Medium-sized banks (Banks»Risk exposures) - ekonomika ČNB

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TOTAL RISK EXPOSURE AMOUNT

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

1. Standardised approach (SA)

1.1. SA exposure classes excluding securitisation positions

1.1.1. Central governments or central banks

1.1.2. Regional governments or local authorities

1.1.3. Public sector entities

1.1.4. Multilateral Development Banks

1.1.5. International Organisations

1.1.6. Institutions

1.1.7. Corporates

1.1.8. Retail

1.1.9. Secured by mortgages on immovable property

1.1.10. Exposures in default

1.1.11. Items associated with particular high risk

1.1.12. Covered bonds

1.1.13. Claims on institutions and corporates with a short-term credit assessment

1.1.14. Collective investments undertakings (CIU)

1.1.15. Equity

1.1.16. Other items

1.2. Securitisation positions SA

2. Internal ratings based Approach (IRB)

IRB approaches for an exposure class

Central governments and central banks

Institutions

Corporates

Retail

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used

2.1.1. Central governments and central banks

2.1.2. Institutions

2.1.3. Corporates - SME

2.1.4. Corporates - Specialised Lending

2.1.5. Corporates - Other

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used

2.2.1. Central governments and central banks

2.2.2. Institutions

2.2.3. Corporates - SME

2.2.4. Corporates - Specialised Lending

2.2.5. Corporates - Other

2.2.6. Retail - Secured by real estate SME

2.2.7. Retail - Secured by real estate non-SME

2.2.8. Retail - Qualifying revolving

2.2.9. Retail - Other SME

2.2.10. Retail - Other non-SME

2.3. Equity IRB

2.4. Securitisation positions IRB

2.5. Other non credit-obligation assets

3. Risk exposure amount for contributions to the default fund of a CCP

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)

1.1. Traded debt instruments

1.2. Equity

1.3. Foreign Exchange

1.4. Commodities

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

1. OpR Basic indicator approach (BIA)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches

3. OpR Advanced measurement approaches (AMA)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

1. Advanced method

2. Standardised method

3. Based on OEM

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

OTHER RISK EXPOSURE AMOUNTS

 
 

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Medium-sized banks (Assets)
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Loans to non-residents - banks (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Loans to non-residents - non-banks - general government (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Loans to non-residents - non-banks- other (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Loans to non-residents - non-banks - total (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of securities other than shares issued by non-residents - banks (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of securities other than shares issued by non-residents - non-banks - general government (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of securities other than shares issued by non-residents - non-banks - other (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of securities other than shares issued by non-residents - non-banks - total (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of shares and other equity issued by non-residents - banks (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)
Holdings of shares and other equity issued by non-residents - non-banks - other (Main MFI claims on and liabilities to non-residents from the rest of the world - levels)

Aplikace Ekonomika ČNB ze sekce makroekonomika zobrazuje časové řady hlavních makroekonomických údajů z ekonomiky ČR. Najdete zde přes 10.000 grafů různých hodnot od úrokových sazeb, přes statistiky státního rozpočtu, statistiky ČNB a data zpracovávaná ČSÚ. Data jsou k dispozici obvykle za posledních více než 20 let, od prosince roku 1992. Zdroj dat: ČNB ARAD

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