Section 2 - Total Exposures Amount

• a. Derivatives (1) Counterparty exposure of derivatives contracts (2) Capped notional amount of credit derivatives (3) Potential future exposure of derivatives contracts
• b. Securities financing transactions (SFTs) (1) Adjusted gross value of SFTs

(2) Counterparty exposure of SFTs

• c. Other assets
• d. Gross notional amount of off-balance-sheet items (1) Items subject to a 0% credit conversion factor (CCF) (2) Items subject to a 20% CCF (3) Items subject to a 50% CCF

(4) Items subject to a 100% CCF

• e. Regulatory adjustments
• f. Total exposures prior to regulatory adjustments (sum of items 2.a.(1) through 2.c., 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.5 times 2.d.(3), and 2.d.(4))
• g. Exposures of insurance subsidiaries not included in 2.f. net of intragroup: (1) On-balance-sheet and off-balance-sheet assets of insurance subsidiaries (2) Potential future exposure of derivatives contracts of insurance subsidiaries (3) Investment value in consolidated entities
• h. Intragroup exposures included in 2.f. to insurance subsidiaries reported in 2.g.
• i. Total exposures indicator, including insurance subsidiaries (sum of items 2.f., 2.g.(1) through 2.g.(2) minus 2.g.(3) through 2.h.)

1. Pārskats

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

3. Saistītie standarti

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