Reports / Templates



C 101.00[2018-12-31]Details on exposures in Low Default Portfolios by counterparty
C 102.00[2018-12-31]Details on exposures in Low Default Portfolios
C 103.00[2018-12-31]Details on exposures in High Default Portfolios
C 105.01[2017-06-30]Definition of internal models
C 105.02[2018-12-31]Mapping of internal models to portfolios
C 105.03[2018-12-31]Mapping of internal models to host supervisors
C 106.00[2017-06-30]Initial Market Valuation
C 107.01.a[2018-12-31]VaR and SVaR non-CTP. Details
C 107.01.b[2018-12-31]VaR and SVaR non-CTP. Details. Comments
C 107.02[2017-06-30]VaR and SVaR non-CTP. Base currency results
C 108.00[2017-06-30]One year profit & loss VaR non-CTP
C 109.01.a[2017-06-30]IRC. Details of the model
C 109.01.b[2017-06-30]IRC. Details of the model. Comments
C 109.02[2017-06-30]IRC. Details by portfolio
C 109.03[2017-06-30]IRC. Amount by portfolio/date
C 110.01.a[2017-06-30]CT. Details of the model
C 110.01.b[2017-06-30]CT. Details of the model. Comments
C 110.02[2017-06-30]CT. Details by portfolio
C 110.03[2017-06-30]CT. APR by portfolio/date
S 00.01[2015-04-01]Nature of Report (SBP)