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Dimension



Exposure class before reassignment

Defines the Exposure class an exposure was assigned to before reassignment to the current exposure class. Applicable for the exposure classes "Exposures in default" and "Exposures secured by mortgages on immovable property" in the Standardised Approach.
Exposure classes - Defines the exposure class for capital requirement purposes


Members of this dimension

x1 - Equity exposures (Reports:C 09.01.b; )
x13 - Exposures in the form of covered bonds (Reports:C 09.01.b; )
x14 - Exposures in the form of units or shares in CIUs (Reports:C 09.01.b; )
x15 - Exposures secured by mortgages on immovable property (Reports:C 09.01.b; )
x16 - Exposures to central governments or central banks (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )
x17 - Exposures to corporates without a short-term credit assessment (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )
x18 - Exposures to institutions and corporates with a short-term credit assessment (Reports:C 09.01.b; )
x19 - Exposures to institutions without a short-term credit assessment (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )
x20 - Exposures to international organisations (Reports:C 09.01.b; )
x21 - Exposures to multilateral development banks (Reports:C 09.01.b; )
x22 - Exposures to public sector entities (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )
x23 - Exposures to regional governments or local authorities (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )
x24 - Items associated with a particular high risk (Reports:C 09.01.b; )
x25 - Other items (Reports:C 09.01.b; )
x26 - Retail exposures (Reports:C 07.00.c; C 07.00.d; C 09.01.b; )





Reports using this dimension


C 07.00.cCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 09.01.bCR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default