Date YYYYMMDD
Date YYYYMMDD
Dollar Amount
Montants
BCAR Data Point
Point de donn�e du RNFPB
BCAR Positive DPA
RNFPB - APD positif
Probability of Default Band
Fourchette de probabilit� de d�faut
Key '1401' = Label 'PD Band 01'
Key '1402' = Label 'PD Band 02'
Key '1403' = Label 'PD Band 03'
Key '1404' = Label 'PD Band 04'
Key '1405' = Label 'PD Band 05'
Key '1406' = Label 'PD Band 06'
Key '1407' = Label 'PD Band 07'
Key '1408' = Label 'PD Band 08'
Key '1409' = Label 'PD Band 09'
Key '1410' = Label 'PD Band 10'
Key '1411' = Label 'PD Band 11'
Key '1412' = Label 'PD Band 12'
Key '1413' = Label 'PD Band 13'
Key '1414' = Label 'PD Band 14'
Key '1415' = Label 'PD Band 15'
Key '1416' = Label 'PD Band 16'
Key '1417' = Label 'PD Band 17'
Key '1418' = Label 'PD Band 18'
Key '1419' = Label 'PD Band 19'
Key '1420' = Label 'PD Band 20'
Key '1421' = Label 'PD Band 21'
Key '1422' = Label 'PD Band 22'
Key '1423' = Label 'PD Band 23'
Key '1424' = Label 'PD Band 24'
Key '1425' = Label 'PD Band 25'
Key '1426' = Label 'Default 100%'
Key '1498' = Label 'Unknown PD Band'
Key '1499' = Label 'Not Applicable'
Key '1400' = Label 'Total PD Band'
Approach Type
Type d'approche
Key '299' = Label 'No Approach Type'
Key '200' = Label 'Total Approach Type'
Key '201' = Label 'Standardized'
Key '202' = Label 'Total IRB'
Key '203' = Label 'Foundation IRB'
Key '204' = Label 'Advanced IRB'
Double Default Framework
R�gime de double d�faut
Key '301' = Label 'No Double Default'
Key '302' = Label 'Double Default'
Key '300' = Label 'Total DD and non-DD'
BCAR Exposure Classes
BCAR Exposure Classes
Key '199' = Label 'No Exposure Class'
Key '100' = Label 'Total - All Exposure Classes'
Key '101' = Label 'Large Corporate'
Key '102' = Label 'Corporate (excl. SMEs treated as Corporate & Specialized Lending)'
Key '103' = Label 'Specialized Lending - High-Volatility Commercial Real Estate (HVCRE)'
Key '104' = Label 'Specialized Lending non-HVCRE'
Key '105' = Label 'SMEs treated as Corporate'
Key '106' = Label 'Sovereign'
Key '107' = Label 'Bank (excluding Covered Bonds)'
Key '108' = Label 'General Residential Real Estate, excl. HELOCs'
Key '109' = Label 'General Residential Real Estate excl. HELOCs (109)'
Key '110' = Label 'General HELOCs'
Key '111' = Label 'Total Other retail (excl. SBEs treated as Other retail)'
Key '112' = Label 'Non-regulatory Retail'
Key '113' = Label 'Qualifying Revolving Retail'
Key '114' = Label 'SBEs treated as Regulatory Retail'
Key '115' = Label 'Equity'
Key '116' = Label 'Counterparty Credit Risk For Trading Book Exposures'
Key '117' = Label 'Securitization'
Key '120' = Label 'Public Sector Entities (PSEs)'
Key '121' = Label 'Multilateral Development Banks (MDBs)'
Key '122' = Label 'Covered Bonds'
Key '123' = Label 'Securities Firms and Other Financial Institutions treated as Bank'
Key '124' = Label 'Mid-sized Corporate'
Key '125' = Label 'Mortgage-Backed Securities'
Key '126' = Label 'Securities Firms and Other Financial Institutions treated as Corporate'
Key '127' = Label 'Specialized Lending'
Key '128' = Label 'Reverse Mortgages '
Key '129' = Label 'Regulatory Retail - Transactors (for qualifying revolving retail)'
Key '130' = Label ''Regulatory Retail - Revolvers'
Key '131' = Label 'Regulatory Retail - Indirect Auto'
Key '132' = Label 'Regulatory Retail - All Other Exposures'
Key '133' = Label 'Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)'
Key '134' = Label 'Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)'
Key '135' = Label 'Income-Producing Residential Real Estate excl. HELOCs'
Key '136' = Label 'Income-Producing HELOCs'
Key '137' = Label 'General Commercial Real Estate'
Key '138' = Label 'Income-Producing Commercial Real Estate'
Key '139' = Label 'Land Acquisition, Development and Construction (ADC) excluding HVCRE'
Key '141' = Label 'Morgtage-Backed Securities'
Key '145' = Label 'Specialized Lending - Project Financing'
Key '146' = Label 'Specialized Lending - Object Financing'
Key '147' = Label 'Specialized Lending - Commodities Financing'
Key '148' = Label 'Specialized Lending - Income Producing Real Estate'
Risk Weight
Pond�ration des risques
Key '700' = Label 'Total Risk Weight'
Key '701' = Label '0%'
Key '702' = Label '10%'
Key '703' = Label '20%'
Key '704' = Label '35%'
Key '705' = Label '50%'
Key '706' = Label '70% Slotting HVCRE Strong, Preferential'
Key '707' = Label '70% Slotting non-HVCRE Strong'
Key '708' = Label '75%'
Key '709' = Label '90% Slotting non-HVCRE Good'
Key '710' = Label '95% Slotting HVCRE Strong'
Key '711' = Label '95% Slotting HVCRE Good, Preferential'
Key '712' = Label '100%'
Key '713' = Label '115% Slotting Non-HVCRE Satisfactory'
Key '714' = Label '120% Slotting HVCRE Good'
Key '715' = Label '140% Slotting HVCRE Satisfactory'
Key '716' = Label '150%'
Key '717' = Label '250% Slotting HVCRE & Non-HVCRE Weak'
Key '718' = Label '0% Slotting HVCRE and Non-HVCRE Default'
Key '730' = Label '15% Unrated'
Key '731' = Label '20% Simplified'
Key '732' = Label '25%'
Key '733' = Label '30% Rated'
Key '734' = Label '40%'
Key '735' = Label '45%'
Key '736' = Label '60%'
Key '737' = Label '65%'
Key '738' = Label '70%'
Key '739' = Label '75% (Requirements not met)'
Key '740' = Label '85%'
Key '741' = Label '85% (Requirements not met)'
Key '742' = Label 'Others (Requirements not met)'
Key '743' = Label '90%'
Key '744' = Label '100% Simplified'
Key '745' = Label '100% Base rated'
Key '746' = Label '105%'
Key '747' = Label '110%'
Key '748' = Label '150% (requirements not met)'
Key '749' = Label '150% Non-qualifying'
Key '750' = Label '20% Unrated'
Key '751' = Label '30% Unrated'
Key '752' = Label '40% Base unrated'
Key '753' = Label '40% Simplified'
Key '754' = Label '50% Unrated'
Key '755' = Label '65% Unrated'
Key '756' = Label '75% Base unrated'
Key '757' = Label '75% Simplified'
Key '758' = Label '80% Unrated, Project finance'
Key '759' = Label '85% Unrated'
Key '760' = Label '100% Unrated'
Key '761' = Label '100% Unrated, Project finance'
Key '762' = Label '100% Unrated, Object finance'
Key '763' = Label '100% Unrated, Commodities finance'
Key '764' = Label '130% Unrated, Project finance'
Key '765' = Label '150% Base unrated'
Key '766' = Label '20% Short-term rated'
Key '767' = Label '50% Short-term rated'
Key '768' = Label '150% Short-term rated'
Key '769' = Label '20% Short-term unrated'
Key '770' = Label '50% Short-term unrated'
Key '771' = Label '150% Short-term unrated'
Key '772' = Label '100% Defaulted'
Key '773' = Label '150% Defaulted'
Key '780' = Label '100% Rated '
Key '781' = Label '100% Base unrated'
Key '784' = Label '150% Base rated'
Key '785' = Label '150% Unrated'
Key '786' = Label '20% Base rated'
Key '787' = Label '220% PMI Backstop'
Key '788' = Label '30%'
Key '789' = Label '30% Base rated'
Key '790' = Label '30% Base unrated'
Key '791' = Label '330% PMI Backstop'
Key '793' = Label '35% Simplified'
Key '794' = Label '40% Unrated'
Key '795' = Label '44% PMI Backstop'
Key '796' = Label '50% Base rated'
Key '797' = Label '50% Rated'
Key '798' = Label '66% PMI Backstop'
Key '799' = Label '15%'
Key '800' = Label '75% Unrated'
Key '801' = Label '0% Rated'
Key '802' = Label '10% Base rated'
Key '803' = Label '10% Rated'
Key '806' = Label '150% Rated'
Key '807' = Label '110% PMI Backstop'
Key '804' = Label '20% Rated'
Key '808' = Label '75% Rated'
Key '809' = Label '50% Slotting HVCRE Strong, Preferential'
Key '810' = Label '70% Slotting HVCRE Good'
Key '811' = Label '55% PMI Backstop'
Key '812' = Label '77% PMI Backstop'
Key '813' = Label '88% PMI Backstop'
Key '814' = Label '99% PMI Backstop'
Key '815' = Label '132% PMI Backstop'
Key '816' = Label '154% PMI Backstop'
Key '817' = Label '165% PMI Backstop'
Key '818' = Label '187% PMI Backstop'
Key '819' = Label '231% PMI Backstop'
Key '820' = Label 'Junior Liens 1.25 Multiplier'
Key '821' = Label '300%'
Exposure Type
Type d'exposition
Key '599' = Label 'No Exposure Type'
Key '500' = Label 'Total Exposure Type'
Key '501' = Label 'Drawn'
Key '502' = Label 'Undrawn commitment'
Key '503' = Label 'Repo-style transaction'
Key '504' = Label 'OTC Derivatives'
Key '505' = Label 'Other off-balance sheet'
Key '506' = Label 'Model risk add-on RWA'
Equity Characteristics
Caract�ristiques des titres
Key '1000' = Label 'Total Equity Characteristics'
Key '1001' = Label 'No Captial Gains Expected - Publicly Traded'
Key '1002' = Label 'No Captial Gains Expected - Other Equities'
Key '1003' = Label 'Held for Captial Gain - Publicly Traded'
Key '1004' = Label 'Held for Captial Gain - Other Equities'
Key '1099' = Label 'Not Applicable'
Default / Dilution Risk
Risque de d�faut / dilution
Key '1100' = Label 'Total Default / Dilution Risk'
Key '1101' = Label 'Default Risk'
Key '1102' = Label 'Dilution Risk'
Key '1199' = Label 'Not Applicable'
Integer
Nombre entier
Country
Code du pays
Key 'AD' = Label 'ANDORRA'
Key 'AE' = Label 'UNITED ARAB EMIRATES'
Key 'AF' = Label 'AFGHANISTAN'
Key 'AG' = Label 'ANTIGUA AND BARBUDA'
Key 'AI' = Label 'ANGUILLA'
Key 'AL' = Label 'ALBANIA'
Key 'AM' = Label 'ARMENIA'
Key 'AN' = Label 'NETHERLANDS ANTILLES'
Key 'AO' = Label 'ANGOLA'
Key 'AQ' = Label 'ANTARCTICA'
Key 'AR' = Label 'ARGENTINA'
Key 'AS' = Label 'AMERICAN SAMOA'
Key 'AT' = Label 'AUSTRIA'
Key 'AU' = Label 'AUSTRALIA'
Key 'AW' = Label 'ARUBA'
Key 'AX' = Label '�LAND ISLANDS'
Key 'AZ' = Label 'AZERBAIJAN'
Key 'BA' = Label 'BOSNIA AND HERZEGOVINA'
Key 'BB' = Label 'BARBADOS'
Key 'BD' = Label 'BANGLADESH'
Key 'BE' = Label 'BELGIUM'
Key 'BF' = Label 'BURKINA FASO'
Key 'BG' = Label 'BULGARIA'
Key 'BH' = Label 'BAHRAIN'
Key 'BI' = Label 'BURUNDI'
Key 'BJ' = Label 'BENIN'
Key 'BL' = Label 'SAINT BARTH�LEMY '
Key 'BM' = Label 'BERMUDA'
Key 'BN' = Label 'BRUNEI DARUSSALAM'
Key 'BO' = Label 'BOLIVIA'
Key 'BQ' = Label 'BONAIRE, SINT EUSTATIUS AND SABA '
Key 'BR' = Label 'BRAZIL'
Key 'BS' = Label 'BAHAMAS'
Key 'BT' = Label 'BHUTAN'
Key 'BV' = Label 'BOUVET ISLAND'
Key 'BW' = Label 'BOTSWANA'
Key 'BY' = Label 'BELARUS'
Key 'BZ' = Label 'BELIZE'
Key 'CA' = Label 'CANADA'
Key 'CC' = Label 'COCOS (KEELING) ISLANDS'
Key 'CD' = Label 'CONGO, THE DEMOCRATIC REPUBLIC OF THE'
Key 'CF' = Label 'CENTRAL AFRICAN REPUBLIC'
Key 'CG' = Label 'CONGO'
Key 'CH' = Label 'SWITZERLAND'
Key 'CI' = Label 'C�TE D'IVOIRE'
Key 'CK' = Label 'COOK ISLANDS'
Key 'CL' = Label 'CHILE'
Key 'CM' = Label 'CAMEROON'
Key 'CN' = Label 'CHINA'
Key 'CO' = Label 'COLOMBIA'
Key 'CR' = Label 'COSTA RICA'
Key 'CS' = Label 'SERBIA AND MONTENEGRO'
Key 'CU' = Label 'CUBA'
Key 'CV' = Label 'CAPE VERDE'
Key 'CW' = Label 'CURACAO'
Key 'CX' = Label 'CHRISTMAS ISLAND'
Key 'CY' = Label 'CYPRUS'
Key 'CZ' = Label 'CZECH REPUBLIC'
Key 'DE' = Label 'GERMANY'
Key 'DJ' = Label 'DJIBOUTI'
Key 'DK' = Label 'DENMARK'
Key 'DM' = Label 'DOMINICA'
Key 'DO' = Label 'DOMINICAN REPUBLIC'
Key 'DZ' = Label 'ALGERIA'
Key 'EC' = Label 'ECUADOR'
Key 'EE' = Label 'ESTONIA'
Key 'EG' = Label 'EGYPT'
Key 'EH' = Label 'WESTERN SAHARA'
Key 'ER' = Label 'ERITREA'
Key 'ES' = Label 'SPAIN'
Key 'ET' = Label 'ETHIOPIA'
Key 'FI' = Label 'FINLAND'
Key 'FJ' = Label 'FIJI'
Key 'FK' = Label 'FALKLAND ISLANDS (MALVINAS)'
Key 'FM' = Label 'MICRONESIA, FEDERATED STATES OF'
Key 'FO' = Label 'FAROE ISLANDS'
Key 'FR' = Label 'FRANCE'
Key 'GA' = Label 'GABON'
Key 'GB' = Label 'UNITED KINGDOM'
Key 'GD' = Label 'GRENADA'
Key 'GE' = Label 'GEORGIA'
Key 'GF' = Label 'FRENCH GUIANA'
Key 'GG' = Label 'GUERNSEY'
Key 'GH' = Label 'GHANA'
Key 'GI' = Label 'GIBRALTAR'
Key 'GL' = Label 'GREENLAND'
Key 'GM' = Label 'GAMBIA'
Key 'GN' = Label 'GUINEA'
Key 'GP' = Label 'GUADELOUPE'
Key 'GQ' = Label 'EQUATORIAL GUINEA'
Key 'GR' = Label 'GREECE'
Key 'GS' = Label 'SOUTH GEORGIA AND THE SOUTH SANDWICH ISLANDS'
Key 'GT' = Label 'GUATEMALA'
Key 'GU' = Label 'GUAM'
Key 'GW' = Label 'GUINEA-BISSAU'
Key 'GY' = Label 'GUYANA'
Key 'HK' = Label 'HONG KONG'
Key 'HM' = Label 'HEARD ISLAND AND MCDONALD ISLANDS'
Key 'HN' = Label 'HONDURAS'
Key 'HR' = Label 'CROATIA'
Key 'HT' = Label 'HAITI'
Key 'HU' = Label 'HUNGARY'
Key 'ID' = Label 'INDONESIA'
Key 'IE' = Label 'IRELAND'
Key 'IL' = Label 'ISRAEL'
Key 'IM' = Label 'ISLE OF MAN'
Key 'IN' = Label 'INDIA'
Key 'IO' = Label 'BRITISH INDIAN OCEAN TERRITORY'
Key 'IQ' = Label 'IRAQ'
Key 'IR' = Label 'IRAN, ISLAMIC REPUBLIC OF'
Key 'IS' = Label 'ICELAND'
Key 'IT' = Label 'ITALY'
Key 'JE' = Label 'JERSEY'
Key 'JM' = Label 'JAMAICA'
Key 'JO' = Label 'JORDAN'
Key 'JP' = Label 'JAPAN'
Key 'KE' = Label 'KENYA'
Key 'KG' = Label 'KYRGYZSTAN'
Key 'KH' = Label 'CAMBODIA'
Key 'KI' = Label 'KIRIBATI'
Key 'KM' = Label 'COMOROS'
Key 'KN' = Label 'SAINT KITTS AND NEVIS'
Key 'KP' = Label 'KOREA, DEMOCRATIC PEOPLE'S REPUBLIC OF'
Key 'KR' = Label 'KOREA, REPUBLIC OF'
Key 'KW' = Label 'KUWAIT'
Key 'KY' = Label 'CAYMAN ISLANDS'
Key 'KZ' = Label 'KAZAKHSTAN'
Key 'LA' = Label 'LAO PEOPLE'S DEMOCRATIC REPUBLIC'
Key 'LB' = Label 'LEBANON'
Key 'LC' = Label 'SAINT LUCIA'
Key 'LI' = Label 'LIECHTENSTEIN'
Key 'LK' = Label 'SRI LANKA'
Key 'LR' = Label 'LIBERIA'
Key 'LS' = Label 'LESOTHO'
Key 'LT' = Label 'LITHUANIA'
Key 'LU' = Label 'LUXEMBOURG'
Key 'LV' = Label 'LATVIA'
Key 'LY' = Label 'LIBYAN ARAB JAMAHIRIYA'
Key 'MA' = Label 'MOROCCO'
Key 'MC' = Label 'MONACO'
Key 'MD' = Label 'MOLDOVA, REPUBLIC OF'
Key 'ME' = Label 'MONTENEGRO'
Key 'MF' = Label 'SAINT MARTIN (FRENCH PART) '
Key 'MG' = Label 'MADAGASCAR'
Key 'MH' = Label 'MARSHALL ISLANDS'
Key 'MK' = Label 'MACEDONIA, THE FORMER YUGOSLAV REPUBLIC OF'
Key 'ML' = Label 'MALI'
Key 'MM' = Label 'MYANMAR'
Key 'MN' = Label 'MONGOLIA'
Key 'MO' = Label 'MACAO'
Key 'MP' = Label 'NORTHERN MARIANA ISLANDS'
Key 'MQ' = Label 'MARTINIQUE'
Key 'MR' = Label 'MAURITANIA'
Key 'MS' = Label 'MONTSERRAT'
Key 'MT' = Label 'MALTA'
Key 'MU' = Label 'MAURITIUS'
Key 'MV' = Label 'MALDIVES'
Key 'MW' = Label 'MALAWI'
Key 'MX' = Label 'MEXICO'
Key 'MY' = Label 'MALAYSIA'
Key 'MZ' = Label 'MOZAMBIQUE'
Key 'NA' = Label 'NAMIBIA'
Key 'NC' = Label 'NEW CALEDONIA'
Key 'NE' = Label 'NIGER'
Key 'NF' = Label 'NORFOLK ISLAND'
Key 'NG' = Label 'NIGERIA'
Key 'NI' = Label 'NICARAGUA'
Key 'NL' = Label 'NETHERLANDS'
Key 'NO' = Label 'NORWAY'
Key 'NP' = Label 'NEPAL'
Key 'NR' = Label 'NAURU'
Key 'NU' = Label 'NIUE'
Key 'NZ' = Label 'NEW ZEALAND'
Key 'OM' = Label 'OMAN'
Key 'PA' = Label 'PANAMA'
Key 'PE' = Label 'PERU'
Key 'PF' = Label 'FRENCH POLYNESIA'
Key 'PG' = Label 'PAPUA NEW GUINEA'
Key 'PH' = Label 'PHILIPPINES'
Key 'PK' = Label 'PAKISTAN'
Key 'PL' = Label 'POLAND'
Key 'PM' = Label 'SAINT PIERRE AND MIQUELON'
Key 'PN' = Label 'PITCAIRN'
Key 'PR' = Label 'PUERTO RICO'
Key 'PS' = Label 'PALESTINIAN TERRITORY, OCCUPIED'
Key 'PT' = Label 'PORTUGAL'
Key 'PW' = Label 'PALAU'
Key 'PY' = Label 'PARAGUAY'
Key 'QA' = Label 'QATAR'
Key 'RE' = Label 'R�UNION'
Key 'RO' = Label 'ROMANIA'
Key 'RU' = Label 'RUSSIAN FEDERATION'
Key 'RS' = Label 'SERBIA'
Key 'RW' = Label 'RWANDA'
Key 'SA' = Label 'SAUDI ARABIA'
Key 'SB' = Label 'SOLOMON ISLANDS'
Key 'SC' = Label 'SEYCHELLES'
Key 'SD' = Label 'SUDAN'
Key 'SE' = Label 'SWEDEN'
Key 'SG' = Label 'SINGAPORE'
Key 'SH' = Label 'SAINT HELENA'
Key 'SI' = Label 'SLOVENIA'
Key 'SJ' = Label 'SVALBARD AND JAN MAYEN'
Key 'SK' = Label 'SLOVAKIA'
Key 'SL' = Label 'SIERRA LEONE'
Key 'SM' = Label 'SAN MARINO'
Key 'SN' = Label 'SENEGAL'
Key 'SO' = Label 'SOMALIA'
Key 'SR' = Label 'SURINAME'
Key 'SS' = Label 'SOUTH SUDAN '
Key 'ST' = Label 'SAO TOME AND PRINCIPE'
Key 'SV' = Label 'EL SALVADOR'
Key 'SX' = Label 'SAINT-MARTIN (PAYS-BAS)'
Key 'SY' = Label 'SYRIAN ARAB REPUBLIC'
Key 'SZ' = Label 'SWAZILAND'
Key 'TC' = Label 'TURKS AND CAICOS ISLANDS'
Key 'TD' = Label 'CHAD'
Key 'TF' = Label 'FRENCH SOUTHERN TERRITORIES'
Key 'TG' = Label 'TOGO'
Key 'TH' = Label 'THAILAND'
Key 'TJ' = Label 'TAJIKISTAN'
Key 'TK' = Label 'TOKELAU'
Key 'TL' = Label 'TIMOR-LESTE'
Key 'TM' = Label 'TURKMENISTAN'
Key 'TN' = Label 'TUNISIA'
Key 'TO' = Label 'TONGA'
Key 'TR' = Label 'TURKEY'
Key 'TT' = Label 'TRINIDAD AND TOBAGO'
Key 'TV' = Label 'TUVALU'
Key 'TW' = Label 'TAIWAN, PROVINCE OF CHINA'
Key 'TZ' = Label 'TANZANIA, UNITED REPUBLIC OF'
Key 'UA' = Label 'UKRAINE'
Key 'UG' = Label 'UGANDA'
Key 'UM' = Label 'UNITED STATES MINOR OUTLYING ISLANDS'
Key 'US' = Label 'UNITED STATES'
Key 'UY' = Label 'URUGUAY'
Key 'UZ' = Label 'UZBEKISTAN'
Key 'VA' = Label 'HOLY SEE (VATICAN CITY STATE)'
Key 'VC' = Label 'SAINT VINCENT AND THE GRENADINES'
Key 'VE' = Label 'VENEZUELA'
Key 'VG' = Label 'VIRGIN ISLANDS, BRITISH'
Key 'VI' = Label 'VIRGIN ISLANDS, U.S.'
Key 'VN' = Label 'VIET NAM'
Key 'VU' = Label 'VANUATU'
Key 'WF' = Label 'WALLIS AND FUTUNA'
Key 'WS' = Label 'SAMOA'
Key 'YE' = Label 'YEMEN'
Key 'YT' = Label 'MAYOTTE'
Key 'YU' = Label 'YUGOSLAVIA'
Key 'ZA' = Label 'SOUTH AFRICA'
Key 'ZM' = Label 'ZAMBIA'
Key 'ZW' = Label 'ZIMBABWE'
Key '99' = Label 'Unknown'
Key '98' = Label 'OTHER COUNTRIES'
Key '97' = Label 'TOTAL FOR ALL COUNTRIES/JURISDICTIONS'
This datatype was created to because there was a need to have a percentage datatype that did not have a Min and Max value for 1Q. Just adjusting the existing percentdatatype would have caused a formset version number increase in all the schemas (returns).
Institution ID
Identification de l'entreprise
BA-1
BA, Ratio Calculations, Tier 1 capital ratio (%)
Ratio Calculations - Net Tier 1 capital
Ratio Calculations - Total capital
Common equity tier 1 - Gross common equity tier 1 capital
Net common equity tier 1 capital (after all deductions)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Deduction from additional tier 1 - Total deduction
Eligible Stage 1 and Stage 2 allowance (re standardized approach) adjusted for ECL Transitional Arrangements
Excess allowance (re IRB approach) adjusted for ECL Transitional Arrangements
BA-6
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
HK-15-2018-1
BA, Ratio Calculations, Adjusted risk-weighted assets
BA-9
Collective allowance on balance sheet assets for capital purposes
"On-balance sheet" securitization exposures recognized for capital ratio but not for consolidated balance sheet purposes
Adjustment for measurement bases used for accounting purposes (fair values)
Adjustment for recognition bases used for accounting purposes (settlement / trade date)
HK-18-2019
0
10-010
Common Equity Tier 1 (CET1) capital ratio (%)
BA, Ratio Calculations, Total capital ratio (%)
BA, Ratio Calculations, Tier 1 capital ratio (%) - before floor
BA, Ratio Calculations, Total capital ratio (%) - before floor
Net CET1 capital
CET1 capital ratio (%) - before floor
OSFI Target CET1 capital ratio (%)
OSFI Target Tier 1 capital ratio (%)
OSFI Target total capital ratio (%)
BA, Ratio Calculations - TLAC ratio (%)
BA, Ratio Calculations, Counter-cyclical buffer (%)
BA, Ratio Calculations, Memo, Institution's own internal CET1 capital target (%)
BA, Memo: Institution's own internal capital targets, Institution's own internal Tier 1 capital target (%)
BA, Memo: Institution's own internal capital targets, Institution's own internal Total capital target (%)
BA, Memo: Institution's own internal capital targets, Institution's own internal TLAC target (%)
Ratio Calculations - Total capital
BA, Ratio Calculations - TLAC ratio (%) - before floor
OSFI Target TLAC ratio (%)
BA, Ratio Calculations, Risk-weighted assets (before floor)
BA, Ratio Calculations, Adjustment for floor
10-011
Simplified Risk-Based Capital Ratio Calculations for Category III SMSBs, A Ratio Calculations, Common Equity Tier 1 (CET1) simplified risk-based capital ratio ratio (%)
Simplified Risk-Based Capital Ratio Calculations for Category III SMSBs, A Ratio Calculations, Tier 1 simplified risk-based capital ratio (%)
Simplified Risk-Based Capital Ratio Calculations for Category III SMSBs, A Ratio Calculations, Total simplified risk-based capital ratio (%)
BA, SMSB Cat III B Capital, Net CET1 capital
BA, SMSB Cat III B Capital, Net Tier 1 capital
BA, SMSB Cat III B Capital, Total capital
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Total Assets
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, CET1 capital deductions
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Additional Tier 1 capital deductions
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Tier 2 capital deductions
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Adjusted Total Assets (CET1)
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Adjusted Total Assets (Tier 1)
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Adjusted Total Assets (Total Capital)
BA, SMSB Cat III C Adjusted Total Assets and Operational Risk RWA, Operational Risk RWA
BA, SMSB Cat III D OSFI Target SRBCR, OSFI Target CET1 SRBCR (%)
BA, SMSB Cat III D OSFI Target SRBCR, OSFI Target Tier 1 SRBCR (%)
BA, SMSB Cat III D OSFI Target SRBCR, OSFI Target Total SRBCR (%)
BA, SMSB Cat III D OSFI Target SRBCR, Countercyclical buffer (%)
BA, SMSB Cat III E Institution's Own Internal Capital Target SRBCR, Institution's own target CET1 SRBCR (%)
BA, SMSB Cat III E Institution's Own Internal Capital Target SRBCR, Institution's own target Tier 1 SRBCR (%)
BA, SMSB Cat III E Institution's Own Internal Capital Target SRBCR, Institution's own target Total SRBCR (%)
BA, SMSB Cat III Derivatives, Notional Amount of Interest Rate and Foreign Exchange Derivatives
BA, SMSB Cat III Derivatives, As a % of Total Capital
BA, SMSB Cat III Derivatives, Notional Amount of Other Derivatives
BA, Other Off Balance Sheet Exposures, Unconditionally cancellable commitments - 10% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Commitments (regardless of the maturity of the underlying facility) 40% CCF , Notional Amount
BA, Other Off Balance Sheet Exposures, Eligible servicer cash advances or facilities - 10% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Securitization liquidity facilities (externally rated) - 100% CCF , Notional Amount
BA, Other Off Balance Sheet Exposures, Undrawn securitization commitments to fund acquisition of assets - 40% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Other off balance sheet securitization exposures - 100% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Direct credit substitutes - 100% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Forward asset purchases - 100% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Forward forward deposits - 100% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Partly paid shares and securities - 100% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Transaction-related contingent items - 50% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Note issuance facilities and revolving underwriting facilities - 50% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Short-term self-liquidating trade letters of credit - 20% CCF, Notional Amount
