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Report CR_32f: Securitized Capital Requirements After Cap Locate this document in the navigation structure

Query Query: 0BADRMC22_Q0032f

 

This query provides the figure for the capital requirement after the cap.

Structure

Filters

Object Type

Name

Technical Name

Value Restriction / Calculation

Characteristic Characteristic

Securitization Category

0BA_1ABSCAT

Restricted to the securitization type

Characteristic Characteristic

Approach

0BA_1APPRO

Restricted to the following approaches: Foundation/Advanced IRB CCS/Advanced IRB Approach LGD/Advanced IRB Approach CCS/LGD internal

Characteristic Characteristic

Risk Type

0BA_1RISKTY

Restricted to Securitization Transactions

Characteristic Characteristic

Calendar Day

0CALDAY

Restricted to the Report Date

Rows

Object Type

Name

Technical Name

Value Restriction / Calculation

Characteristic Characteristic

Role of the Bank

0BA_1BROLE

Restricted to the originator

Columns

Object Type

Name

Technical Name

Value Restriction / Calculation

Key Figure Key Figure

Capital Requirement

0BA_1RCR