LegalizeCommission Implementing Regulation (EU) 2021/451 of 17 December 2020 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to supervisory reporting of institutions and repealing Implementing Regulation (EU) No 680/2014 (Text with EEA relevance)
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | SYNTHETIC SECURITIZATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES | SYNTHETIC SECURITIZATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES | SYNTHETIC SECURITIZATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES | SECURITISATION POSITIONS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | (-) NON REFUNDABLE PURCHASE PRICE DISCOUNT | (-) SPECIFIC CREDIT RISK ADJUSTMENTS ON UNDERLYING EXPOSURES | EXPOSURE VALUE | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | RISK-WEIGHTED EXPOSURE AMOUNT | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | (-) REDUCTION DUE TO RISK WEIGHT CAP | (-) REDUCTION DUE TO OVERALL CAP | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM SECURITISATIONS TO OTHER EXPOSURE CLASSES | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | (-) FUNDED CREDIT PROTECTION (Cva) | (-) TOTAL OUTFLOWS | NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | (-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | (-) FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | OF WHICH: SUBJECT TO A CCF OF 0% | (-) NON REFUNDABLE PURCHASE PRICE DISCOUNT | (-) SPECIFIC CREDIT RISK ADJUSTMENTS ON UNDERLYING EXPOSURES | EXPOSURE VALUE | (-) DEDUCTED FROM OWN FUNDS | SUBJECT TO RISK WEIGHTS | SEC-IRBA | SEC-IRBA | SEC-IRBA | SEC-IRBA | SEC-IRBA | SEC-IRBA | SEC-IRBA | SEC-SA | SEC-SA | SEC-SA | SEC-SA | SEC-SA | SEC-SA | SEC-SA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | SEC-IRBA | SEC-IRBA | SEC-SA | SEC-SA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | SEC-ERBA | INTERNAL ASSESSMENT APPROACH | INTERNAL ASSESSMENT APPROACH | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: SYNTHETIC SECURITISATIONS | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | (-) REDUCTION DUE TO RISK WEIGHT CAP | (-) REDUCTION DUE TO OVERALL CAP | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM SECURITISATIONS TO OTHER EXPOSURE CLASSES | |||
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | (-) FUNDED CREDIT PROTECTION (Cva) | (-) TOTAL OUTFLOWS | NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | (-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | (-) FUNDED CREDIT PROTECTION | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | OF WHICH: SUBJECT TO A CCF OF 0% | (-) NON REFUNDABLE PURCHASE PRICE DISCOUNT | (-) SPECIFIC CREDIT RISK ADJUSTMENTS ON UNDERLYING EXPOSURES | EXPOSURE VALUE | (-) DEDUCTED FROM OWN FUNDS | SUBJECT TO RISK WEIGHTS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY CREDIT QUALITY STEPS | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY REASONS FOR APPLICATION OF SEC-ERBA | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | BREAKDOWN BY RW BANDS | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | OF WHICH: RW=1 250 % (W UNKNOWN) | AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES | SEC-ERBA OPTION | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) No 575/2013 | FOLLOWING THE HIERARCHY OF APPROACHES | AVERAGE RISK WEIGHT (%) | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: SYNTHETIC SECURITISATIONS | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | (-) REDUCTION DUE TO RISK WEIGHT CAP | (-) REDUCTION DUE TO OVERALL CAP | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM SECURITISATIONS TO OTHER EXPOSURE CLASSES | |||||||||||||
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | (-) FUNDED CREDIT PROTECTION (Cva) | (-) UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*) | NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | (-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | (-) FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | OF WHICH: SUBJECT TO A CCF OF 0% | (-) NON REFUNDABLE PURCHASE PRICE DISCOUNT | (-) SPECIFIC CREDIT RISK ADJUSTMENTS ON UNDERLYING EXPOSURES | EXPOSURE VALUE | (-) DEDUCTED FROM OWN FUNDS | SUBJECT TO RISK WEIGHTS | =< 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | = < 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW (W UNKNOWN) | 1 250 % RW (OTHER) | SHORT TERM CREDIT QUALITY STEPS | SHORT TERM CREDIT QUALITY STEPS | SHORT TERM CREDIT QUALITY STEPS | SHORT TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | LONG TERM CREDIT QUALITY STEPS | AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES | SEC-ERBA OPTION | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) No 575/2013 | FOLLOWING THE HIERARCHY OF APPROACHES | =< 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | OF WHICH: RW=1 250 % (W UNKNOWN) | AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES | SEC-ERBA OPTION | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) No 575/2013 | FOLLOWING THE HIERARCHY OF APPROACHES | AVERAGE RISK WEIGHT (%) | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: SYNTHETIC SECURITISATIONS | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | (-) REDUCTION DUE TO RISK WEIGHT CAP | (-) REDUCTION DUE TO OVERALL CAP | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM SECURITISATIONS TO OTHER EXPOSURE CLASSES | |||||||||||
| TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED | (-) FUNDED CREDIT PROTECTION (Cva) | (-) UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*) | NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | (-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | (-) FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | (-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | OF WHICH: SUBJECT TO A CCF OF 0% | (-) NON REFUNDABLE PURCHASE PRICE DISCOUNT | (-) SPECIFIC CREDIT RISK ADJUSTMENTS ON UNDERLYING EXPOSURES | EXPOSURE VALUE | (-) DEDUCTED FROM OWN FUNDS | SUBJECT TO RISK WEIGHTS | =< 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | = < 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW (W UNKNOWN) | 1 250 % RW (OTHER) | CQS 1 | CQS 2 | CQS 3 | ALL OTHER CQS | CQS 1 | CQS 2 | CQS 3 | CQS 4 | CQS 5 | CQS 6 | CQS 7 | CQS 8 | CQS 9 | CQS 10 | CQS 11 | CQS 12 | CQS 13 | CQS 14 | CQS 15 | CQS 16 | CQS 17 | ALL OTHER CQS | AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES | SEC-ERBA OPTION | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) No 575/2013 | FOLLOWING THE HIERARCHY OF APPROACHES | =< 20 % RW | > 20 % TO 50 % RW | > 50 % TO 100 % RW | > 100 % TO < 1 250 % RW | 1 250 % RW | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: CALCULATED UNDER ARTICLE 255 (4) (PURCHASED RECEIVABLES) | OF WHICH: RW=1 250 % (W UNKNOWN) | AUTO LOANS, AUTO LEASES AND EQUIPMENT LEASES | SEC-ERBA OPTION | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (a) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLE 254(2), POINT (b) OF REGULATION (EU) No 575/2013 | POSITIONS SUBJECT TO ARTICLES 254 (4) OR 258 (2) OF REGULATION (EU) No 575/2013 | FOLLOWING THE HIERARCHY OF APPROACHES | AVERAGE RISK WEIGHT (%) | SPECIFIC TREATMENT FOR SENIOR TRANCHES OF QUALIFYING NPE SECURITISATIONS | OTHER (RW=1 250 %) | OF WHICH: SYNTHETIC SECURITISATIONS | ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | (-) REDUCTION DUE TO RISK WEIGHT CAP | (-) REDUCTION DUE TO OVERALL CAP | TOTAL RISK-WEIGHTED EXPOSURE AMOUNT | MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM SECURITISATIONS TO OTHER EXPOSURE CLASSES | |||||||||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | 0320 | 0330 | 0340 | 0350 | 0360 | 0370 | 0380 | 0390 | 0400 | 0410 | 0420 | 0430 | 0440 | 0450 | 0460 | 0470 | 0480 | 0490 | 0500 | 0510 | 0520 | 0530 | 0540 | 0550 | 0560 | 0570 | 0580 | 0590 | 0600 | 0610 | 0620 | 0630 | 0640 | 0650 | 0660 | 0670 | 0680 | 0690 | 0695 | 0700 | 0710 | 0720 | 0730 | 0740 | 0750 | 0760 | 0770 | 0780 | 0790 | 0800 | 0810 | 0820 | 0830 | 0840 | 0845 | 0850 | 0860 | 0870 | 0880 | 0890 | 0900 | 0910 | 0920 | 0930 | ||