BA, Other Off Balance Sheet Exposures, Unsettled financial asset purchases, Notional Amount
BA, Securities Financing Transactions, SFT agent transactions � Notional Amount, Notional Amount
BA, Securities Financing Transactions, All other SFTs (after adjusting for sale accounting transactions) � Gross Value, Notional Amount
BA, Other Off Balance Sheet Exposures, Unconditionally cancellable commitments - 10% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Commitments (regardless of the maturity of the underlying facility) 40% CCF , Exposure after CCF
BA, Other Off Balance Sheet Exposures, Eligible servicer cash advances or facilities - 10% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Securitization liquidity facilities (externally rated) - 100% CCF , Exposure after CCF
BA, Other Off Balance Sheet Exposures, Undrawn securitization commitments to fund acquisition of assets - 40% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Other off balance sheet securitization exposures - 100% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Direct credit substitutes - 100% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Forward asset purchases - 100% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Forward forward deposits - 100% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Partly paid shares and securities - 100% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Transaction-related contingent items - 50% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Note issuance facilities and revolving underwriting facilities - 50% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Short-term self-liquidating trade letters of credit - 20% CCF, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Unsettled financial asset purchases, Exposure after CCF
BA, Other Off Balance Sheet Exposures, Total Off Balance Sheet exposures, Exposure after CCF
BA, Other Off Balance Sheet Exposures, As a % of Total Capital, Exposure after CCF
10-020
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - Std. - RWA - Banks excluding covered bonds
Credit Risk - Std. - RWA - SBEs treated as Regulatory Retail
Credit Risk - Std. - RWA - Counterparty Credit Risk of Trading Book Exposures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - FIRB - RWA - SMEs treated as Corporate
Credit Risk - FIRB - RWA - Banks excluding covered bonds
Credit Risk - FIRB - RWA - Counterparty Credit Risk of Trading Book Exposures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - AIRB - RWA - SMEs treated as Corporate
Credit Risk - AIRB - RWA - Counterparty Credit Risk of Trading Book Exposures
Credit Risk - Total IRB - RWA - SMEs treated as Corporate
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - Total IRB - RWA - Banks excluding covered bonds
Credit Risk - Total IRB - RWA - SBEs treated as Regulatory Retail
Credit Risk - Total IRB - RWA - Counterparty Credit Risk of Trading Book Exposures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - Std. & IRB - RWA - SMEs treated as Corporate
Credit Risk - Std. & IRB - RWA - Banks excluding covered bonds
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit Risk - Std. & IRB - RWA - SBEs treated as Regulatory Retail
Credit Risk - Std. & IRB - RWA - Counterparty Credit Risk of Trading Book Exposures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit or market RWA on deducted portion of non-significant investment in financials
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Summary of Risk-weighted Assets, Total Risk-Weighted Assets
BA, Credit Risk - Std. & IRB - EAD - Subtotal
BA, Credit Risk - FIRB - RWA - Specialized Lending - Commodity financing
BA, Credit Risk - AIRB - RWA - Specialized Lending - Commodity financing
BA, Credit Risk - Total IRB - RWA - Specialized Lending - Commodity financing
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending - Commodity financing
BA, Credit Risk - FIRB - EAD - Specialized Lending - Commodity financing
BA, Credit Risk - AIRB - EAD - Specialized Lending - Commodity financing
BA, Credit Risk - Total IRB - EAD - Specialized Lending - Commodity financing
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending - Commodity financing
BA, Credit Risk - FIRB - RWA - Specialized Lending - HVCRE including ADC
BA, Credit Risk - AIRB - RWA - Specialized Lending - HVCRE including ADC
BA, Credit Risk - Total IRB - RWA - Specialized Lending - HVCRE including ADC
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending - HVCRE including ADC
BA, Credit Risk - FIRB - EAD - Specialized Lending - HVCRE including ADC
BA, Credit Risk - AIRB - EAD - Specialized Lending - HVCRE including ADC
BA, Credit Risk - Total IRB - EAD - Specialized Lending - HVCRE including ADC
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending - HVCRE including ADC
BA, Credit Risk - FIRB - RWA - Specialized Lending - Slotting Approach
BA, Credit Risk - AIRB - RWA - Specialized Lending - Slotting Approach
BA, Credit Risk - Total IRB - RWA - Specialized Lending - Slotting Approach
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending - Slotting Approach
BA, Credit Risk - FIRB - EAD - Specialized Lending - Slotting Approach
BA, Credit Risk - AIRB - EAD - Specialized Lending - Slotting Approach
BA, Credit Risk - Total IRB - EAD - Specialized Lending - Slotting Approach
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending - Slotting Approach
BA, Credit Risk - Std. - RWA - Regulatory Retail - Transactors
BA, Credit Risk - AIRB - RWA - Regulatory Retail - Transactors
BA, Credit Risk - Total IRB - RWA - Regulatory Retail - Transactors
BA, Credit Risk - Std. & IRB - RWA - Regulatory Retail - Transactors
BA, Credit Risk - Std. - EAD - Regulatory Retail - Transactors
BA, Credit Risk - AIRB - EAD - Regulatory Retail - Transactors
BA, Credit Risk - Total IRB - EAD - Regulatory Retail - Transactors
BA, Credit Risk - Std. & IRB - EAD - Regulatory Retail - Transactors
BA, Credit Risk - Std. - RWA - Regulatory Retail - Revolvers
BA, Credit Risk - AIRB - RWA - Regulatory Retail - Revolvers
BA, Credit Risk - Total IRB - RWA - Regulatory Retail - Revolvers
BA, Credit Risk - Std. & IRB - RWA - Regulatory Retail - Revolvers
BA, Credit Risk - Std. - EAD - Regulatory Retail - Revolvers
BA, Credit Risk - AIRB - EAD - Regulatory Retail - Revolvers
BA, Credit Risk - Total IRB - EAD - Regulatory Retail - Revolvers
BA, Credit Risk - Std. & IRB - EAD - Regulatory Retail - Revolvers
BA, Credit Risk - Std. - RWA - Regulatory Retail - Indirect Auto
BA, Credit Risk - AIRB - RWA - Regulatory Retail - Indirect Auto
BA, Credit Risk - Total IRB - RWA - Regulatory Retail - Indirect Auto
BA, Credit Risk - Std. & IRB - RWA - Regulatory Retail - Indirect Auto
BA, Credit Risk - Std. - EAD - Regulatory Retail - Indirect Auto
BA, Credit Risk - AIRB - EAD - Regulatory Retail - Indirect Auto
BA, Credit Risk - Total IRB - EAD - Regulatory Retail - Indirect Auto
BA, Credit Risk - Std. & IRB - EAD - Regulatory Retail - Indirect Auto
BA, Credit Risk - Std. - EAD - SBEs treated as Regulatory Retail
BA, Credit Risk - Total IRB - EAD - SBEs treated as Regulatory Retail
BA, Credit Risk - Std. & IRB - EAD - SBEs treated as Regulatory Retail
BA, Credit Risk - Std. - RWA - Regulatory Retail - All Other Exposures
BA, Credit Risk - AIRB - RWA - Regulatory Retail - All Other Exposures
BA, Credit Risk - Total IRB - RWA - Regulatory Retail - All Other Exposures
BA, Credit Risk - Std. & IRB - RWA - Regulatory Retail - All Other Exposures
BA, Credit Risk - Std. - EAD - Regulatory Retail - All Other Exposures
BA, Credit Risk - AIRB - EAD - Regulatory Retail - All Other Exposures
BA, Credit Risk - Total IRB - EAD - Regulatory Retail - All Other Exposures
BA, Credit Risk - Std. & IRB - EAD - Regulatory Retail - All Other Exposures
BA, Credit Risk - Std. - RWA - Non-regulatory Retail
BA, Credit Risk - AIRB - RWA - Non-regulatory Retail
BA, Credit Risk - Total IRB - RWA - Non-regulatory Retail
BA, Credit Risk - Std. & IRB - RWA - Non-regulatory Retail
BA, Credit Risk - Std. - EAD - Non-regulatory Retail
BA, Credit Risk - AIRB - EAD - Non-regulatory Retail
BA, Credit Risk - Total IRB - EAD - Non-regulatory Retail
BA, Credit Risk - Std. & IRB - EAD - Non-regulatory Retail
BA, Credit Risk - Std. - RWA - General Residential real estate excl. HELOCs
BA, Credit Risk - FIRB - RWA - General Residential real estate excl. HELOCs
BA, Credit Risk - AIRB - RWA - General Residential real estate excl. HELOCs
BA, Credit Risk - Total IRB - RWA - General Residential real estate excl. HELOCs
BA, Credit Risk - Std. & IRB - RWA - General Residential real estate excl. HELOCs
BA, Credit Risk - Std. - EAD - General Residential real estate excl. HELOCs
BA, Credit Risk - FIRB - EAD - General Residential real estate excl. HELOCs
BA, Credit Risk - AIRB - EAD - General Residential real estate excl. HELOCs
BA, Credit Risk - Total IRB - EAD - General Residential real estate excl. HELOCs
BA, Credit Risk - Std. & IRB - EAD - General Residential real estate excl. HELOCs
BA, Credit Risk - Std. - RWA - General HELOCs
BA, Credit Risk - FIRB - RWA - General HELOCs
BA, Credit Risk - AIRB - RWA - General HELOCs
BA, Credit Risk - Total IRB - RWA - General HELOCs
BA, Credit Risk - Std. & IRB - RWA - General HELOCs
BA, Credit Risk - Std. - EAD - General HELOCs
BA, Credit Risk - FIRB - EAD - General HELOCs
BA, Credit Risk - AIRB - EAD - General HELOCs
BA, Credit Risk - Total IRB - EAD - General HELOCs
BA, Credit Risk - Std. & IRB - EAD - General HELOCs
BA, Credit Risk - Std. - RWA - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - FIRB - RWA - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - AIRB - RWA - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Total IRB - RWA - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Std. & IRB - RWA - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Std. - EAD - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - FIRB - EAD - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - AIRB - EAD - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Total IRB - EAD - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Std. & IRB - EAD - Income-Producing Residential Real Estate excl. HELOCs
BA, Credit Risk - Std. - RWA - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - AIRB - RWA - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Total IRB - RWA - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Std. & IRB - RWA - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Std. - EAD - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - AIRB - EAD - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Total IRB - EAD - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Std. & IRB - EAD - Regulatory Retail - Income-Producing HELOCs
BA, Credit Risk - Std. - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - FIRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - AIRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Total IRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Std. & IRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Std. - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - FIRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - AIRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Total IRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Std. & IRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages)
BA, Credit Risk - Std. - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - FIRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - AIRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Total IRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Std. & IRB - RWA - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Std. - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - FIRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - AIRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Total IRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Std. & IRB - EAD - Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs)
BA, Credit Risk - Std. - RWA - General CRE
BA, Credit Risk - FIRB - RWA - General CRE
BA, Credit Risk - AIRB - RWA - General CRE
BA, Credit Risk - Total IRB - RWA - General CRE
BA, Credit Risk - Std. & IRB - RWA - General CRE
BA, Credit Risk - Std. - EAD - General CRE
BA, Credit Risk - FIRB - EAD - General CRE
BA, Credit Risk - AIRB - EAD - General CRE
BA, Credit Risk - Total IRB - EAD - General CRE
BA, Credit Risk - Std. & IRB - EAD - General CRE
BA, Credit Risk - Std. - RWA - income-Producing CRE
BA, Credit Risk - FIRB - RWA - income-Producing CRE
BA, Credit Risk - AIRB - RWA - income-Producing CRE
BA, Credit Risk - Total IRB - RWA - income-Producing CRE
BA, Credit Risk - Std. & IRB - RWA - income-Producing CRE
BA, Credit Risk - Std. - EAD - income-Producing CRE
BA, Credit Risk - FIRB - EAD - income-Producing CRE
BA, Credit Risk - AIRB - EAD - income-Producing CRE
BA, Credit Risk - Total IRB - EAD - income-Producing CRE
BA, Credit Risk - Std. & IRB - EAD - income-Producing CRE
BA, Credit Risk - Std. - RWA - Land ADC
BA, Credit Risk - FIRB - RWA - Land ADC
BA, Credit Risk - AIRB - RWA - Land ADC
BA, Credit Risk - Total IRB - RWA - Land ADC
BA, Credit Risk - Std. & IRB - RWA - Land ADC
BA, Credit Risk - Std. - EAD - Land ADC
BA, Credit Risk - FIRB - EAD - Land ADC
BA, Credit Risk - AIRB - EAD - Land ADC
BA, Credit Risk - Total IRB - EAD - Land ADC
BA, Credit Risk - Std. & IRB - EAD - Land ADC
BA, Credit Risk - Std. - RWA - Reverse Mortgages
BA, Credit Risk - Std. & IRB - RWA - Reverse Mortgages
BA, Credit Risk - Std. - EAD - Reverse Mortgages
BA, Credit Risk - Std. & IRB - EAD - Reverse Mortgages
BA, Credit Risk - Std. - RWA - MBS
BA, Credit Risk - Std. & IRB - RWA - MBS
BA, Credit Risk - Std. - EAD - MBS
BA, Credit Risk - Std. & IRB - EAD - MBS
BA, Credit Risk - Std. - RWA - Subordinated debt, equity and other financial instruments
BA, Credit Risk - Std. & IRB - RWA - Subordinated debt, equity and other financial instruments
BA, Credit Risk - Std. - EAD - Subordinated debt, equity and other financial instruments
BA, Credit Risk - Std. & IRB - EAD - Subordinated debt, equity and other financial instruments
BA, Credit Risk - Std. - RWA - Equity Investment in Funds
BA, Credit Risk - FIRB - RWA - Equity Investment in Funds
BA, Credit Risk - AIRB - RWA - Equity Investment in Funds
BA, Credit Risk - Total IRB - RWA - Equity Investment in Funds
BA, Credit Risk - Std. & IRB - RWA - Equity Investment in Funds
BA, Credit Risk - Std. - EAD - Equity Investment in Funds
BA, Credit Risk - FIRB - EAD - Equity Investment in Funds
BA, Credit Risk - AIRB - EAD - Equity Investment in Funds
BA, Credit Risk - Total IRB - EAD - Equity Investment in Funds
BA, Credit Risk - Std. & IRB - EAD - Equity Investment in Funds
BA, Credit Risk - Std. - RWA - CCP
BA, Credit Risk - Std. & IRB - RWA - CCP
BA, Credit Risk - Std. - EAD - CCP
BA, Credit Risk - Std. & IRB - EAD - CCP
BA, Credit Risk - Std. - RWA - CVA
BA, Credit Risk - Std. & IRB - RWA - CVA
BA, Credit Risk - Std. - RWA - Other credit risk-weighted assets
BA, Credit Risk - Std. & IRB - RWA - Other credit risk-weighted assets
BA, Credit Risk - Std. - EAD - Other credit risk-weighted assets
BA, Credit Risk - Std. & IRB - EAD - Other credit risk-weighted assets
BA, Credit Risk - Std. - EAD - Securitizations
BA, Credit Risk - Total IRB - EAD - Securitizations
BA, Credit Risk - Std. & IRB - EAD - Securitizations
BA, Credit Risk - Std. - EAD - Counterparty Credit Risk of Trading Book Exposures
BA, Credit Risk - FIRB - EAD - Counterparty Credit Risk of Trading Book Exposures
BA, Credit Risk - AIRB - EAD - Counterparty Credit Risk of Trading Book Exposures
BA, Credit Risk - Total IRB - EAD - Counterparty Credit Risk of Trading Book Exposures
BA, Credit Risk - Std. & IRB - EAD - Counterparty Credit Risk of Trading Book Exposures
BA, Credit Risk - Std. - EAD - Subtotal
BA, Credit Risk - Total IRB - EAD - Subtotal
BA, Credit Risk - FIRB - EAD - Sovereign
BA, Credit Risk - Std. - EAD - Sovereign
BA, Credit Risk - AIRB - EAD - Sovereign
BA, Credit Risk - Total IRB - EAD - Sovereign
BA, Credit Risk - Std. & IRB - EAD - Sovereign
BA, Credit Risk - Std. - RWA - PSEs
BA, Credit Risk - FIRB - RWA - PSEs
BA, Credit Risk - AIRB - RWA - PSEs
BA, Credit Risk - Total IRB - RWA - PSEs
BA, Credit Risk - Std. & IRB - RWA - PSEs
BA, Credit Risk - Std. - EAD - PSEs
BA, Credit Risk - FIRB - EAD - PSEs
BA, Credit Risk - AIRB - EAD - PSEs
BA, Credit Risk - Total IRB - EAD - PSEs
BA, Credit Risk - Std. & IRB - EAD - PSEs
BA, Credit Risk - Std. - RWA - MDBs
BA, Credit Risk - FIRB - RWA - MDBs
BA, Credit Risk - AIRB - RWA - MDBs
BA, Credit Risk - Total IRB - RWA - MDBs
BA, Credit Risk - Std. & IRB - RWA - MDBs
BA, Credit Risk - Std. - EAD - MDBs
BA, Credit Risk - FIRB - EAD - MDBs
BA, Credit Risk - AIRB - EAD - MDBs
BA, Credit Risk - Total IRB - EAD - MDBs
BA, Credit Risk - Std. & IRB - EAD - MDBs
BA, Credit Risk - Std. - EAD - Banks excluding covered bonds
BA, Credit Risk - FIRB - EAD - Banks excluding covered bonds
BA, Credit Risk - Total IRB - EAD - Banks excluding covered bonds
BA, Credit Risk - Std. & IRB - EAD - Banks excluding covered bonds
BA, Credit Risk - Std. - RWA - Covered bonds
BA, Credit Risk - FIRB - RWA - Covered bonds
BA, Credit Risk - Total IRB - RWA - Covered bonds
BA, Credit Risk - Std. & IRB - RWA - Covered bonds
BA, Credit Risk - Std. - EAD - Covered bonds
BA, Credit Risk - FIRB - EAD - Covered bonds
BA, Credit Risk - Total IRB - EAD - Covered bonds
BA, Credit Risk - Std. & IRB - EAD - Covered bonds
BA, Credit Risk - Std. - RWA - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - FIRB - RWA - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Total IRB - RWA - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Std. & IRB - RWA - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Std. - EAD - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - FIRB - EAD - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Total IRB - EAD - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Std. & IRB - EAD - Securities Firms and Other Financial Institutions Treated as Bank
BA, Credit Risk - Std. - RWA - Large Corporate
BA, Credit Risk - FIRB - RWA - Large Corporate
BA, Credit Risk - Total IRB - RWA - Large Corporate
BA, Credit Risk - Std. & IRB - RWA - Large Corporate
BA, Credit Risk - Std. - EAD - Large Corporate
BA, Credit Risk - FIRB - EAD - Large Corporate
BA, Credit Risk - Total IRB - EAD - Large Corporate
BA, Credit Risk - Std. & IRB - EAD - Large Corporate
BA, Credit Risk - Std. - RWA - Mid-sized Corporate
BA, Credit Risk - FIRB - RWA - Mid-sized Corporate
BA, Credit Risk - AIRB - RWA - Mid-sized Corporate
BA, Credit Risk - Total IRB - RWA - Mid-sized Corporate
BA, Credit Risk - Std. & IRB - RWA - Mid-sized Corporate
BA, Credit Risk - Std. - EAD - Mid-sized Corporate
BA, Credit Risk - FIRB - EAD - Mid-sized Corporate
BA, Credit Risk - AIRB - EAD - Mid-sized Corporate
BA, Credit Risk - Total IRB - EAD - Mid-sized Corporate
BA, Credit Risk - Std. & IRB - EAD - Mid-sized Corporate
BA, Credit Risk - Std. - RWA - SMEs treated as Corporate
BA, Credit Risk - Std. - EAD - SMEs treated as Corporate
BA, Credit Risk - FIRB - EAD - SMEs treated as Corporate
BA, Credit Risk - AIRB - EAD - SMEs treated as Corporate
BA, Credit Risk - Total IRB - EAD - SMEs treated as Corporate
BA, Credit Risk - Std. & IRB - EAD - SMEs treated as Corporate
BA, Credit Risk - Std. - RWA - Corporate
BA, Credit Risk - FIRB - RWA - Corporate
BA, Credit Risk - Total IRB - RWA - Corporate
BA, Credit Risk - Std. & IRB - RWA - Corporate
BA, Credit Risk - Std. - EAD - Corporate
BA, Credit Risk - FIRB - EAD - Corporate
BA, Credit Risk - AIRB - EAD - Corporate
BA, Credit Risk - Total IRB - EAD - Corporate
BA, Credit Risk - Std. & IRB - EAD - Corporate
BA, Credit Risk - Std. - RWA - Specialized Lending
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending
BA, Credit Risk - Std. - EAD - Specialized Lending
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending
BA, Credit Risk - FIRB - RWA - Specialized Lending - Project financing
BA, Credit Risk - AIRB - RWA - Specialized Lending - Project financing
BA, Credit Risk - Total IRB - RWA - Specialized Lending - Project financing
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending - Project financing
BA, Credit Risk - FIRB - EAD - Specialized Lending - Project financing
BA, Credit Risk - AIRB - EAD - Specialized Lending - Project financing
BA, Credit Risk - Total IRB - EAD - Specialized Lending - Project financing
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending - Project financing
BA, Credit Risk - AIRB - RWA - Specialized Lending - Object financing
BA, Credit Risk - Total IRB - RWA - Specialized Lending - Object financing
BA, Credit Risk - Std. & IRB - RWA - Specialized Lending - Object financing
BA, Credit Risk - FIRB - EAD - Specialized Lending - Object financing
BA, Credit Risk - FIRB - RWA - Specialized Lending - Object financing
BA, Credit Risk - AIRB - EAD - Specialized Lending - Object financing
BA, Credit Risk - Total IRB - EAD - Specialized Lending - Object financing
BA, Credit Risk - Std. & IRB - EAD - Specialized Lending - Object financing
BA, Credit Risk - FIRB - RWA - SBEs treated as Regulatory Retail
BA, Credit Risk - AIRB - RWA - SBEs treated as Regulatory Retail
BA, Credit Risk - FIRB - EAD - SBEs treated as Regulatory Retail
BA, Credit Risk - AIRB - EAD - SBEs treated as Regulatory Retail
BA, Op Risk - Capital charge - simplified standardized approach
10-030
BA, Total output floor risk-weighted assets
BA, Other Inputs to the floor calculation, Allowances eligible for inclusion in Tier 2 Capital under the floor
BA, Output Floor Summary, Floor adjustment Factor
BA, Output Floor Summary, RWA Floor Adjustment
BA, Output Floor risk-weighted assets for: Credit Risk, Sovereign, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Other Retail, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), SBEs treated as Regulatory-Retail, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Counterparty Credit Risk of Trading Book Exposures , Net Exposure (After CRM)
BA, Output Floor risk-weighted assets for: Credit Risk, Securitizations, Net Exposure (After CRM)
BA, Output Floor risk-weighted assets for: Credit Risk, Market Risk, RWA
BA, Output Floor risk-weighted assets for: Credit Risk, Sovereign, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Other Retail, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), SBEs treated as Regulatory-Retail, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Counterparty Credit Risk of Trading Book Exposures , RWA
