Query : 0BADRMC01_Q0013
Query : 0BADRMC01_Q0013
This query displays the gross exposure by credit category and for the risk weight categories.
Here it is possible to drill down by the standardized approach and by the IRB subapproaches for regulatory weighting factors and the elementary approach.
You can use additional characteristics, such as the portfolio and the risk class, as filter or drilldown characteristics.
| Object Type | Name | Technical Name | Value Restriction / Calculation |
|---|---|---|---|
| Risk as a filter characteristic | 0BA_1HELPM1 | For credit risk, and equity holdings only | |
| Report date | 0CALDAY |
| Object Type | Name | Technical Name |
|---|---|---|
| Portfolio | 0BA_1PORTF | |
| Risk class | 0BA_1RISKCL | |
| Approach | 0BA_1APPRO | |
| Subapproach | 0BA_1SAPPR | |
| Risk type | 0BA_1RISKTY |
| Object Type | Name | Technical Name |
|---|---|---|
| Report date | 0P_REPD1 | |
| Portfolio (range) | 0I_PORTF | |
| Risk class (range) | 0I_RISCL |
| Object Type | Name | Technical Name | Value Restriction / Calculation |
|---|---|---|---|
| Approach | 0BA_1APPMIX | For the standardized approach, elementary approach, market approach, and simple risk weight method | |
| Risk weight in percentage | 0BA_1RISKW |
| Object Type | Name | Technical Name | Value Restriction / Calculation |
|---|---|---|---|
| Gross exposure | 0BA_1GCV | In currency unit, for credits, credit commitments, and other non-derivative off-balance-sheet items only | |
| Gross exposure | 0BA_1GCV | In percentage, for credits, credit commitments, and other non-derivative off-balance-sheet items only | |
| Gross exposure | 0BA_1GCV | In currency unit, for securities only | |
| Gross exposure | 0BA_1GCV | In percentage, for securities only | |
| Gross exposure | 0BA_1GCV | In currency unit, for OTC derivatives only | |
| Gross exposure | 0BA_1GCV | In percentage, for OTC derivatives only | |
| Total gross exposure in currency unit | 0BA_1GCV | 'Credits, credit commitments / gross exposure in currency unit' + 'securities / gross exposure in currency unit' + 'OTC derivatives / gross exposure in currency unit' | |
| Total gross exposure in percentage | 0BA_1GCV | 'Credits, credit commitments / gross exposure in currency unit' + 'securities / gross exposure in currency unit' + 'OTC derivatives / gross exposure in currency unit' |