| 0010 | TOTAL EXPOSURES | Cell linked to CA | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0020 | SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0030 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0040 | EXPOSURES IN STS ABCP AND NON-ABCP TRADITIONAL SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0050 | GRANDFATHERED SENIOR POSITION IN SME SYNTHETIC SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0051 | SENIOR POSITIONS IN STS ON-BALANCE SHEET SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0060 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0070 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0080 | ORIGINATOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0090 | SECURITISATIONS: ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0100 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0110 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0120 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0121 | EXPOSURES IN NON-NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0131 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0133 | EXPOSURES IN NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0134 | OF WHICH: SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0135 | OF WHICH: SENIOR EXPOSURES IN NON-QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0136 | OF WHICH: NON-SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0140 | SECURITISATIONS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0150 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0160 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0170 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0180 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0190 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0200 | INVESTOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0210 | SECURITISATIONS: ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0220 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0230 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0240 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0241 | EXPOSURES IN NON-NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0251 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0253 | EXPOSURES IN NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0254 | OF WHICH: SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0255 | OF WHICH: SENIOR EXPOSURES IN NON-QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0256 | OF WHICH: NON-SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0260 | SECURITISATIONS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0270 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0280 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0290 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0300 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0310 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0320 | SPONSOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0330 | SECURITISATIONS: ON-BALANCE SHEET ITEMS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0340 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0350 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0360 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0361 | EXPOSURES IN NON-NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0371 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0373 | EXPOSURES IN NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0374 | OF WHICH: SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0375 | OF WHICH: SENIOR EXPOSURES IN NON-QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0376 | OF WHICH: NON-SENIOR EXPOSURES IN QUALIFYING TRADITIONAL NPE SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0380 | SECURITISATIONS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0390 | QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0400 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0410 | NOT QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0420 | OF WHICH: SENIOR EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0430 | RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0440 | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Short term |
| 0450 | CQS 1 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0460 | CQS 2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0470 | CQS 3 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0480 | ALL OTHER CQS AND UNRATED | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0490 | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term | BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION: Long term |
| 0500 | CQS 1 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0510 | CQS 2 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0520 | CQS 3 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0530 | CQS 4 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0540 | CQS 5 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0550 | CQS 6 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0560 | CQS 7 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0570 | CQS 8 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0580 | CQS 9 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0590 | CQS 10 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0600 | CQS 11 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0610 | CQS 12 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0620 | CQS 13 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0630 | CQS 14 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0640 | CQS 15 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0650 | CQS 16 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0660 | CQS 17 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 0670 | ALL OTHER CQS AND UNRATED |
C 14.00 - DETAILED INFORMATION ON SECURITISATIONS (SEC Details)
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.
This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence.
EUR-Lex
Creative Commons Attribution 4.0 International (CC BY 4.0)
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). Reused under the Creative Commons Attribution 4.0 International (CC BY 4.0) licence. Only EU legislation published in the printed Official Journal of the European Union is deemed authentic; consolidated texts are reproduced here for documentation purposes and have been reformatted to Markdown.