eba_tC_34.09 - C 34.09

C 34.09
Notional amountsFair values
Protection boughtProtection soldProtection boughtProtection sold
0010002000300040
concepteba_met:mi170x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Total0060
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Single-name credit default swaps0010
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1027y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1027y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1027y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1027y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Index credit default swaps0020
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1028y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1028y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1028y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1028y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Total return swaps0030
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x169y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x169y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x169y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x169y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Credit options0040
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1030y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1030y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1030y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1030y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Other credit derivatives0050
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1031y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1031y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1031y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x17y
eba_dim:MCBeba_MC:x1031y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Fair value breakdown0069
concepteba_met:mi170x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Positive fair value (asset)0070
concepteba_met:mi170x
eba_dim:BASeba_BA:x6y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x6y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x6y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x6y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
Negative fair value (liability)0080
concepteba_met:mi170x
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi170x
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x47x
eba_dim:TRIeba_TR:x1x
concepteba_met:mi129x
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x99y
eba_dim:PRPeba_PL:x10x
eba_dim:TCPeba_CP:x48x
eba_dim:TRIeba_TR:x1x