Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.01 - Internal model - Credit event risk Portfolio view details - Impact on SCR (group)

S.26.10.01.01
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 impact on SCR (group)
Sum of all exposuresR0010
Top exposures totalR0020
Counterparty group exposure 1R0030
Counterparty group exposure 2R0040
Counterparty group exposure 3R0050
Counterparty group exposure 4R0060
Counterparty group exposure 5R0070
Counterparty group exposure 6R0080
Counterparty group exposure 7R0090
Counterparty group exposure 8R0100
Counterparty group exposure 9R0110
Counterparty group exposure 10R0120
All other exposuresR0130

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