+2. Type of exposure 2. Type of exposure 2. Type of exposure 2. Type of exposure

2. Type of exposure 2. Type of exposure 2. Type of exposure 2. Type of exposure

  • i. Retail exposures i. All exposures i. All exposures i. All exposures
By instrument i. Equity instruments ii. Debt securities iii. Loans and advancesii. Retail exposures ii. Retail exposures ii. Retail exposures iii. Other than retail iii. Other than retail iii. Other than retail By instrument By instrument By instrument i. Equity instruments i. Equity instruments i. Equity instruments ii. Debt securities ii. Debt securities ii. Debt securities iii. Loans and advances iii. Loans and advances iii. Loans and advances (ii) Exposures to legal persons
(i) Retail exposures to natural persons which are secured by residential propertywhich are secured by mortgages (iii) Exposures to legal persons (iv) Exposures to natural persons excluding on commercial immovable excluding those specified in (ii) those specified in (i) property
  • a. FX loans a. FX loans a. FX loans a. FX loans
  • b. Credit for consumption b. Credit for consumption
iv. Loan commitments given v. Financial guarantees given vi. Other commitments giveniv. Loan commitments given iv. Loan commitments given iv. Loan commitments given v. Financial guarantees given v. Financial guarantees given v. Financial guarantees given vi. Other commitments given vi. Other commitments given vi. Other commitments given

2.a. Risk profile 2.a. Risk profile 2.a. Risk profile 2.a. Risk profile

  • i. Non-performing i. Non-performing i. Non-performing i. Non-performing
  • ii. Risk weight ii. Risk weight ii. Risk weight ii. Risk weight
  • iii. Loan-to-value iii. Loan-to-value iii. Loan-to-value iii. Loan-to-value
  • iv. Loan-to-income iv. Debt-to-EBITDA ratio iv. Debt-to-EBITDA ratio iv. Loan-to-income
  • v. Debt-to-income v. Debt-to-income
  • vi. Debt service-to-income vi. Debt service-to-income

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
  • EBA - Published by the European Banking Authority at https://www.eba.europa.eu/