Reports / Templates



C 101.00Details on exposures in Low Default Portfolios by counterparty
C 102.00Details on exposures in Low Default Portfolios
C 103.00Details on exposures in High Default Portfolios
C 104.00Details for hypothetical transactions in Low Default Portfolios
C 105.01Definition of internal models
C 105.02Mapping of internal models to portfolios
C 105.03Mapping of internal models to host supervisors
C 106.00Initial Market Valuation
C 107.01.aVaR and SVaR non-CTP. Details
C 107.01.bVaR and SVaR non-CTP. Details. Comments
C 107.02VaR and SVaR non-CTP. Base currency results
C 108.00One year profit & loss VaR non-CTP
C 109.01.aIRC. Details of the model
C 109.01.bIRC. Details of the model. Comments
C 109.02IRC. Details by portfolio
C 109.03IRC. Amount by portfolio/date
C 110.01.aCT. Details of the model
C 110.01.bCT. Details of the model. Comments
C 110.02CT. Details by portfolio
C 110.03CT. APR by portfolio/date
S 00.01Nature of Report (SBP)