Data Selection

Medium-sized banks (report number = 60993/652)

Data Selection
Methodology

Select report indicators

Ind. Number	Indicator name
1	TOTAL RISK EXPOSURE AMOUNT
2	1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES
3	1.1. Standardised approach (SA)
4	1.1.1.1. Central governments or central banks
5	1.1.1.2. Regional governments or local authorities
6	1.1.1.3. Public sector entities
7	1.1.1.4. Multilateral Development Banks
8	1.1.1.5. International Organisations
9	1.1.1.6. Institutions
10	1.1.1.7. Corporates
11	1.1.1.8. Retail
12	1.1.1.9. Secured by mortgages on immovable property
13	1.1.1.10. Exposures in default
14	1.1.1.11. Items associated with particular high risk
15	1.1.1.12. Covered bonds
16	1.1.1.13. Claims on institutions and corporates with a short-term credit assessment
17	1.1.1.14. Collective investments undertakings (CIU)
18	1.1.1.15. Equity
19	1.1.1.16. Other items
20	1.2. Internal ratings based Approach (IRB)
21	IRB approaches for an exposure class
22	Central governments and central banks
23	Institutions
24	Corporates
25	Retail
26	1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used
27	1.2.1.1. Central governments and central banks
28	1.2.1.2. Institutions
29	1.2.1.3. Corporates - SME
30	1.2.1.4. Corporates - Specialised Lending
31	1.2.1.5. Corporates - Other
32	1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used
33	1.2.2.1. Central governments and central banks
34	1.2.2.2. Institutions
35	1.2.2.3. Corporates - SME
36	1.2.2.4. Corporates - Specialised Lending
37	1.2.2.5. Corporates - Other
38	1.2.2.6. Retail - Secured by real estate SME
39	1.2.2.7. Retail - Secured by real estate non-SME
40	1.2.2.8. Retail - Qualifying revolving
41	1.2.2.9. Retail - Other SME
42	1.2.2.10. Retail - Other non-SME
43	1.2.3. Equity IRB
44	1.2.4. Other non credit-obligation assets
45	1.3. Risk exposure amount for contributions to the default fund of a CCP
46	1.4. Securitisation positions
47	2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY
48	3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS
49	3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)
50	3.1.1. Traded debt instruments
51	3.1.2. Equity
52	3.1.3. Foreign Exchange
53	3.1.4. Commodities
54	3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)
55	4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )
56	4.1. OpR Basic indicator approach (BIA)
57	4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches
58	4.3. OpR Advanced measurement approaches (AMA)
59	5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT
60	5.1. Advanced method
61	5.2. Standardised method
62	5.3. Based on OEM
63	6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK
64	7. OTHER RISK EXPOSURE AMOUNTS

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