BA, Output Floor risk-weighted assets for: Credit Risk, Securitizations, RWA
BA, Other Inputs to the floor calculation, Before-floor allowances in Capital net of EL-shortfall deduction
BA, Other Inputs to the floor calculation, Before-floor RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Large Corporate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Bank excluding covered bonds, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General Residential Real Estate, excl. HELOCs, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Non-regulatory Retail, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), SBEs treated as Regulatory-Retail, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Counterparty Credit Risk of Trading Book Exposures, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Large Corporate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Bank excluding covered bonds, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General Residential Real Estate, excl. HELOCs, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Non-regulatory Retail, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), SBEs treated as Regulatory-Retail, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Counterparty Credit Risk of Trading Book Exposures, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), PSEs, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), PSEs, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), MDBs, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), MDBs, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Bank excluding covered bonds, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Bank excluding covered bonds, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Covered Bonds, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Covered Bonds, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Securities Firms and Other Financial Institutions treated as Bank, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Securities Firms and Other Financial Institutions treated as Bank, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Large Corporate, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Large Corporate, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Mid-sized Corporate, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Mid-sized Corporate, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), SMEs Treated as Corporate, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), SMEs Treated as Corporate, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Securities Firms and Other Financial Institutions treated as Corporate, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Securities Firms and Other Financial Institutions treated as Corporate, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Project financing, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Project financing, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Object financing, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Object financing, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Commodity financing, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Commodity financing, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - HVCRE including ADC, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - HVCRE including ADC, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Slotting Approach, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Specialized Lending - Slotting Approach, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Transactors, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Transactors, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Revolvers, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Revolvers, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Indirect Auto, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - Indirect Auto, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - All Other Exposures, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Regulatory Retail - All Other Exposures, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General Residential Real Estate, excl. HELOCs, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General Residential Real Estate, excl. HELOCs, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General HELOCs, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General HELOCs, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing Residential Real Estate, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing Residential Real Estate, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing HELOC, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing HELOC, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General CRE, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), General CRE, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing CRE, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Income-Producing CRE, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Land ADC, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Land ADC, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Reverse Mortgages, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Reverse Mortgages, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), MBS, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), MBS, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Subordinated Debt, Equity and Other Capital Instruments, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Subordinated Debt, Equity and Other Capital Instruments, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Equity Investments in Funds, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Equity Investments in Funds, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), CCP, Net Exposure (After CRM)
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), CCP, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), CVA, RWA
BA, Capital Floor risk-weighted assets for: Credit Risk (by original obligor, after CRM), Other Credit Risk-Weighted Assets, RWA
BA, Capital Floor risk-weighted assets for: Operational Risk, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), PSEs, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), PSEs, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), MDBs, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), MDBs, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Covered Bonds, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Covered Bonds, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Securities Firms and Other Financial Institutions Treated as Bank, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Securities Firms and Other Financial Institutions Treated as Bank, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Mid-sized Corporate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Mid-sized Corporate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), SMEs Treated as Corporate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), SMEs Treated as Corporate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Securities Firms and Other Financial Institutions treated as Corporate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Securities Firms and Other Financial Institutions treated as Corporate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Project financing, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Project financing, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Object financing, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Object financing, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Commodity financing, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Commodity financing, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - HVCRE including ADC, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - HVCRE including ADC, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Slotting Approach, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Specialized Lending - Slotting Approach, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Transactors, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Transactors, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Revolvers, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Revolvers, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Indirect Auto, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - Indirect Auto, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - All Other Exposures, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Regulatory Retail - All Other Exposures, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General HELOCs, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General HELOCs, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing Residential Real Estate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing Residential Real Estate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing HELOCs, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing HELOCs, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General Commercial Real Estate, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), General Commercial Real Estate, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing CRE, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Income-Producing CRE, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Land ADC, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Land ADC, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Reverse Mortgages, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Reverse Mortgages, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), MBS, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), MBS, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Subordinated Debt, Equity and Other Capital Instruments, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Subordinated Debt, Equity and Other Capital Instruments, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Equity Investments in Funds, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), Equity Investments in Funds, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), CCP, Net Exposure (After CRM)
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), CCP, RWA
BA, Memo: Capital floor credit risk-weighted assets by ultimate guarantor, Credit Risk (by ultimate guarantor, after CRM), CVA, RWA
10-050
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - Std. approach - Notional principal amount
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - Std. approach - Credit Equivalent Amount
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - FIRB approach - Notional principal amount
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - FIRB approach - Exposure at Default
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - AIRB approach - Notional principal amount
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - AIRB approach - Credit Conversion Factor %
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Other off-balance sheet - Note Issuance Facility (NIF)s & Revolving Underwriting Facility (RUF)s - AIRB approach - Exposure at Default
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Undrawn commitments - Retail - Unconditionally cancelleable at any time - Std. approach - Credit Equivalent Amount
BA, Undrawn commitments - Retail - Undrawn balances of credit cards and charge cards - Std. approach - Notional Principal Amount
BA, Undrawn commitments - Retail - Undrawn balances of credit cards and charge cards - Std. approach - Credit Equivalent Amount
BA, Undrawn commitments - Retail - Undrawn balances of credit cards and charge cards - IRB approach - Notional Principal Amount
BA, Undrawn commitments - Retail - Undrawn balances of credit cards and charge cards - IRB approach - Credit Equivalent Factor
BA, Undrawn commitments - Retail - Undrawn balances of credit cards and charge cards - IRB approach - Exposure at Default
BA, Undrawn commitments - Retail - All Other Commitments - Std. approach - Notional Principal Amount
BA, Undrawn commitments - Retail - All Other Commitments - Std. approach - Credit Equivalent Amount
BA, Undrawn commitments - Retail - All Other Commitments - IRB approach - Notional Principal Amount
BA, Undrawn commitments - Retail - All Other Commitments - IRB approach - Credit Equivalent Factor
BA, Undrawn commitments - Retail - All Other Commitments - IRB approach - Exposure at Default
Undrawn commitments - Non-Retail - Unconditionally cancellable at any time- Std. approach - Credit Equivalent Amount
Undrawn commitments - Non-Retail - Unconditionally cancellable at any time- IRB Approach -Exposure at Default
Undrawn commitments - Non-Retail - Undrawn balances of credit cards and charge cards - Std. approach - Notional Principal Amount
Undrawn commitments - Non-Retail - Undrawn balances of credit cards and charge cards - Std. approach - Credit Equivalent Amount
Undrawn commitments - Non-Retail - Undrawn balances of credit cards and charge cards - FIRB approach - Notional Principal Amount
Undrawn commitments - Non-Retail - Undrawn balances of credit cards and charge cards - FIRB approach - Exposure at Default
Undrawn commitments - Non-Retail - All Other Commitments - Std. approach - Notional Principal Amount
Undrawn commitments - Non-Retail - All Other Commitments - Std. approach - Credit Equivalent Amount
Undrawn commitments - Non-Retail - All Other Commitments - FIRB approach - Notional Principal Amount
Undrawn commitments - Non-Retail - All Other Commitments - FIRB approach - Exposure at Default
Undrawn commitments - Non-Retail - All Other Commitments - AIRB approach - Notional Principal Amount
Undrawn commitments - Non-Retail - All Other Commitments - AIRB approach - Credit Equivalent Factor %
Undrawn commitments - Non-Retail - All Other Commitments - AIRB approach - Exposure at Default
Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures, Undrawn commitments - excl. securitization exposures, (ii) Non-retail (incl. SMEs treated as Corporate), Included in the Advanced IRB Approach, Undrawn balances of credit cards, Notional Principal Amount
Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures, Undrawn commitments - excl. securitization exposures, (ii) Non-retail (incl. SMEs treated as Corporate), Included in the Advanced IRB Approach, Undrawn balances of credit cards, Credit Conversion Factor [1] (%)
Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures, Undrawn commitments - excl. securitization exposures, (ii) Non-retail (incl. SMEs treated as Corporate), Included in the Advanced IRB Approach, Undrawn balances of credit cards, Exposure at Default
10-070
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit risk - IRB (excl. slotting, retail, equity, and secur'n) - Gross exposures before CRM - Drawn
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit risk - IRB (excl. slotting, retail, equity, and secur'n) - Gross exposures before CRM - Repo-style Transactions
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit risk - Other assets - Gross exposures before credit risk mitigation - Repo-style transactions
Deducted portion of non-significant investment in financials (if double counted) - Gross exposures before credit risk mitigation - Drawn
Deducted portion of non-significant investment in financials (if double counted) - Gross exposures before credit risk mitigation - Total balance sheet
Deducted portion of non-significant investment in financials (if double counted) - Exposures before CRM, net of individual allowance
Credit risk - IRB (excl. slotting, retail, equity, and secur'n) - Gross exposures before CRM - Total
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit risk - IRB (excl. slotting, retail, equity, and securitization) - Stage 3 allowance
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Credit risk - IRB (excl. slotting, retail, equity, and securitization) - Exposure before CRM, net of Stage 3 allowance and partial write-offs
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Securitization-related assets not recognized for capital ratio calculations but consolidated for balance sheet purposes - Total
Other adjustments to balance sheet assets used for capital ratios
Investments in deconsolidated subsidiaries (equity method excluding goodwill and intangibles)
Balances due to/from deconsolidated subsidiaries
Deconsolidated subsidiaries' total balance sheet assets, excluding subsidiaries' goodwill and intangible assets
Total assets per consolidated balance sheet
BA, Credit risk - IRB Equity investment in funds - Gross exposures before CRM - Drawn
BA, Credit risk - IRB Equity investment in funds - Gross exposures before CRM - Total
BA, Credit risk - IRB Equity investment in funds - Stage 3 allowance
BA, Credit risk - IRB Equity investment in funds - Exposure before CRM, net of Stage 3 allowance and partial write-offs
10-060-1
BA, Std, Banking Book, Sovereign, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Sovereign, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Sovereign, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Sovereign, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Sovereign, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Sovereign, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Sovereign, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Sovereign, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Sovereign, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Sovereign, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Sovereign, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Sovereign, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, PSEs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, PSEs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, PSEs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, PSEs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, PSEs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, PSEs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, PSEs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, PSEs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, PSEs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, PSEs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, PSEs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, PSEs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, MDBs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, MDBs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MDBs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, MDBs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, MDBs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, MDBs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, MDBs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, MDBs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MDBs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, MDBs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, MDBs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, MDBs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Bank excluding covered bonds, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Bank excluding covered bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Bank excluding covered bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Bank excluding covered bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Bank excluding covered bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Bank excluding covered bonds, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Bank excluding covered bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Bank excluding covered bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Bank excluding covered bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Bank excluding covered bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Bank excluding covered bonds, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Covered Bonds, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Covered Bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Covered Bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Covered Bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Covered Bonds, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Covered Bonds, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Covered Bonds, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Covered Bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Covered Bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Covered Bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Covered Bonds, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Covered Bonds, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Large Corporate, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Large Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Large Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Large Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Large Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Large Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Large Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Large Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Large Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Large Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Large Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Large Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Mid-sized Corporate, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Mid-sized Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Mid-sized Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Mid-sized Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Mid-sized Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Mid-sized Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Mid-sized Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Mid-sized Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Mid-sized Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Mid-sized Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Mid-sized Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Mid-sized Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, SMEs Treated as Corporate, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, SMEs Treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, SMEs Treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, SMEs Treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, SMEs Treated as Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, SMEs Treated as Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Specialized Lending, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Specialized Lending, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Specialized Lending, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Specialized Lending, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Specialized Lending, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Specialized Lending, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Specialized Lending, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Specialized Lending, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Specialized Lending, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Specialized Lending, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Specialized Lending, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Specialized Lending, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Specialized Lending, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Specialized Lending, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Specialized Lending, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Specialized Lending, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Specialized Lending, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Specialized Lending, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Specialized Lending, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Specialized Lending, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - Transactors, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Transactors, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Transactors, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Transactors, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Regulatory Retail - Transactors, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Regulatory Retail - Transactors, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
