+Portfolio-level information

Portfolio-level information

Portfolio distribution	Size distribution and concentration level Top x (e.g. 10) groups of connected clients and related risk indicators Asset class distribution Breakdown by industry, sector, collateral type, country, maturity, etc.
Risk parameters	PD/LGD evolution (overall and per portfolio) PD/LGD forecasts and projections Overall expected losses Default exposure Stocks and flows of loss allowances (overall and per portfolio)
Stock of loss allowances	Volumes of and trends in significant risk provisions at individual level

NPE/forbearance

status/foreclosure

NPE volume by category (> 90 days past due, loss allowances, etc.) Forbearance volume and grouping of exposures (restructuring, workout, forced prolongation, other modifications, deferrals, > 90days past due, loan loss provisions) Foreclosed assets on total exposures NPE ratio without foreclosed assets NPE ratio with foreclosed assets NPE coverage (loss allowances, collateral, other guarantees)

1. Forbhreathnú

Teideal	Rialáil

1.1 Tagairtí

1.2 Ceanglais aitheanta

1.3 Caighdeáin ghaolmhara

2. Ceanglais aitheanta

Ceanglais
Foinse	Ceanglas

3. Caighdeáin ghaolmhara

Caighdeáin
Foinse	Ceanglas

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