eba_tC_09.04 - C 09.04 (CCB)

C 09.04
AmountPercentageQualitative information
001000200030
Relevant credit exposures – Credit risk0009
Exposure value under the Standardised Approach0010
Exposure value under the IRB Approach0020
Relevant credit exposures – Market risk0029
Sum of long and short positions of trading book exposures for standardised approaches0030
Value of trading book exposures for internal models0040
Relevant credit exposures – Securitisation0049
Exposure value of securitisation positions in the banking book0055
Own funds requirements and weights0069
Total own funds requirements for CCB0070
Relevant credit exposures – Credit risk0080
Relevant credit exposures – Market risk0090
Relevant credit exposures – Securitisation positions in the banking book0100
Own funds requirements weights0110
Countercyclical capital buffer rates0119
Countercyclical capital buffer rate set by the Designated Authority0120
Countercyclical capital buffer rate applicable for the country of the institution0130
Institution-specific countercyclical capital buffer rate0140
Use of 2% threshold0149
Use of 2 % threshold for general credit exposure0150
Use of 2 % threshold for trading book exposure0160