Conversion factors for off-balance sheet items | For off-balance sheet items, it specifies the value of the conversion factors to be applied to calculate their exposure value. |
| Percentages - Percentages |
| x1 - 0% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 12.00; C 13.00; C 41.00; ) |
| x6 - 10% (Reports:C 40.00; C 47.00; ) |
| x8 - 20% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; ) |
| x10 - 50% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; ) |
| x14 - 100% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; ) |
| x31 - >0% and <=20% (Reports:C 12.00; C 13.00; ) |
| x32 - >20% and <=50% (Reports:C 12.00; C 13.00; ) |
| x33 - >50% and <=100% (Reports:C 12.00; C 13.00; ) |
| C 07.00.a | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements |
| C 07.00.c | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property |
| C 07.00.d | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default |
| C 12.00 | CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements |
| C 13.00 | CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements |
| C 40.00 | LR1 - Alternative treatment of the Exposure Measure |
| C 41.00 | LR2 - On- and off-balance sheet items – additional breakdown of exposures |
| C 47.00 | LRCalc - Leverage ratio calculation |