Credit Risk Industry

Query Query: 0ERR_MP02_Q0005

Structure

Rows
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Industry	`0BA_1BRANCH`	—
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: Industry (`0BA_1BRANCH`) = not assigned Determining Method (`0BA_DMETHOD`) = 2 Risk Category (`0BA_RISCAT`) = 2 Product Class (`0BA_1PRODCL`) = 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: Legal Entity (`0BA_1LGENT`) = # Industry (`0BA_BRANCH`) = not assigned Determining Method (`0BA_DMETHOD`) = 2 Risk Category (`0BA_1RISCAT`) = 2 Product Class (`0BA_1PRODCL`) = 1 Business Area (`0BA_1BUSLIN`) = not assigned Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = #
Key Figure	EAD of Off-Balance-Sheet Amount		= EAD Amount (`0BA_1EAD`) restricted to: Product Class (`0BA_1PRODCL`) = 2
Key Figure	EAD of Off-Balance-Sheet Amount Limit		= Limit (`0BA_LIMIT`) restricted to: Business Partner (`0BA_1BPART`) = # Industry (`0BA_BRANCH`) = not assigned Legal Entity (`0BA_1LGENT`) = # Determining Method (`0BA_DMETHOD`) = 2 Risk Category (`0BA_1RISCAT`) = 2 Product Class (`0BA_1PRODCL`) = 2 Business Area (`0BA_BUSLIN`) = not assigned Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned
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: Industry (`0BA_1BRANCH`) = not assigned Legal Entity (`0BA_1LGENT`) = # Determining Method (`0BA_DMETHOD`) = 2 Risk Category (`0BA_1RISCAT`) = 2 Product Class (`0BA_1PRODCL`) = 2 Business Area (`0BA_1BUSLIN`) = not assigned Region (`0BA_REGION`) = not assigned Country Key (`0COUNTRY`) = not assigned Business Partner (`0BA_1BPART`) = #
Key Figure	Capital Requirement	`0BA_1RCR`	—
Key Figure	Credit Risk Limit		= Limit (`0BA_LIMIT`) restricted to: Region (`0BA_REGION`) = not assigned Business Area (`0BA_1BUSLIN`) = not assigned Determining Method (`0BA_DMETHOD`) = 3 Industry (`0BA_1BRANCH`) = not assigned Risk Category (`0BA_1RISCAT`) = 2 Business Partner (`0BA_1BPART`) = # Country Key (`0COUNTRY`) = not assigned Legal Entity (`0BA_1LGENT`) = # Product Class (`0BA_1PRODCL`) = not assigned
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
Key Figure	EAD Secured		Collateral Amount + Guarantees
Characteristic	Coverage Ratio		(Collateral Amount + Guarantees)/EAD Amount
Key Figure	LGD		Auxiliary Key Figure EAD*LGD/EAD Amount
Key Figure	Default Rate		EAD * PD / EAD Amount