Index
Constraints
DPM Maps2md_tS.26.11.01.01 - Credit event risk for financial instruments - Exposure at Default
| S.26.11.01.01 | ||||||||||
| Credit Quality Step 0 | Credit Quality Step 1 | Credit Quality Step 2 | Credit Quality Step 3 | Credit Quality Step 4 | Credit Quality Step 5 | Credit Quality Step 6 | Credit Quality Step Not Rated | Total | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
| Exposure at Default | ||||||||||
| Overall Exposure at Default | R0010 | |||||||||
| Bond and loans | R0020 | |||||||||
| Government bonds and loans | R0030 | |||||||||
| Corporate bonds and loans | R0040 | |||||||||
| Other bonds and loans | R0050 | |||||||||
| Cash | R0060 | |||||||||
| Derivatives | R0070 | |||||||||
| Other | R0080 | |||||||||