10-060-2
BA, Std, Banking Book, Regulatory Retail - Revolvers, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Revolvers, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Revolvers, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Revolvers, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Regulatory Retail - Revolvers, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Regulatory Retail - Revolvers, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Regulatory Retail - Indirect Auto, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, SBEs treated as Regulatory Retail, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, SBEs treated as Regulatory Retail, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Regulatory Retail - All Other Exposures, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Non-regulatory Retail, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Non-regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Non-regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Non-regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Non-regulatory Retail, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Non-regulatory Retail, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Non-regulatory Retail, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Non-regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Non-regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Non-regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Non-regulatory Retail, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Non-regulatory Retail, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, General HELOCs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, General HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, General HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, General HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, General HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, General HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Income-Producing HELOCs, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing HELOCs, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Income-Producing HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing HELOCs, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Income-Producing HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, General CRE, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, General CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, General CRE, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, General CRE, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, General CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, General CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, General CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, General CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, General CRE, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Income-Producing CRE, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Income-Producing CRE, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Income-Producing CRE, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Income-Producing CRE, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Income-Producing CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Income-Producing CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Income-Producing CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Income-Producing CRE, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Income-Producing CRE, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Land acquisition, development and construction, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Land acquisition, development and construction, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Land acquisition, development and construction, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Land acquisition, development and construction, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Land acquisition, development and construction, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Land acquisition, development and construction, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Land acquisition, development and construction, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Land acquisition, development and construction, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Land acquisition, development and construction, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Land acquisition, development and construction, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Land acquisition, development and construction, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, Reverse Mortgages, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Reverse Mortgages, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Reverse Mortgages, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Reverse Mortgages, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, Reverse Mortgages, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, Reverse Mortgages, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, Reverse Mortgages, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, Reverse Mortgages, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, Reverse Mortgages, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, Reverse Mortgages, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, Reverse Mortgages, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, Reverse Mortgages, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Banking Book, MBS, Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, MBS, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MBS, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Banking Book, MBS, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Banking Book, MBS, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Banking Book, MBS, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Banking Book, MBS, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Banking Book, MBS, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Banking Book, MBS, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Banking Book, MBS, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Banking Book, MBS, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Banking Book, MBS, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Pre-CRM Exposure by Original Obligor
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Counterparty Credit Risk of Trading Book Exposures , Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Counterparty Credit Risk of Trading Book Exposures , RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Std, Standardized total, Pre-CRM Exposure by Original Obligor
BA, Std, Standardized total, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Standardized total, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Std, Standardized total, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Standardized total, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Standardized total, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Std, Standardized total, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Std, Standardized total, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Std, Standardized total, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Std, Standardized total, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Std, Standardized total, RWA for Pre-CRM Exposure by Original Obligor
BA, Std, Standardized total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Std, Standardized total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Std, Standardized total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Std, Standardized total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Std, Standardized total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Std, Standardized total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Std, Standardized total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Std, Standardized total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Std, Standardized total, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
10-060-3
BA, IRB, Banking Book, Sovereign, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Sovereign, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Sovereign, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Sovereign, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Sovereign, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Sovereign, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, PSEs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, PSEs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, PSEs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, PSEs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, PSEs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, PSEs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, MDBs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, MDBs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, MDBs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, MDBs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, MDBs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, MDBs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Bank excluding covered bonds, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Bank excluding covered bonds, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Bank excluding covered bonds, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Bank excluding covered bonds, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Covered Bonds, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Covered Bonds, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Covered Bonds, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Covered Bonds, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Covered Bonds, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Covered Bonds, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Bank, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Large Corporate, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Large Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Large Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Large Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Large Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Large Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Mid-sized Corporate, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Mid-sized Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Mid-sized Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Mid-sized Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, SMEs Treated as Corporate, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, SMEs Treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, SMEs Treated as Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, SMEs Treated as Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Securities Firms and Other Financial Institutions treated as Corporate, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Project financing, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Project financing, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Project financing, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Project financing, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Specialized Lending - Project financing, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Project financing, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Project financing, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Object financing, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Object financing, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Object financing, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Object financing, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Specialized Lending - Object financing, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Object financing, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Object financing, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Commodity financing, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Commodity financing, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - HVCRE including ADC, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Specialized Lending - Slotting Approach, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Transactors, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Regulatory Retail - Transactors, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Transactors, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Transactors, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Revolvers, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Revolvers, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - Indirect Auto, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
10-060-4
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, SBEs treated as Regulatory Retail, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Regulatory Retail - All Other Exposures, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Non-regulatory Retail, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Non-regulatory Retail, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Non-regulatory Retail, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Non-regulatory Retail, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General Residential Real Estate excl. HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, General HELOCs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, General HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, General HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, General HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing Residential Real Estate excl. HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Income-Producing HELOCs, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Income-Producing HELOCs, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing HELOCs, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing HELOCs, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, General CRE, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, General CRE, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General CRE, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, General CRE, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, General CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, General CRE, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Income-Producing CRE, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Income-Producing CRE, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing CRE, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Income-Producing CRE, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Income-Producing CRE, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Income-Producing CRE, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Land acquisition, development and construction, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Land acquisition, development and construction, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Land acquisition, development and construction, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Land acquisition, development and construction, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, Reverse Mortgages, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, Reverse Mortgages, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Reverse Mortgages, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, Reverse Mortgages, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, Reverse Mortgages, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, Reverse Mortgages, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Banking Book, MBS, Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Banking Book, MBS, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, MBS, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Banking Book, MBS, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Banking Book, MBS, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Banking Book, MBS, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Pre-CRM Exposure by Original Obligor
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, Counterparty Credit Risk of Trading Book Exposures , RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, IRB, IRB total, Pre-CRM Exposure by Original Obligor
BA, IRB, IRB total, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, IRB total, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, IRB, IRB total, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, IRB, IRB total, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, IRB total, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, IRB, IRB total, RWA for Pre-CRM Exposure by Original Obligor
BA, IRB, IRB total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, IRB, IRB total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, IRB, IRB total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, IRB, IRB total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, IRB, IRB total, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
BA, Total, Pre-CRM Exposure by Original Obligor
BA, Total, Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Total, Guaranteed Exposure, by Ultimate Guarantor, Sovereign including PSE/MDB
BA, Total, Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials treated as Bank)
BA, Total, Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Total, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Corporates (Large, Mid, SME, Financials)
BA, Total, Collateralized Exposure under the Simple Approach, by Collateral Provider, Sovereign excluding PSE/MDB
BA, Total, Collateralized Exposure under the Simple Approach, by Collateral Provider, All Banks including covered bonds/Financials treated as Bank)
BA, Total, Collateralized Exposure under the Simple Approach, by Collateral Provider, Total
BA, Total, Exposure Not Guaranteed nor Collateralized (exposure to original obligor)
BA, Total, RWA for Pre-CRM Exposure by Original Obligor
BA, Total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Corporates (Large, Mid, SME, Financials)
BA, Total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Sovereign excluding PSE/MDB
BA, Total, RWA for Guaranteed Exposure, by Ultimate Guarantor, All Banks including covered bonds/Financials)
BA, Total, RWA for Guaranteed Exposure, by Ultimate Guarantor, Total
BA, Total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Corporates (Large, Mid, SME, Financials)
BA, Total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Sovereign excluding PSE/MDB
BA, Total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), All Banks including covered bonds/Financials)
BA, Total, RWA for collateralized Exposure under the Simple Approach, by Collateral Provider (Not Applicable under IRB Approach), Total
BA, Total, RWA for Exposure Not Guaranteed nor Collateralized (RWA associated with exposure to original obligor)
10-080
BA, Summary, Capital treatment, Standardized Approach, Insured by CMHC, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by CMHC, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by CMHC, Exposure at Default
BA, Summary, Capital treatment, Total, Insured by CMHC, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by CMHC, Exposure at Default
BA, Summary, Capital treatment, Standardized Approach, Insured by CMHC, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by CMHC, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by CMHC, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by CMHC, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Total, Insured by CMHC, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Standardized Approach, Insured by CMHC, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by CMHC, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by CMHC, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by CMHC, Post-insurance RWA
BA, Summary, Capital treatment, Total, Insured by CMHC, Post-insurance RWA
BA, Summary, Capital treatment, Standardized Approach, Insured by PMI, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by PMI, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by PMI, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by PMI, Exposure at Default
BA, Summary, Capital treatment, Total, Insured by PMI, Exposure at Default
