CRM Effects/Collateral | When Credit Risk Mitigation techniques are used, it specifies the type of technique that is applied and the effects of that technique. |
| Credit protection - Concepts related with the application of Credit Risk Mitigation techniques. |
| x2 - Credit derivatives - LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x3 - Credit derivatives - Substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; C 13.01; ) |
| x4 - Credit derivatives protection (Reports:C 10.01; C 10.02; ) |
| x5 - CRM techniques double default treatment (Reports:C 08.01.a; C 08.02; ) |
| x6 - CRM techniques Exposure value adjustment effect (Financial collateral comprehensive method SA) (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 13.01; ) |
| x7 - CRM techniques Exposure value adjustment effect [LE] (Reports:C 28.00; C 29.00; ) |
| x10 - CRM techniques substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; C 13.01; C 28.00; C 29.00; ) |
| x11 - Financial collateral comprehensive method SA (Reports:C 34.02; ) |
| x12 - Financial collateral LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x13 - Financial collateral simple method (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 13.01; C 34.02; ) |
| x14 - Funded credit derivatives issued (Reports:C 13.01; ) |
| x15 - Funded credit derivatives issued repurchased (Reports:C 13.01; ) |
| x18 - Funded credit protection other than financial collateral excluding life insurance policies pledged to the lending institutions substitution effect (Reports:) |
| x19 - Funded credit protection other than financial collateral with substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; ) |
| x20 - Funded credit protection with effects other than substitution [LE] (Reports:C 28.00; C 29.00; ) |
| x21 - Guarantees other than credit derivatives - LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x22 - Guarantees other than credit derivatives - Substitution effect (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 08.01.a; C 08.02; ) |
| x24 - Life insurance policies pledged to the lending institutions LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x30 - Other physical collateral eligible for CRM under IRB approach (Reports:C 08.01.a; C 08.02; ) |
| x31 - Real estate excluding immovable property for which alternative treatment is used (Reports:C 08.01.a; C 08.02; ) |
| x32 - Receivables eligible for CRM under IRB approach (Reports:C 08.01.a; C 08.02; ) |
| x34 - Unfunded credit guarantees (Reports:C 10.01; C 10.02; ) |
| x36 - Unfunded credit protection - Substitution effect (Reports:C 13.01; ) |
| x37 - With credit protection (Reports:C 10.01; C 10.02; ) |
| x38 - Other funded credit protection - Substitution effect (Reports:C 08.01.a; C 08.02; ) |
| x42 - Other funded credit protection LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x43 - Cash on deposit LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x45 - Instruments held by a third party LGD adjustment effect (Reports:C 08.01.a; C 08.02; ) |
| x46 - VAR approach (Reports:C 34.02; ) |
| 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 08.01.a | CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL |
| C 08.02 | CR IRB 2 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades |
| C 10.01 | CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL |
| C 10.02 | CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades |
| C 13.01 | CR SEC - (CR SEC) Credit risk: Securitisations |
| C 28.00 | LE 2 - Exposures in the non-trading and trading book |
| C 29.00 | LE 3 - Detail of the exposures to individual clients within groups of connected clients |
| C 34.02 | CCR exposures by approach (CCR 2) |