Template EU CR10 – Specialised lending and equity exposures under the simple riskweighted approach
Template EU CR10.1
Specialised lending: Project finance (Slotting approach) | |||||||
Regulatory categories | Remaining maturity | On-balancesheet exposure | Off-balancesheet exposure | Risk weight | Exposure value | Risk weighted exposure amount | Expected loss amount |
a | b | c | d | e | f | ||
Category 1 | Less than 2.5 years | 50 % | |||||
Equal to or more than 2.5 years | 70 % | ||||||
Category 2 | Less than 2.5 years | 70 % | |||||
Equal to or more than 2.5 years | 90 % | ||||||
Category 3 | Less than 2.5 years | 115 % | |||||
Equal to or more than 2.5 years | 115 % | ||||||
Category 4 | Less than 2.5 years | 250 % | |||||
Equal to or more than 2.5 years | 250 % | ||||||
Category 5 | Less than 2.5 years | — | |||||
Equal to or more than 2.5 years | — | ||||||
Total | Less than 2.5 years | ||||||
Equal to or more than 2.5 years | |||||||
Template EU CR10.2
Specialised lending: Income-producing real estate and high volatility commercial real estate (Slotting approach) | |||||||
Regulatory categories | Remaining maturity | On-balancesheet exposure | Off-balancesheet exposure | Risk weight | Exposure value | Risk weighted exposure amount | Expected loss amount |
a | b | c | d | e | f | ||
Category 1 | Less than 2.5 years | 50 % | |||||
Equal to or more than 2.5 years | 70 % | ||||||
Category 2 | Less than 2.5 years | 70 % | |||||
Equal to or more than 2.5 years | 90 % | ||||||
Category 3 | Less than 2.5 years | 115 % | |||||
Equal to or more than 2.5 years | 115 % | ||||||
Category 4 | Less than 2.5 years | 250 % | |||||
Equal to or more than 2.5 years | 250 % | ||||||
Category 5 | Less than 2.5 years | — | |||||
Equal to or more than 2.5 years | — | ||||||
Total | Less than 2.5 years | ||||||
Equal to or more than 2.5 years | |||||||
Template EU CR10.3
Specialised lending: Object finance (Slotting approach) | |||||||
Regulatory categories | Remaining maturity | On-balancesheet exposure | Off-balancesheet exposure | Risk weight | Exposure value | Risk weighted exposure amount | Expected loss amount |
a | b | c | d | e | f | ||
Category 1 | Less than 2.5 years | 50 % | |||||
Equal to or more than 2.5 years | 70 % | ||||||
Category 2 | Less than 2.5 years | 70 % | |||||
Equal to or more than 2.5 years | 90 % | ||||||
Category 3 | Less than 2.5 years | 115 % | |||||
Equal to or more than 2.5 years | 115 % | ||||||
Category 4 | Less than 2.5 years | 250 % | |||||
Equal to or more than 2.5 years | 250 % | ||||||
Category 5 | Less than 2.5 years | — | |||||
Equal to or more than 2.5 years | — | ||||||
Total | Less than 2.5 years | ||||||
Equal to or more than 2.5 years | |||||||
Template EU CR10.4
Specialised lending: Commodities finance (Slotting approach) | |||||||
Regulatory categories | Remaining maturity | On-balancesheet exposure | Off-balancesheet exposure | Risk weight | Exposure value | Risk weighted exposure amount | Expected loss amount |
a | b | c | d | e | f | ||
Category 1 | Less than 2.5 years | 50 % | |||||
Equal to or more than 2.5 years | 70 % | ||||||
Category 2 | Less than 2.5 years | 70 % | |||||
Equal to or more than 2.5 years | 90 % | ||||||
Category 3 | Less than 2.5 years | 115 % | |||||
Equal to or more than 2.5 years | 115 % | ||||||
Category 4 | Less than 2.5 years | 250 % | |||||
Equal to or more than 2.5 years | 250 % | ||||||
Category 5 | Less than 2.5 years | — | |||||
Equal to or more than 2.5 years | — | ||||||
Total | Less than 2.5 years | ||||||
Equal to or more than 2.5 years | |||||||
Template EU CR10.5
Equity exposures under the simple risk-weighted approach | ||||||
Categories | On-balancesheet exposure | Off-balancesheet exposure | Risk weight | Exposure value | Risk weighted exposure amount | Expected loss amount |
a | b | c | d | e | f | |
Private equity exposures | 190 % | |||||
Exchange-traded equity exposures | 290 % | |||||
Other equity exposures | 370 % | |||||
Total | ||||||