BA, Summary, Capital treatment, Standardized Approach, Insured by PMI, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by PMI, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by PMI, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by PMI, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Total, Insured by PMI, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Standardized Approach, Insured by PMI, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Insured by PMI, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, PD substitution, Insured by PMI, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Insured by PMI, Post-insurance RWA
BA, Summary, Capital treatment, Total, Insured by PMI, Post-insurance RWA
BA, Summary, Capital treatment, Standardized Approach, Total insured mortgage, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Total insured mortgage, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, PD substitution, Total insured mortgage, Exposure at Default
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Total insured mortgage, Exposure at Default
BA, Summary, Capital treatment, Total, Total insured mortgage, Exposure at Default
BA, Summary, Capital treatment, Standardized Approach, Total insured mortgage, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Total insured mortgage, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, PD substitution, Total insured mortgage, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Total insured mortgage, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Total, Total insured mortgage, RWA of original loan (Pre-CRM)
BA, Summary, Capital treatment, Standardized Approach, Total insured mortgage, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, LGD adjustment, Total insured mortgage, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, PD substitution, Total insured mortgage, Post-insurance RWA
BA, Summary, Capital treatment, IRB Approach, IRB subtotal, Total insured mortgage, Post-insurance RWA
BA, Summary, Capital treatment, Total, Total insured mortgage, Post-insurance RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.2, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.25, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.3, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.35, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.4, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.45, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.5, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.6, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.7, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.75, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.85, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1.05, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1.5, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, Total, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.2, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.25, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.3, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.35, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.4, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.45, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.5, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.6, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.7, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.75, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 0.85, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1.05, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, 1.5, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Original Loan (Pre-CRM), Standardized Risk weight, Total, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0.2, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0.5, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 1, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 1.5, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, Total, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0.2, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 0.5, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 1, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, 1.5, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by CMHC, Insured by CMHC, Standardized Risk weight, Total, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.2, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.25, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.3, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.35, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.4, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.45, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.5, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.6, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.7, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.75, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.85, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1.05, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1.5, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, Total, Pre-CRM net exposure (credit-equiv. amount for off B/S) (M11)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.2, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.25, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.3, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.35, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.4, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.45, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.5, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.6, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.7, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.75, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 0.85, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1.05, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, 1.5, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Original Loan (Pre-CRM), Standardized Risk weight, Total, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.2, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.3, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.5, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1.5, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, Insurance not recognized , Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, Total, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.2, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.3, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.5, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1.5, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, Insurance not recognized , Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, Total, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by CMHC, Original Loan, Exposure (at PD of original obligor) (M48)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by CMHC, Original Loan, Weighted Ave. LGD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by CMHC, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by CMHC, Insured by CMHC, Weighted Ave. LGD (adjusted for CRM after application of floor)(%) (M50)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by CMHC, Insured by CMHC, Risk-weighted Assets (M52)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Genworth, Original Loan, Exposure (at PD of original obligor) (M48)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Canada Guaranty, Original Loan, Exposure (at PD of original obligor) (M48)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Total, Original Loan, Exposure (at PD of original obligor) (M48)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Genworth, Original Loan, Weighted Ave. LGD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Canada Guaranty, Original Loan, Weighted Ave. LGD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Total, Original Loan, Weighted Ave. LGD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Genworth, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Canada Guaranty, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Total, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Genworth, Insured by PMI, Weighted Ave. LGD (adjusted for CRM after application of floor)(%) (M50)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Canada Guaranty, Insured by PMI, Weighted Ave. LGD (adjusted for CRM after application of floor)(%) (M50)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Total, Insured by PMI, Weighted Ave. LGD (adjusted for CRM after application of floor)(%) (M50)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Genworth, Insured by PMI, Risk-weighted Assets (M52)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Canada Guaranty, Insured by PMI, Risk-weighted Assets (M52)**
BA, Original Loan and Guarantee Treated under the IRB Approach: LGD adjustment, Insured by PMI, PMI, Total, Insured by PMI, Risk-weighted Assets (M52)**
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by CMHC, Original Loan, Exposure (at PD of original obligor) (M48)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by CMHC, Original Loan, Weighted Ave. PD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by CMHC, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by CMHC, Insured by CMHC, PD of CMHC (%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by CMHC, Insured by CMHC, Risk-weighted Assets (M52)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Genworth, Original Loan, Exposure (at PD of original obligor) (M48)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Canada Guaranty, Original Loan, Exposure (at PD of original obligor) (M48)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Total, Original Loan, Exposure (at PD of original obligor) (M48)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Genworth, Original Loan, Weighted Ave. PD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Canada Guaranty, Original Loan, Weighted Ave. PD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Total, Original Loan, Weighted Ave. PD (Pre-CRM)(%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Genworth, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Canada Guaranty, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Total, Original Loan, Pre-CRM RWA
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Genworth, Insured by PMI, PD of PMI (%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Canada Guaranty, Insured by PMI, PD of PMI (%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Total, Insured by PMI, PD of PMI (%)
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Genworth, Insured by PMI, Risk-weighted Assets (M52)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Canada Guaranty, Insured by PMI, Risk-weighted Assets (M52)***
BA, Original Loan and Guarantee Treated under the IRB Approach: PD substitution, Insured by PMI, PMI, Total, Insured by PMI, Risk-weighted Assets (M52)***
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 55% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 55% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 77% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 77% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 88% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, Risk-Weighted Assets (M7)*
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, isk-Weighted Assets (M7)*, 99% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 132% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 132% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 154% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 154% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 165% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 165% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 187% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 187% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Post-CRM net exposure (M17)*, 231% PMI Backstop
Summary of All Insured Canadian Mortgages and HELOCs, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Risk-Weighted Assets (M7)*, 231% PMI Backstop
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.44, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.66, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1.1, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 2.2, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 3.3, Post-CRM net exposure (M17)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.44, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 0.66, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 1.1, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 2.2, Risk-Weighted Assets (M7)*
BA, Original Loan and Guarantee Treated under the Standardized Approach (SA), Insured by Private Mortgage Insurer (PMI), Insured by PMI, Standardized Risk weight, 3.3, Risk-Weighted Assets (M7)*
10-090
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), .45, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.2, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.1, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.25, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.125, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.4, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.2, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.7, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.35, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.85, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.425, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 0.85, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.425, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 0.85, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.425, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.5, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.25, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Total (500), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.45, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.225, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.6, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.3, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 0.75, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.375, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Risk Weight (Original), 1.05, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.45, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Total (700), Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, HELOC Exposures that do not meet expectations related to B-20, Total (700), Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, General Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Income-Producing Residential Real Estate, excl. HELOCs, Risk Weight (Original), 1, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.5, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Incremental Risk-weighted Assets related to the 1.5 multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.3, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.15, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Net Exposure after CRM for exposures subject to currency mismatch multiplier
BA, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Risk Weight (Original), 0.35, Incremental Risk Weight of Multiplier for Currency Mismatch (i.e. the additional 0.5 in the 1.5 multiplier), 0.175, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General Residential Real Estate, excl. HELOCs, Net Exposure after CRM for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General Residential Real Estate, excl. HELOCs, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General Residential Real Estate, excl. HELOCs, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Income-Producing Residential Real Estate, excl. HELOCs, Net Exposure after CRM for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Income-Producing Residential Real Estate, excl. HELOCs, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Income-Producing Residential Real Estate, excl. HELOCs, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, Residential Real Estate Exposures that do not meet expectations related to B-20, excl. HELOCs, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General HELOCs, Net Exposure after CRM for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General HELOCs, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, General HELOCs, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, HELOC Exposures that do not meet expectations related to B-20, Net Exposure after CRM for exposures subject to currency mismatch multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, HELOC Exposures that do not meet expectations related to B-20, Incremental Risk-weighted Assets related to the 1.5 multiplier
Summary of All Standardized Approach Exposures Subject to Currency Mismatch Multiplier, HELOC Exposures that do not meet expectations related to B-20, Total Risk-weighted Assets for exposures subject to currency mismatch multiplier
20
20-010
BA, DSIB/non-DSIB indicator - DSIB
BA, DSIB/non-DSIB indicator - Non-DSIB
Common Equity Tier 1 Capital - Common shares
CET1 - AOCI and other disclosed reserves for accounting purposes
Common equity tier 1 - Cash flow hedge reserves requiring derecognition
Common Equity Tier 1 Capital - Retained earnings for accounting purposes
Common equity tier 1 - Accumulated net after-tax fair value gain/(loss) arising from changes in institution's own credit risk including DVA on derivatives
Common equity tier 1 - Accumulated other comprehensive income for capital purposes
Deduction from gross ommon equity tier 1 - Computer software intangibles (net of deferred tax liability)
Deduction from gross common equity tier 1 - Deferred tax assets excluding temporary differences (net of eligible deferred tax liability)
Deduction from gross common equity tier 1 - Defined benefit pension fund assets (net of eligible deferred tax liability)
Deduction from gross common equity tier 1 - Investment in own shares not derecognized for accounting purposes (net of eligible short positions)
Deduction from gross common equity tier 1 - Reciprocal cross holdings in common equity
Deduction from gross common equity tier 1 - Placeholder
Deduction from gross common equity tier 1 - Total deduction from gross common equity tier 1 capital
Adjusted common equity tier 1 capital
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Deduction from adjusted common equity tier 1 - Non-significant investment in financials: CET1 allocation
Adjusted common equity tier 1 capital after allocated threshold deduction
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Capital Elements, Calculation of total Capital, Gross Common Equity Tier 1 Capital, Portion of reverse mortgage exposures with current loan-to-value greater than 80%
Deduction from adjusted common equity tier 1 after allocated threshold deduction - Significant investments in common equity of financials (amount above 10% threshold)
Deduction from adjusted common equity tier 1 after allocated threshold deduction - Mortgage servicing rights (amount above 10% threshold)
Deduction from adjusted common equity tier 1 after allocated threshold deduction - Deferred tax assets from temporary differences excluding loss carryback (amount above 10% threshold)
Deduction from adjusted common equity tier 1 after allocated threshold deduction - Total
Adjusted common equity tier 1 capital after allocated and individual threshold deductions
Deduction from adjusted common equity tier 1 after allocated and individual threshold deductions - Basket amount exceeding 15% threshold
Deduction from adjusted common equity tier 1 after allocated and individual threshold deductions - Adjustment for additional tier 1 deduction for which there is insufficient additional tier 1
Capital Elements, Calculation of total Capital, Total deduction from adjusted common equity tier 1 capital after allocated and individiual individual threshold deductions
Gross additional tier 1 - Non-cumulative perpetual preferred shares
Gross additional tier 1 - Other qualifying additional tier 1 instruments
Gross additional tier 1 - Tier 1 capital issued by consolidated subsidiaries to third parties
Gross additional tier 1 capital
Deduction from additional tier 1 - Investment in own additional tier 1 capital instruments not derecognized for accounting purposes (net of eligible short positions)
Deduction from additional tier 1 - Non-significant investment in financials: additional tier 1 allocation
Deduction from additional tier 1 - Significant investments in financials: additional tier 1 - Deconsolidated subsidiaries (net of eligible short positions)
Deduction from additional tier 1 - Significant investments in financials: additional tier 1 - Other significant investments and joint ventures (net of eligible short positions)
Deduction from additional tier 1 - Adjustment for insufficient tier 2
Deduction from additional tier 1 - Total items eligible for deduction
Net additional tier 1 capital
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Deduction from tier 2 - Investment in own tier 2 capital instruments not derecognized for accounting purposes (net of eligible short positions)
Deduction from tier 2 - Significant investments in financials: tier 2 - Deconsolidated subsidiaries (net of eligible short positions)
Deduction from tier 2 - Significant investments in financials: tier 2 - Other significant investments and joint ventures (net of eligible short positions)
Deduction from tier 2 - Total items eligible for deduction
Supporting calculations - Non-significant investment in financials - Gross holdings of common equity
Common Equity Tier 1 Capital - Contributed surplus as per M4 balance sheet
Supporting calculations - Non-significant investment in financials - Permitted offsetting short positions (common equity)
Supporting calculations - Non-significant investment in financials - Net holdings of common equity
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Non-significant investment in financials - Gross holdings of additional tier 1
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Non-significant investment in financials - Permitted offsetting short positions (additional tier 1)
Supporting calculations - Non-significant investment in financials - Net holdings of additional tier 1
Supporting calculations - Non-significant investment in financials - Gross holdings of tier 2
