Reports / Templates



C 101.00[2020-09-30]Details on exposures in Low Default Portfolios by counterparty
C 102.00[2021-09-30]Details on exposures in Low Default Portfolios
C 103.00[2021-09-30]Details on exposures in High Default Portfolios
C 105.01[2021-09-30]Definition of internal models
C 105.02[2021-09-30]Mapping of internal models to portfolios
C 105.03[2020-09-30]Mapping of internal models to countries
C 106.00[2020-09-30]Initial Market Valuation and exclusion justification
C 106.01[2021-09-30]Risk sensitivities by Instrument
C 107.01.a[2020-09-30]VaR, SVaR and PV. Details
C 107.01.b[2020-09-30]VaR, SVaR and PV. Details.Comments
C 107.02[2020-09-30]VaR and SVaR non-CTP. Base currency results
C 108.00[2020-09-30]One year profit & loss VaR non-CTP
C 109.01.a[2020-09-30]IRC. Details of the model
C 109.01.b[2020-09-30]IRC. Details of the model. Comments
C 109.02.a[2020-09-30]IRC. Details by portfolio (I)
C 109.02.b[2020-09-30]IRC. Details by portfolio (II)
C 109.03[2020-09-30]IRC. Amount by portfolio/date
C 110.01.a[2020-09-30]CT. Details of the model
C 110.01.b[2020-09-30]CT. Details of the model. Comments
C 110.02.a[2020-09-30]CT. Details by portfolio (I)
C 110.02.b[2020-09-30]CT. Details by portfolio (II)
C 110.03[2020-09-30]CT. APR by portfolio/date
C 111.00[2021-09-30]Details on exposures in Low Default Portfolios by counterparty
C 112.00[2020-09-30]Details on exposures in Low Default Portfolios by counterparty by economic scenario
C 113.00[2020-09-30]Details on exposures in Low Default Portfolios by counterparty by facility
C 114.00[2021-09-30]Details on macroeconomic scenarios per country
C 120.01[2021-09-30]SBM. Risk sensitivities by Instrument/Portfolio
C 120.02[2021-09-30]SBM. OFR Composition by Portfolio
C 120.03[2021-09-30]SBM. OFR
S 00.01[2020-09-30]Nature of Report (SBP)