| Name
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Size
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Creator |
Creation Date
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Last Modification Date
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Labels |
Attached To |
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Microsoft Excel Sheet C 09.02.xls |
31 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 09.02 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
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Microsoft Excel Sheet C 09.04.xls |
30 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 09.04 - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
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Microsoft Excel Sheet C 10.01.xls |
29 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 10.01 - Credit risk Equity - IRB approaches to capital requirements - TOTAL
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Microsoft Excel Sheet C 10.02.xls |
33 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 10.02 - Credit risk Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD_LGD Approach by obligor grades
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Microsoft Excel Sheet C 11.00.xls |
28 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 11.00 - Settlement_Delivery risk
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Microsoft Excel Sheet C 12.00.xls |
27 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 12.00 - Credit risk Securitisations - Standardised Approach to own funds requirements
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Microsoft Excel Sheet C 13.00.xls |
50 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 13.00 - Credit risk Securitisations - IRB Approach to own funds requirements
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Microsoft Excel Sheet C 14.00.xls |
37 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 14.00 - Detailed information on securitisations
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Microsoft Excel Sheet C 15.00.xls |
27 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 15.00 - Exposures and losses from lending collateralised immovable property
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Microsoft Excel Sheet C 16.00.xls |
30 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 16.00 - Operational risk - Excluding AMA
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Microsoft Excel Sheet C 17.01.xls |
43 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 17.01 - Operational risk Losses and recoveries by business lines and event types in the last year
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Microsoft Excel Sheet C 17.02.xls |
33 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 17.02 - Operational risk Large loss events
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Microsoft Excel Sheet C 18.00.xls |
190 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 18.00 - Market risk Standardised Approach for traded debt instruments
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Microsoft Excel Sheet C 19.00.xls |
39 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 19.00 - Market risk Standardised Approach for specific risk in securitisations
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Microsoft Excel Sheet C 20.00.xls |
35 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 20.00 - Market risk Standardised Approach for specific risk in the correlation trading portfolio
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Microsoft Excel Sheet C 21.00.xls |
86 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 21.00 - Market risk Standardised Approach for position risk in equities
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Microsoft Excel Sheet C 22.00.xls |
35 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 22.00 - Market risk Standardised Approaches for foreign exchange risk
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Microsoft Excel Sheet C 23.00.xls |
30 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 23.00 - Market risk Standardised Approach for position risk in commodities
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Microsoft Excel Sheet C 24.00.xls |
30 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 24.00 - Market risk Internal models - Total
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Microsoft Excel Sheet C 25.00.xls |
29 kB |
Ethan |
Nov 09, 2020 12:25 |
Nov 09, 2020 12:25 |
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Page: C 25.00 - CVA RISK
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