Supporting calculations - Non-significant investment in financials - Permitted offsetting short positions (tier 2)
Supporting calculations - Non-significant investment in financials - Net holdings of tier 2
Supporting calculations - Non-significant investment in financials - Total net holdings
Supporting calculations - Non-significant investment in financials - Deduction - Amount by which total net holdings exceeds 10% of adjusted CET1
Supporting calculations - Non-significant investment in financials - Deduction - Allocated to common equity tier 1
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Non-significant investment in financials - Deduction - Allocated to additional tier 1
Supporting calculations - Non-significant investment in financials - Deduction - Allocated to tier 2
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Significant investment in common equity of financials - Permitted offsetting short positions in deconsolidated subsidiaries
Supporting calculations - Significant investment in common equity of financials - Permitted offsetting short positions in other significant investments in financials and joint ventures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Significant investment in common equity of financials - Total net significant investment in common equity of financials
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Significant investment in common equity of financials - Deduction - Amount by which total net significant investments in common equity of financials exceeds 10% of adjusted CET1 after allocated threshold dedn
Supporting calculations - Significant investment in common equity of financials - Deduction - Prorated to investment in common equity of deconsolidated subsidiaries
Supporting calculations - Significant investment in common equity of financials - Deduction - Prorated to other significant investments in common equity of financials and interests in joint ventures
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Mortage servicing rights (net of eligible deferred tax liability)
Supporting calculations - Mortgage servicing rights - Deduction - Amount by which net mortgage servicing rights exceeds 10% of adjusted CET1 after allocated threshold deduction
Supporting calculations - Deferred tax assets arising from temporary differences, excluding those realizable through net operating loss carryback (net of eligible deferred tax liability)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Deferred tax assets arising from temporary differences, excluding those realizable through net operating loss carryback - Deduction - Amount by which net deferred tax assets exceed 10% of adjsuted CET1 after allocated threshold deduction
Supporting calculations - Net significant investment in common equity of financials not deducted as part of the 10% individual threshold
Supporting calculations - Net mortgage servicing rights not deducted as part of the 10% individual threshold
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Net deferred tax assets from temporary differences not deducted as part of the 10% individual threshold
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see Supporting calculations - Basket of items not deducted as part of the 10% individual thresholds
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Supporting calculations - Basket of items - Deduction - Amount by which basket of items not already deducted exceeds 15% of net CET1 (after all deductions)
Supporting calculations - Basket of items - Deduction - Prorated to investment in common equity of deconsolidated subsidiaries
Supporting calculations - Basket of items - Deduction - Prorated to other significant investments in common equity of financials and interests in joint ventures
Supporting calculations - Basket of items - Deduction - Prorated to mortgage servicing rights (net of eligible deferred tax liability)
Supporting calculations - Basket of items - Deduction - Prorated to deferred tax assets arising from temporary differences, excluding those realizable through net operating loss carryback (net of eligible deferred tax liability)
Supporting calculations - Cap percentage for non-qualifying capital instruments recognized in capital during transition reporting period
Supporting calc. - Phase out of non-qualifying Additional Tier 1 - Total non-qualifying additional Tier 1 outstanding at the date of continuance
Supporting calc. - Phase out of non-qualifying Additional Tier 1 - Maximum amount of Additional non-qualifying Tier 1 instruments that can be included in capital
Supporting calc. - Phase out of non-qualifying Additional Tier 1 - Actual amount of Additional non-qualifying Tier 1 instruments outstanding on reporting date
Supporting calc. - Phase out of non-qualifying Additional Tier 1 - Non-qualifying Additional Tier 1 instruments included in capital
Supporting calc. - Phase out of non-qualifying Tier 2 instruments - Total non-qualifying Tier 2 outstanding at the date of continuance
Supporting calc. - Phase out of non-qualifying Tier 2 instruments - Maximum amount of non-qualifying Tier 2 instruments that can be included in capital
Supporting calc. - Phase out of non-qualifying Tier 2 instruments - Actual amount of non-qualifying Tier 2 instruments outstanding on reporting date
Supporting calc. - Phase out of non-qualifying Tier 2 instruments - Non-qualifying Tier 2 instruments included in capital
Memo item - Deferred tax liabilities related to Goodwill
Memo item - Deferred tax liabilities related to: Intangible assets (excluding computer software intangibles and mortgage servicing rights)
Memo item - Deferred tax liabilities related to: Computer software intangibles
Memo item - Deferred tax liabilities related to: Deferred tax assets excluding those arising from temporary differences
Memo item - Deferred tax liabilities related to: Defined benefit pension fund assets
Memo item - Deferred tax liabilities related to: Mortgage servicing rights
Memo item - Deferred tax liabilities related to: Deferred tax assets arising from temporary differences, excluding those realizable through net operating loss carryback
Memo item - Permitted short positions in: Investment in own shares not derecognized for accounting purposes
Memo item - Permitted short positions in: Investment in own additional tier 1 capital instruments not derecognized for accounting purposes
Memo item - Permitted short positions in: Investment in own tier 2 capital instruments not derecognized for accounting purposes
Memo item - Permitted short positions in: Investment in common equity of financials - Non-significant investments
Memo item - Permitted short positions in: Investment in additional tier 1 capital of financials - Deconsolidated subsidiaries
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Memo item - Permitted short positions in: Investment in additional tier 1 capital of financials - Other significant investments and joint ventures
Memo item - Permitted short positions in: Investment in additional tier 1 capital of financials - Non-significant investments
Memo item - Permitted short positions in: Investment in tier 2 capital of financials - Deconsolidated subsidiaries
Memo item - Permitted short positions in: Investment in tier 2 capital of financials - Other significant investments and joint ventures
Memo item - Permitted short positions in: Investment in tier 2 capital of financials - Non-significant investments
Memo item - Permitted short positions in: Investment in common equity of financials - Deconsolidated subsidiaries
Memo item - Permitted short positions in: Investment in common equity of financials - Other significant investments and joint ventures
Capital Elements, Calculation of Total Capital, Common Equity Tier 1 Capital, Contributed Surplus amounts not related to premium on common shares or other CET1 instruments
Capital Elements, Calculation of Total Capital, Common Equity Tier 1 Capital, Stock surplus (share premium) relating to common shares
Accumulated net after-tax fair value gain/(loss) in AOCI arising from changes in institution's own credit risk including DVA on derivatives
Valuation adjustments related to less liquid positions
Additional Tier 1 Capital, Stock surplus (share premium) relating to additional tier 1 instruments
Additional Tier 1 Capital - Non-qualifying Tier 1 capital instruments (Federal Credit Union only)
Gross Additional Tier 1 Capital - Placeholder
Tier 2 Capital - Non-qualifying Tier 2 capital instruments (Federal Credit Union only)
Permitted offset in respect of defined benefit pension fund assets
Tier 2 Capital, Stock surplus (share premium) relating to tier 2 instruments
Goodwill in other significant investments in financials and joint ventures
BA, Deduction from tier 2 - Reciprocal cross holdings in other TLAC instruments
BA, Deduction from tier 2 - Non-significant investments in capital and other TLAC instruments: Tier 2 allocation (amount above 10% threshold)
BA, Deduction from tier 2 - Non-significant investments in other TLAC instruments (DSIBs only): Holdings no longer meeting market-making exmption conditions
BA, Deduction from tier 2 - Non-significant investments in other TLAC instruments of G-SIBs and D-SIBs (DSIBs only): Holdings above 5% market-making threshold
BA, Deduction from tier 2 - Significant investments in financials: Other TLAC instruments issued by G-SIBs, Deconsolidated subsidiaries (net of eligible short positions)
BA, Deduction from tier 2 - Significant investments in financials: Other TLAC instruments issued by G-SIBs, Other significant investments and joint ventures (net of eligible short positions)
BA, Deduction from tier 2 - Significant investments in financials: Other TLAC instruments issued by D-SIBs, Deconsolidated subsidiaries (net of eligible short positions)
BA, Deduction from tier 2 - Significant investments in financials: Other TLAC instruments issued by D-SIBs, Other significant investments and joint ventures (net of eligible short positions)
BA, TLAC available (D-SIBs only), Other TLAC instruments issued directly by the bank
BA, TLAC available (D-SIBs only), Amortised portion of Tier 2 instruments where remainig maturity > 1 year
BA, TLAC available (D-SIBs only), Total Other TLAC instruments
BA, TLAC available (D-SIBs only),Total TLAC before deductions
BA, Deduct: AT1 instruments ineligible as TLAC as issued out of subsidiaries to third parties
BA, Deduct: T2 instruments ineligible as TLAC as issued out of subsidiaries to third parties
BA, Deduct: Investments in own Other TLAC instruments
BA, Total deduction from TLAC available
BA, TLAC available
BA, Supporting Calculations, Non-significant investment in financials, B1, Gross long holdings of Other TLAC instruments issued by G-SIBs
BA, Supporting Calculations, Non-significant investment in financials, B1, Gross long holdings of Other TLAC instruments issued by D-SIBs
BA, Supporting Calculations, Non-significant investment in financials, B1, Total holdings
BA, Supporting Calculations, Non-significant investment in financials, B1, Non-D-SIBs: Amount by which total holdings exceeds 5% of Adjusted CET1
BA, Supporting Calculations, Non-significant investment in financials, B1, D-SIBs: Deduction from Tier 2 capital, Holdings of Other TLAC instruments no longer held in the Trading Book
BA, Supporting Calculations, Non-significant investment in financials, B1, D-SIBs: Deduction from Tier 2 capital, Holdings of Other TLAC instruments not sold within 30 business days
BA, Supporting Calculations, Non-significant investment in financials, B1, D-SIBs: Deduction from Tier 2 capital, Total holdings no longer meeting conditions of the market-making exemption
BA, Supporting Calculations, Non-significant investment in financials, B1, D-SIBs: Deduction from Tier 2 capital, Net holdings meeting conditions of the market-making exemption
BA, Supporting Calculations, Non-significant investment in financials, B1, D-SIBs: Deduction from Tier 2 capital, Deduction: Amount by which remaining holdings of Other TLAC instruments exceeds 5% of Adjusted CET1
BA, Supporting Calculations, Non-significant investment in financials, B2, Gross holdings of Other TLAC instruments issued by G-SIBs not covered by the 5% threshold
BA, Supporting Calculations, Non-significant investment in financials, B2, Permitted offsetting short positions (G-SIBs)
BA, Supporting Calculations, Non-significant investment in financials, B2, Net holdings of Other TLAC instruments issued by G-SIBs
BA, Supporting Calculations, Non-significant investment in financials, B2, Gross holdings of Other TLAC instruments issued by D-SIBs not covered by the 5% threshold
BA, Supporting Calculations, Non-significant investment in financials, B2, Permitted offsetting short positions (D-SIBs)
BA, Supporting Calculations, Non-significant investment in financials, B2, Net holdings of Other TLAC instruments issued by D-SIBs
BA, Memo Items, Permitted short positions in: Investments in Other TLAC Instruments issued by G-SIBs not covered by the 5% threshold (non-DSIBs only), Deconsolidated subsidiaries
BA, Memo Items, Permitted short positions in: Investments in Other TLAC Instruments issued by G-SIBs not covered by the 5% threshold (non-DSIBs only), Other significant investments and joint ventures
Memo item - Permitted short positions in: Investment in tier 2 capital of financials - Non-significant investments
BA, Memo Items, Permitted short positions in: Investments in Other TLAC Instruments issued by D-SIBs not covered by the 5% threshold (non-DSIBs only), Deconsolidated subsidiaries
BA, Memo Items, Permitted short positions in: Investments in Other TLAC Instruments issued by D-SIBs not covered by the 5% threshold (non-DSIBs only), Other significant investments and joint ventures
BA, Memo Items, Permitted short positions in: Investments in Other TLAC Instruments issued by D-SIBs not covered by the 5% threshold (non-DSIBs only), Non-significant investments
BA, Common Equity Tier 1 Capital, Membership shares (Federal credit unions only)
BA, Common Equity Tier 1 Capital, Other qualifying CET1 instruments (Federal credit unions only)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Common Equity Tier 1 Capital, Non-qualifying CET1 instruments (Federal credit unions only)
BA, Non-payment and non-delivery on non-delivery vs. payment (DvP) transactions [1,2]
BA, Portion of exposure below materiality threshold for credit protection
BA, Exposures to non-qualifying CCPs
BA, Prepaid portfolio mortgage insurance subject to deduction (non-conforming to OSFI's amortization expectations)
BA, Equity investments in funds subject to the fall-back approach
BA, Significant investments in commercial entities above 10% of CET1 capital
BA, Supporting calc. - Phase out of non-qualifying Common Equity Tier 1 instruments, Total non-qualifying Common Equity Tier 1 instruments outstanding at the date of continuance
BA, Supporting calc. - Phase out of non-qualifying Common Equity Tier 1 instruments, Maximum amount of Common Equity non-qualifying Tier 1 instruments that can be included in capital
BA, Supporting calc. - Phase out of non-qualifying Common Equity Tier 1 instruments, Actual amount of non-qualifying Common Equity Tier 1 instruments outstanding on reporting date
BA, Supporting calc. - Phase out of non-qualifying Common Equity Tier 1 instruments, Non-qualifying Common Equity Tier 1 instruments included in capital
20-020
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 3
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 4
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 5
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 6
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 7
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 8
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 1
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 2
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 3
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 4
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 5
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 6
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 7
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 8
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 1
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 2
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 3
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 4
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 5
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 6
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 7
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub - Sub 8
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 1
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 2
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 3
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 4
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 5
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 6
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 7
Qualifying capital issued out of subs that are not banks - Surplus tier 1 of the sub attributable to third party investors - Sub 8
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 1
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 2
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 3
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 4
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 5
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 6
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 7
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 8
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in add'l tier 1 - Total subs
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 1
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 2
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 3
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 4
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 5
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 6
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 7
Qualifying capital issued out of subs that are not banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 8
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 1
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 2
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 3
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 4
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 5
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 6
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 7
Qualifying capital issued out of subs that are not banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 8
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 1
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 2
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 3
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 4
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 5
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 6
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 7
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub - Sub 8
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 1
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 2
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 3
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 4
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 5
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 6
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 7
Qualifying capital issued out of subs that are not banks - Surplus total capital of the sub attributable to third party investors - Sub 8
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 1
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 2
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 3
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 4
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 5
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 6
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 7
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in total capital - Sub 8
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 1
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 2
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 3
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 4
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 5
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 6
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 7
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Sub 8
Qualifying capital issued out of subs that are not banks - Amount of capital issued to third parties recognized in tier 2 - Total subs
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 1
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 2
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 3
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 4
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 5
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 6
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 7
Qualifying capital issued out of subs that are banks - Total CET1 of the sub, net - Sub 8
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 6
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 7
Qualifying capital issued out of subs that are banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 1
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 2
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 3
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 4
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 5
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 6
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 7
Qualifying capital issued out of subs that are banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 8
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 6
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 7
Qualifying capital issued out of subs that are banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 1
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 2
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 3
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 4
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 5
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 6
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 7
