Credit Risk Business Area

Query Query: 0ERR_MP02_Q0002

Structure

Rows
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Business Area	`0BA_1BUSLIN`	—
Characteristic	Calendar Day	`0CALDAY`	—

Columns
Object Type	Name	Technical Name	Value Restriction / Calculation
Key Figure	EAD Amount	`0BA_1EAD`	—
Key Figure	EAD Limit		= Limit (`0BA_LIMIT`) restricted to: Business Area (`0BA_1BUSLIN`) = not assigned Determining Method (`0BA_DMETHOD`) = 2 Product Class (0`BA_1PRODCL`) = not assigned Risk Category (`0BA_1RISCAT`) = 2
Key Figure	EAD defaulted		= EAD Amount (`0BA_1EAD`) restricted to: Indicator: Default `0BA_DEFFLG`) = 1
Key Figure	EAD Non-Performing		= EAD Amount (`0BA_1EAD`) restricted to: Indicator: Non-Performing `0BA_1DEFPAY`) = 1
Key Figure	RWA before Risk Mitigation	`0BA_1RWABR`	—
Key Figure	RWA after Mitigation	`0BA_1RWAAR`	—
Key Figure	Capital Requirement	`0BA_1RCR`	—
Key Figure	Credit Risk Limit		= Limit (`0BA_LIMIT`) restricted to: Legal Entity (`0BA_1LGENT`) = # Business Area (`0BA_1BUSLIN`) = not assigned Risk Category (`0BA_1RISCAT`) = 2 Determining Method (`0BA_DMETHOD`) = 3 Product Class (`0BA_1PRODCL`) = not assigned Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = # Industry (`0BA_1BRANCH`) = not assigned
Key Figure	EAD of Balance Sheet Amount		= EAD Amount (`0BA_1EAD`) restricted to: Product Class (`0BA_1PRODCL`) = 1
Key Figure	EAD of Balance Sheet Amount Limit		= Limit (`0BA_Limit`) restricted to: Business Area (`0BA_1BUSLIN`) = not assigned Risk Category (`0BA_1RISCAT`) = 2 Determining Method (`0BA_DMETHOD`) = 2 Product Class (`0BA_1PRODCL`) = 1 Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = # Industry (`0BA_1BRANCH`) = not assigned Legal Entity (`0BA_1LGENT`) = #
Key Figure	EAD of Off-Balance-Sheet Amount		= EAD Amount (`0BA_1EAD`) restricted to: Product Class (`0BA_1PRODCL`) = 2
Key Figure	EAD of Balance Sheet Amount Limit		= Limit (`0BA_LIMIT`) restricted to: Business Area (`0BA_1BUSLIN`) = not assigned Risk Category (`0BA_1RISCAT`) = 2 Determining Method (`0BA_DMETHOD`) = 2 Product Class (`0BA_1PRODCL`) = 2 Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = # Industry (`0BA_1BRANCH`) = not assigned Legal Entity (`0BA_1LGENT`) = #
Key Figure	EAD of OTC Derivative Amount		= EAD Amount (`0BA_1EAD`) restricted to: Product Class (`0BA_1PRODCL`) = 3
Key Figure	EAD of OTC Derivative Amount Limit		= Limit (`0BA_LIMIT`) restricted to: Business Area (`0BA_1BUSLIN`) = not assigned Risk Category (`0BA_1RISCAT`) = 2 Determining Method (`0BA_DMETHOD`) = 2 Product Class (`0BA_1PRODCL`) = 3 Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = # Industry (`0BA_1BRANCH`) = not assigned Legal Entity (`0BA_1LGENT`) = #
Key Figure	Collateral Amount		= EAD Amount (`0BA_1EAD`) restricted to: Collateral Category (`0BA_1COLCAT`) = not assigned
Key Figure	Guarantees		= EAD Amount (`0BA_1EAD`) restricted to: Category of Guarantee/Credit Derivative (`0BA_1GARCAT`) = not assigned
Characteristic	Coverage Ratio	`0BA_COVRAT`	(Collateral Amount + Guarantees)/EAD Amount
Key Figure	LGD		Auxiliary Key Figure EAD*LGD/EAD Amount
Key Figure	Default Rate	`0BA_1DEFRT`	EAD * PD / EAD Amount