2c_AM:x120	x

concept	s2md_met:pi2901	x
s2c_dim:QS	s2c_BR:x29	y

Total

R0730

concept	s2md_met:mi2896	x
s2c_dim:TA	s2c_AM:x120	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2671	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:mi2897	x
s2c_dim:VG	s2c_AM:x80	x

concept	s2md_met:pi2672	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2899	x
s2c_dim:TA	s2c_AM:x10	x

concept	s2md_met:pi2898	x
s2c_dim:TA	s2c_AM:x120	x

concept

s2md_met:pi2901