Qualifying capital issued out of subs that are banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 8
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 6
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 7
Qualifying capital issued out of subs that are banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 1
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 2
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 3
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 4
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 5
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 6
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 7
Qualifying capital issued out of subs that are banks - Total risk-weighted assets of the subsidiary - Sub 8
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 1
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 2
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 3
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 4
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 5
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 6
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 7
Qualifying capital issued out of subs that are banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 8
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 1
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 2
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 3
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 4
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 5
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 6
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 7
Qualifying capital issued out of subs that are banks - Minimum CET1 requirement of the sub plus capital conservation buffer - Sub 8
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 1
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 2
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 3
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 4
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 5
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 6
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 7
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. CET1 requirement plus the capital conservation buffer related to the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 1
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 2
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 3
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 4
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 5
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 6
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 7
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 1
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 2
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 3
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 4
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 5
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 6
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 7
Qualifying capital issued out of subs that are banks - Surplus CET1 of the sub attributable to third party investors - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 1
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 2
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 3
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 4
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 5
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 6
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 7
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in CET1 - Total subs
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 1
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 2
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 3
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 4
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 5
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 6
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 7
Qualifying capital issued out of subs that are banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 8
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 1
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 2
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 3
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 4
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 5
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 6
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 7
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. tier 1 requirement plus the capital conservation buffer related to the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 1
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 2
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 3
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 5
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 4
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 6
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 7
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 1
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 2
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 3
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 4
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 5
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 6
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 7
Qualifying capital issued out of subs that are banks - Surplus tier 1 of the sub attributable to third party investors - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 1
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 2
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 3
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 4
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 5
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 6
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 7
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 1 - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 1
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 2
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 3
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 4
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 5
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 6
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 7
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in add'l tier 1 - Total subs
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 1
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 2
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 3
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 4
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 5
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 6
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 7
Qualifying capital issued out of subs that are banks - Minimum total capital requirement of the sub plus capital conservation buffer - Sub 8
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 1
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 2
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 3
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 4
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 5
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 6
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 7
Qualifying capital issued out of subs that are banks - Portion of the consolidated min. total capital requirement plus the capital conservation buffer related to the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 1
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 2
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 3
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 4
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 5
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 6
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 7
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub - Sub 8
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 1
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 2
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 3
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 4
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 5
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 6
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 7
Qualifying capital issued out of subs that are banks - Surplus total capital of the sub attributable to third party investors - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 1
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 2
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 3
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 4
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 5
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 6
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 7
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in total capital - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 1
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 2
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 3
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 4
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 5
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 6
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 7
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Sub 8
Qualifying capital issued out of subs that are banks - Amount of capital issued to third parties recognized in tier 2 - Total subs
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 1
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 2
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 3
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 4
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 5
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 6
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 7
Qualifying capital issued out of subs that are not banks - Total CET1 of the sub, net - Sub 8
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are not banks - Total paid in amount of CET1 plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 6
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 7
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Qualifying capital issued out of subs that are not banks - Paid in amount of CET1 plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 1
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 2
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 3
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 4
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 5
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 6
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 7
Qualifying capital issued out of subs that are not banks - Total tier 1 (CET1 + add'l tier 1) of the sub, net - Sub 8
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are not banks - Total paid in amount of tier 1 plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 6
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 7
Qualifying capital issued out of subs that are not banks - Paid in amount of tier 1 plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 1
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 2
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 3
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 4
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 5
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 6
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 7
Qualifying capital issued out of subs that are not banks - Total capital (CET1 + add'l tier 1 + tier 2) of the sub, net - Sub 8
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 6
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 7
Qualifying capital issued out of subs that are not banks - Total paid in amount of total capital plus related reserves/retained earnings, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 1
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 2
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 3
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 4
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 5
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 6
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 7
Qualifying capital issued out of subs that are not banks - Paid in amount of total capital plus related reserves/retained earnings owned by third parties, gross - Sub 8
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 1
Surplus Common Equity Tier 1 of the subsidiary that is attributable to third party investors - Total
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 2
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 3
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 4
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 5
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 6
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 7
Qualifying capital issued out of subs that are not banks - Total risk-weighted assets of the subsidiary - Sub 8
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 1
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 2
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 3
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 4
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 7
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 8
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 1
Qualifying capital issued out of subs that are not banks - Minimum tier 1 requirement of the sub plus capital conservation buffer - Sub 2
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 5
Qualifying capital issued out of subs that are not banks - RWA of the consolidated group that relate to the sub (RWA of the sub excl. intra-group transactions) - Sub 6
Surplus Tier 1 of the subsidiary that is attributable to third party investors - Total
Surplus Total capital of the subsidiary that is attributable to third party investors - Total
Surplus Tier 1 of the subsidiary that is attributable to third party investors - Total
Surplus Total capital of the subsidiary that is attributable to third party investors - Total
20-030-1
BA, Stage 1 and Stage 2 allowance - total consolidated, Less: amount in respect of on-balance sheet assets underlying exposures treated under the securitization framework
BA, Stage 1 and Stage 2 allowance - total consolidated, Less: amount in respect of other adjustments
BA, Stage 3 allowance, Less: amount in respect of on-balance sheet assets underlying exposures treated under the securitization framework
BA, Stage 3 allowance, Less: amount in respect of other adjustments
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, PSEs, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, MDBs, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Covered bonds, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Covered bonds, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Covered bonds, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Covered bonds, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, General CRE, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securitizations, excluding allowances on underlying securitized assets (Memo item), Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securitizations, excluding allowances on underlying securitized assets (Memo item), Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securitizations, excluding allowances on underlying securitized assets (Memo item), Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securitizations, excluding allowances on underlying securitized assets (Memo item), Total Allocated
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, PSEs, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, MDBs, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Covered bonds, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Covered bonds, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Covered bonds, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Covered bonds, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, General CRE, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Income Producing CRE, Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Repo-style Transactions (503)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Total Eligible
Allowance for Impairment: Capital Treatment, Standardized Methodology, IRB Methodology, Eligible Allowance (including partial write-offs), Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios), Securities Firms and Other Financials Treated as Corporate, Repo-style Transactions (503)
Allowance for Impairment: Capital Treatment, Standardized Methodology, IRB Methodology (cont'd),Stage 3 allowance and partial write-offs (in respect of IRB portfolios), Securities Firms and Other Financials Treated as Corporate, Repo-style Transactions (503)
Allowance for Impairment: Capital Treatment, Standardized Methodology, IRB Methodology (cont'd), Expected Loss Amount, Expected loss amounts (in respect of IRB portfolios), Securities Firms and Other Financials Treated as Corporate, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, PSEs, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, MDBs, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Covered bonds, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Covered bonds, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Covered bonds, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Covered bonds, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Bank, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Mid-sized Corporate, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Project financing, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Object financing, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Commodity financing, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - HVCRE including ADC, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Specialized Lending - Slotting Approach, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Revolvers, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, General CRE, Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Repo-style Transactions (503)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income Producing CRE, Total Eligible
20-030-2
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Stage 1 and Stage 2 Allowance, Less: amount in respect of subsidiaries deconsolidated for capital purposes
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Allowance for Impairment: Capital Treatment, Standardized Methodology, Eligible Stage 1 and Stage 2 allowance* for inclusion in Tier 2 capital :, Lesser of C and 1.25% x [A from Schedule 10.020 - J from Schedule 40.290 + (J from Schedule 40.290 x (A from Schedule 10.020 - J from schedule 40.290) / (C from Schedule 10.020 - J from schedule 40.290))]
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, Drawn (501)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Drawn (501)
General Residential Real Estate excl. HELOCs, Drawn (501)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, General HELOCs, Drawn (501)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Drawn (501)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Drawn (501)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Drawn (501)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, Undrawn Commitments (502)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Undrawn Commitments (502)
General Residential Real Estate excl. HELOCs, Undrawn Commitments (502)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, General HELOCs, Undrawn Commitments (502)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Undrawn Commitments (502)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Undrawn Commitments (502)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Undrawn Commitments (502)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, Repo-style Transactions (503)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Repo-style Transactions (503)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Repo-style Transactions (503)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Repo-style Transactions (503)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, OTC Derivatives (504)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, OTC Derivatives (504)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, OTC Derivatives (504)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, OTC Derivatives (504)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, Other off-balance sheet (505)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Other off-balance sheet (505)
General Residential Real Estate excl. HELOCs, Other off-balance sheet (505)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, General HELOCs, Other off-balance sheet (505)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Other off-balance sheet (505)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Other off-balance sheet (505)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Other off-balance sheet (505)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Large Corporate, Total Allocated
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Total Allocated
General Residential Real Estate excl. HELOCs, Total Eligible
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, General HELOCs, Total Allocated
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Total Allocated
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Total Allocated
BA, Memo: Stage 3 allowance and partial write-offs (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Total Allocated
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, Drawn (501)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Drawn (501)
General Residential Real Estate excl. HELOCs, Drawn (501)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, General HELOCs, Drawn (501)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Drawn (501)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Drawn (501)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Drawn (501)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, Undrawn Commitments (502)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
