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eba_tC_14.00 - C 14.00 (CR SEC Details)

C 14.00
IDENTIFIER OF THE SECURITISATIONINTRA-GROUP, PRIVATE OR PUBLIC SECURITISA-TION?ROLE OF THE INSTITUTION:(ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR)IDENTIFIER OF THE ORIGINATORSECURITISATION TYPE:(TRADITIONAL / SYNTHETIC / ABCP PROGRAMME / ABCP TRANSACTION)ACCOUNTING TREATMENT: SECURITISED ASSETS ARE KEPT OR REMOVED FROM THE BALANCE SHEET?SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements?SIGNIFICANT RISK TRANSFERSECURITISATION OR RE-SECURITISATIONSTS SECURITISATIONSECURITISATION QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT?RETENTIONNON-ABCP PROGRAMMESSECURITISED EXPOSURESSECURITISATION STRUCTURE
TYPE OF RETENTION APPLIED% OF RETENTION AT REPORTING DATECOMPLIANCE WITH THE RETENTION REQUIREMENT?ORIGINATION DATEDATE OF LATEST ISSUANCETOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATETOTAL AMOUNTINSTITUTION'S SHARE (%)TYPE% of IRB IN APPROACH APPLIEDNUMBER OF EXPOSURESEXPOSURES IN DEFAULT W (%)COUNTRYLGD (%)EL (%)UL (%)EXPOSURE-WEIGHTED AVERAGE MATURITY OF ASSETS(-) VALUE ADJUSTMENTS AND PROVISIONSOWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) Kirb% OF RETAIL EXPOSURES IN IRB POOLSOWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%) KsaMEMORANDUM ITEMSON-BALANCE SHEET ITEMSOFF-BALANCE SHEET ITEMS AND DERIVATIVESMATURITYMEMORANDUM ITEMS
CREDIT RISK ADJUSTMENTS DURING THE CURRENT PERIODSENIORMEZZANINEFIRST LOSSSENIORMEZZANINEFIRST LOSSFIRST FORESEEABLE TERMINATION DATEORIGINATOR'S CALL OPTIONS INCLUDED IN TRANSACTIONLEGAL FINAL MATURITY DATEATTACHMENT POINT OF RISK SOLD (%)DETACHMENT POINT OF RISK SOLD (%)RISK TRANSFER CLAIMED BY ORIGINATOR INSTITUTION (%)
AMOUNTATTACHMENT POINT (%)CQSAMOUNTNUMBER OF TRANCHESCQS OF THE MOST SUBORDINATED ONEAMOUNTDETACHMENT POINT (%)CQS
002000210110003000400051006000610070007504460080009001000120012101300140015001600171018001810190020102020203020402100221022202230225023002310232024002410242025002510252026002700280029002910300030203030304
eba_dim:SIC
Securitisation internal code 0010
concepteba_met:si329x
eba_dim:SIC*y
concepteba_met:ei654x
eba_dim:SIC*y
concepteba_met:ei215x
eba_dim:SIC*y
concepteba_met:si74x
eba_dim:SIC*y
concepteba_met:ei749x
eba_dim:SIC*y
concepteba_met:ei5x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei224x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei750x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei248x
eba_dim:SIC*y
concepteba_met:bi594x
eba_dim:SIC*y
concepteba_met:bi596x
eba_dim:SIC*y
concepteba_met:ei245x
eba_dim:SIC*y
concepteba_met:pi190x
eba_dim:BASeba_BA:x17x
eba_dim:SIC*y
concepteba_met:bi75x
eba_dim:SIC*y
concepteba_met:di181x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:di655x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi232x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:TSEeba_MC:x242x
concepteba_met:mi231x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi189x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei247x
eba_dim:MCYeba_MC:x317x
eba_dim:SIC*y
concepteba_met:pi656x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x3x
eba_dim:SIC*y
concepteba_met:ii175x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi659x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:ei86x
eba_dim:MCYeba_MC:x317x
eba_dim:SIC*y
concepteba_met:pi158x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi661x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi662x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi663x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi253x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi185x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi665x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi666x
eba_dim:MCYeba_MC:x317x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi667x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:pi660x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:ei664x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:ii668x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:ei664x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:pi670x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:ei664x
eba_dim:MCYeba_MC:x722x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x3x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x2x
concepteba_met:mi120x
eba_dim:BASeba_BA:x9x
eba_dim:MCYeba_MC:x723x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
eba_dim:SSTeba_ST:x1x
concepteba_met:di130x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:ei671x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:di157x
eba_dim:BASeba_BA:x17x
eba_dim:MCYeba_MC:x724x
eba_dim:SIC*y
concepteba_met:pi672x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi673x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y
concepteba_met:pi674x
eba_dim:BASeba_BA:x17x
eba_dim:RSPeba_RS:x4x
eba_dim:SIC*y

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