Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.10.01.02 - Internal model - Credit event risk Portfolio view details - Impact on SCR (single)

S.26.10.01.02
Name Single 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)
C0090C0020C0030C0040C0050C0060C0070C0080
Top 10 exposures in terms of impact on SCR (single)
Sum of all exposuresR0140
Top exposures totalR0150
Counterparty single exposure 1R0160
Counterparty single exposure 2R0170
Counterparty single exposure 3R0180
Counterparty single exposure 4R0190
Counterparty single exposure 5R0200
Counterparty single exposure 6R0210
Counterparty single exposure 7R0220
Counterparty single exposure 8R0230
Counterparty single exposure 9R0240
Counterparty single exposure 10R0250
All other exposuresR0260

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