General Residential Real Estate excl. HELOCs, Undrawn Commitments (502)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, General HELOCs, Undrawn Commitments (502)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Undrawn Commitments (502)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Undrawn Commitments (502)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Undrawn Commitments (502)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, Repo-style Transactions (503)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Undrawn Commitments (502)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Repo-style Transactions (503)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Repo-style Transactions (503)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Repo-style Transactions (503)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, OTC Derivatives (504)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, OTC Derivatives (504)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, OTC Derivatives (504)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, OTC Derivatives (504)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, Other off-balance sheet (505)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
General Residential Real Estate excl. HELOCs, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, General HELOCs, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Other off-balance sheet (505)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Large Corporate, Total Allocated
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Total Allocated
General Residential Real Estate excl. HELOCs, Total Eligible
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Total Allocated
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Total Allocated
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, General HELOCs, Total Allocated
BA, Memo: Expected loss amounts (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Total Allocated
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Stage 3 allowance and partial write-offs
BA, Stage 3 Allowance, Less: amount in respect of subsidiaries deconsolidated for capital purposes
BA, Net allowance held against identified deterioration of particular assets or known liabilities
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Drawn (501)
General Residential Real Estate excl. HELOCs, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, General HELOCs, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Undrawn Commitments (502)
General Residential Real Estate excl. HELOCs, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, General HELOCs, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Other off-balance sheet (505)
General Residential Real Estate excl. HELOCs, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, General HELOCs, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Large Corporate, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Bank excluding covered bonds, Total Allocated
General Residential Real Estate excl. HELOCs, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, General HELOCs, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Non-regulatory Retail, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, Regulatory Retail - Transactors, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios): Banking Book, SBEs treated as Regulatory Retail, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Repo-style Transactions (503)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Equity Investment in Funds (Memo item), Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Total Allocated
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Total Eligible
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Drawn (501)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Undrawn Commitments (502)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs(in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (Mortgages), Total Eligible
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Residential Real Estate Exposures that do not meet expectations related to B-20 (HELOCs), Total Eligible
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securities Firms and Other Financials Treated as Corporate, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securities Firms and Other Financials Treated as Corporate, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securities Firms and Other Financials Treated as Corporate, OTC Derivatives (504)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securities Firms and Other Financials Treated as Corporate, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Securities Firms and Other Financials Treated as Corporate, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Project financing, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Project financing, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Project financing, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Project financing, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Object financing, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Object financing, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Object financing, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Commodity financing, Drawn (501)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Object financing, Total Allocated
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Commodity financing, Undrawn Commitments (502)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Commodity financing, Other off-balance sheet (505)
BA, Memo: Internal allocation of Stage 1 and Stage 2 allowance (in respect of IRB portfolios):, Specialized Lending - Commodity financing, Total Allocated
BA, Stage 3 allowance and partial write-offs (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Drawn (501)
BA, Stage 3 allowance and partial write-offs (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, OTC Derivatives (504)
BA, Stage 3 allowance and partial write-offs (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Other off-balance sheet (505)
BA, Stage 3 allowance and partial write-offs (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Total Eligible
BA, Stage 3 allowance and partial write-offs (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Drawn (501)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, OTC Derivatives (504)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Undrawn Commitments (502)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Other off-balance sheet (505)
BA, Expected loss amounts (in respect of IRB portfolios):, Banking Book, Securities Firms and Other Financials Treated as Corporate, Total Eligible
30
30-010
BA, Op Risk, Total minimum capital required for operational risk
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - Indirect Auto, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Regulatory Retail - All Other Exposures, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing Residential Real Estate, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Income-Producing HELOCs, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Land Acquisition, Development and Construction, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, Reverse Mortgages General CRE, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Banking Book, MBS Income Producing CRE, Total Eligible
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, Drawn (501)
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, Undrawn Commitments (502)
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, Repo-style Transactions (503)
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, OTC Derivatives (504)
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, Other off-balance sheet (505)
Expected loss amounts (in respect of IRB portfolios):, Equity Investment in Funds, Total Eligible
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest income - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest income - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest expenses - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest expenses - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest expenses - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute value of net interest income - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute value of net interest income - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute value of net interest income - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute value of net interest income - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Dividend income - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Dividend income - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Dividend income - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Dividend income - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Interest, leases and dividend component (ILDC)
BA, Op Risk, Standardized Approach, Business Indicator Component, Gross fee and commission income - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Gross fee and commission income - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Gross fee and commission income - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Gross fee and commission income - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Fee and commission expenses - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Fee and commission expenses - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Fee and commission expenses - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Fee and commission expenses - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating income - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating income - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating income - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating income - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating expenses - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating expenses - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating expenses - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Other operating expenses - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Services component (SC)
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Trading Book - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Trading Book - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Trading Book - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Trading Book - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Banking Book - Year 8
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Banking Book - Year 9
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Banking Book - Year 10
BA, Op Risk, Standardized Approach, Business Indicator Component, Absolute Value of Net Profit (Loss) on the Banking Book - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Financial Component (FC)
BA, Op Risk, Standardized Approach, Business Indicator Component, Business Indicator (BI) (before adjustments)
BA, Op Risk, Standardized Approach, Business Indicator Component, Adjustment to BI for Mergers and Acquisitions - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, Adjustment to BI for Divestitures - 3-Year Average
BA, Op Risk, Standardized Approach, Business Indicator Component, BI (after adjustments)
BA, Op Risk, Standardized Approach, Business Indicator Component, BI Component (BIC)
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of gross losses (before adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of loss recoveries (before adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses (before adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses of merged or acquired businesses before acquisition (estimated) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of other estimated net losses - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total amount of net losses qualifying for exclusion - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Total net losses (after adjustments) - 10-Year Average
BA, Op Risk, Standardized Approach, Operational Loss Events , Loss Component (LC)
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of gross losses (before adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total amount of net losses of merged or acquired businesses before acquisition (actual) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events qualifying for exclusion - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 1
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 2
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 3
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 4
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 5
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 6
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 7
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 8
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 9
BA, Op Risk, Standardized Approach, Operational Loss Events , Memo item:Number of loss events contributing to total gross losses (after adjustments) - Year 10
BA, Op Risk, Standardized Approach, Operational Loss Events, Total amount of estimated net losses over the ten-year period
Minimum Capital Required for Operational Risk, B(ii) Operational Loss Events, As a % of total net losses (after adjustments)
Minimum Capital Required for Operational Risk, B(iii) - Calculation of the Capital Charge (SA), Internal Loss Multiplier (ILM)
BA, Op Risk, Standardized Approach, Calculation of the Capital Charge (SA) , Capital Charge (Standardized Approach)
40
40-120
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Investment in own capital instruments (if not derecognized for accounting purposes) - Balance
Deducted portion, adjustments, and offsetting short positions recognized for capital purposes, (AU - AV - AX + BB + BM) from Schedule 3
Investment in common equity of deconsolidated subsidiaries (equity method excl. goodwill and intangibles) - Net amount not deducted from capital - Balance
Investment in other instruments of deconsolidated subsidiaries - Balance
Other significant investments in financials and interest in joint ventures: common equity - Deducted portion, adjustments, and offsetting short positions recognized for capital purposes - Balance
Other significant investments in financials and interest in joint ventures: common equity - Net amount not deducted from capital - Balance
Other significant investments in financials and interest in joint ventures: common equity - Net amount not deducted from capital - RWA
Other significant investments in financials and interest in joint ventures: other than common equity - Balance
Non-significant investment in financials - Deducted portion and offsetting short positions recognized for capital purposes - Balance
Investment in common equity of deconsolidated subsidiaries (equity method excl. goodwill and intangibles) - Net amount not deducted from capital - RWA
Standardized Approach - credit risk-weighted assets, A Equity, Federal Reserve Bank, Notional
Standardized Approach - credit risk-weighted assets, A Equity, Federal Home Loan Bank, Notional
BA, A Equity, Federal Reserve Bank, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Reserve Bank, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Reserve Bank, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Reserve Bank, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Reserve Bank, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Reserve Bank, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Drawn, Risk weight, 0.2, RWA
BA, A Equity, Federal Home Loan Bank, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Undrawn, Risk weight, 0.2, RWA
BA, A Equity, Federal Home Loan Bank, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Federal Home Loan Bank, Exposure type, Subtotal, Risk weight, 0.2, RWA
BA, A Equity, National legislated program, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Undrawn, Notional
BA, A Equity, National legislated program, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Drawn, Risk weight, 1, RWA
BA, A Equity, National legislated program, Exposure type, Undrawn, Risk weight, 1, RWA
BA, A Equity, National legislated program, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, National legislated program, Exposure type, Subtotal, Risk weight, 1, RWA
BA, A Equity, All other equity, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Drawn, Risk weight, 2.5, RWA
BA, A Equity, All other equity, Exposure type, Notional
BA, A Equity, All other equity, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Undrawn, Risk weight, 2.5, RWA
BA, A Equity, All other equity, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, All other equity, Exposure type, Subtotal, Risk weight, 2.5, RWA
BA, A Equity, Speculative unlisted equity, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Drawn, Risk weight, 4, RWA
BA, A Equity, Speculative unlisted equity, Exposure type, Undrawn, Notional
BA, A Equity, Speculative unlisted equity, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Undrawn, Risk weight, 4, RWA
BA, A Equity, Speculative unlisted equity, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Speculative unlisted equity, Exposure type, Subtotal, Risk weight, 4, RWA
BA, A Equity, Total, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Drawn, Risk weight, RWA
BA, A Equity, Total, Exposure type, Undrawn, Notional
BA, A Equity, Total, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Undrawn, Risk weight, RWA
BA, A Equity, Total, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, A Equity, Total, Exposure type, Subtotal, Risk weight, RWA
BA, B Subordinated Debt, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Drawn, Risk weight, 1.5, RWA
BA, B Subordinated Debt, Exposure type, Undrawn, Notional
BA, B Subordinated Debt, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Undrawn, Risk weight, 1.5, RWA
BA, B Subordinated Debt,Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, B Subordinated Debt, Exposure type, Subtotal, Risk weight, 1.5, RWA
BA, C Other TLAC instruments, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Drawn, Risk weight, 1.5, RWA
BA, C Other TLAC instruments, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Undrawn, Risk weight, 1.5, RWA
BA, C Other TLAC instruments, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, C Other TLAC instruments, Exposure type, Subtotal, Risk weight, 1.5, RWA
BA, C Other TLAC instruments, Exposure type, Undrawn, Notional
BA, D Total, Exposure type, Drawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Drawn, Net* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Drawn, Risk weight, 1.5, RWA
BA, D Total, Exposure type, Undrawn, Notional
BA, D Total, Exposure type, Undrawn, Gross* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Undrawn, Net* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Undrawn, Risk weight, 1.5, RWA
BA, D Total, Exposure type, Subtotal, Gross* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Subtotal, Net* exposure (credit-equiv. amount for off B/S)
BA, D Total, Exposure type, Subtotal, Risk weight, 1.5, RWA
BA, E Risk Weights for Significant investments, Deducted portion: over 10% of CET1 capital for capital purposes, Balance
BA, E Risk Weights for Significant investments, Net amount not deducted from capital, Balance
BA, E Risk Weights for Significant investments, Net amount not deducted from capital, Risk Weight 250%, RWA
BA, E Risk Weights for Significant investments, Total, Balance
BA, E Risk Weights for Significant investments, Total, RWA
BA, Total, RWA
40-280
BA, Equity Exposures, Equity investments in funds - Undrawn commitments - Notional
BA, Equity Exposures, Equity investments in funds - Total - Notional
BA, Equity Exposures, Equity Exposures (excluding equity investments in funds) - Undrawn - Notional
BA, Equity Exposures, Equity Exposures (excluding equity investments in funds) - Total - Notional
BA, Equity Exposures, Total - Undrawn commitments - Notional
BA, Equity Exposures, Equity Exposures (excluding equity investments in funds) - Drawn - Exposure
BA, Equity Exposures, Equity Exposures (excluding equity investments in funds) - Undrawn - Exposure
BA, Equity Exposures, Equity Exposures (excluding equity investments in funds) - Total - Exposure
Summary IRB Equity - Memo - Adj. to Exposure to yield asset balance
BA, Equity Exposures, Total - Total - Notional
BA, Equity Exposures, Equity investments in funds - Drawn - Exposure
BA, Equity Exposures, Equity investments in funds - Undrawn commitments - Exposure
BA, Equity Exposures, Equity investments in funds - Total - Exposure
BA, Equity Exposures, Total - Drawn - Exposure
BA, Equity Exposures, Total - Undrawn commitments - Exposure
BA, Equity Exposures, Total - Total - Exposure
BA, Equity investments in funds, Look-through approach, Publicly traded - Exposure
BA, Equity investments in funds, Look-through approach, Publicly traded - RWA
BA, Equity investments in funds, Look-through approach, Private equity funds / companies - Exposure
BA, Equity investments in funds, Look-through approach, Private equity funds / companies - RWA
BA, Equity investments in funds, Look-through approach, Hedge funds - Exposure
BA, Equity investments in funds, Look-through approach, Hedge funds - RWA
BA, Equity investments in funds, Look-through approach, Real estate funds / REITs - Exposure
BA, Equity investments in funds, Look-through approach, Real estate funds / REITs - RWA
BA, Equity investments in funds, Look-through approach, Other funds - Exposure
BA, Equity investments in funds, Look-through approach, Other funds - RWA
BA, Equity investments in funds, Look-through approach, Total - Exposure
BA, Equity investments in funds, Look-through approach, Total - RWA
BA, Equity investments in funds, Mandate-based Approach, Publicly traded - Exposure
BA, Equity investments in funds, Mandate-based Approach, Publicly traded - RWA
BA, Equity investments in funds, Mandate-based Approach, Private equity funds / companies - Exposure
BA, Equity investments in funds, Mandate-based Approach, Private equity funds / companies - RWA
BA, Equity investments in funds, Mandate-based Approach, Hedge funds - Exposure
BA, Equity investments in funds, Mandate-based Approach, Hedge funds - RWA
BA, Equity investments in funds, Mandate-based Approach, Real estate funds / REITs - Exposure
BA, Equity investments in funds, Mandate-based Approach, Real estate funds / REITs - RWA
BA, Equity investments in funds, Mandate-based Approach, Other funds - Exposure
BA, Equity investments in funds, