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| Ind. Number | Název ukazetele |
|---|---|
| 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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