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Dimension



Conversion factors for off-balance sheet items

For off-balance sheet items, it specifies the value of the conversion factors to be applied to calculate their exposure value.
Percentages - Percentages


Members of this dimension

x1 - 0% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 12.00; C 13.00; C 41.00; )
x6 - 10% (Reports:C 40.00; C 47.00; )
x8 - 20% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; )
x10 - 50% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; )
x14 - 100% (Reports:C 07.00.a; C 07.00.c; C 07.00.d; C 40.00; C 47.00; )
x31 - >0% and <=20% (Reports:C 12.00; C 13.00; )
x32 - >20% and <=50% (Reports:C 12.00; C 13.00; )
x33 - >50% and <=100% (Reports:C 12.00; C 13.00; )





Reports using this dimension


C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
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 12.00CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 40.00LR1 - Alternative treatment of the Exposure Measure
C 41.00LR2 - On- and off-balance sheet items additional breakdown of exposures
C 47.00LRCalc - Leverage ratio calculation