Report 24a: Securitizations with Early Amortization Clause (EAD)

Query Query: 0BADR_C07_Q0005A

This query displays the EAD of securitizations with early amortization clauses (EAC). You can break the key figures down by off-balance-sheet securitization category, product category, and approach.

The query is relevant for all approaches.

Structure

Filters
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Role of the bank	`0BA_1BROLE`	Originator only
Characteristic	Indicator for securitized exposures	`0BA_1ABSFLG`	All exposures other than securitized exposures (0BA_1ABSFLG is not equal to 1)
Characteristic	Indicator: Securitization has an Early Amortization Clause	`0BA_1EAC`	Securitizations with early amortization clauses only
Characteristic	Report date	`0P_REPD1`	#

Free Characteristics
Object Type	Name	Technical Name
Characteristic	Category of off-balance-sheet securitization	`0BA_1OBABS`
Characteristic	Product category	`0BA_1PRODTY`
Characteristic	Approach	`0BA_1APPRO`

Rows
Object Type	Name	Technical Name	Value Restriction / Calculation
Characteristic	Exposure type	`0BA_1EXPCAT`	#

Columns
Object Type	Name	Technical Name	Value Restriction / Calculation
Key Figure	Total exposure at default (EAD)	`0BA_1EAD`	Restricted to the product category Securitization Transaction (0BA_1PRODTY = 21) and securitizations with early amortization clauses (indicator 0BA_1EAC is set)
Key Figure	Total EAD of retained and repurchased positions	`0BA_1EAD`	Restricted to retained and repurchases securitization exposures (from the point of view of the originator), eligible liquidity facilities, other off-balance-sheet securitization exposures, other investments in tranches (from the point of view of the investor) (0BA_1OBABS = 6,7,2,3,4,9) and securitizations with early amortization clauses (indicator 0BA_1EAC is set)
Key Figure	EAD of investors' interest	`0BA_1EAD`	Restricted to the product category EAC Transactions (0BA_1PRODTY = 6)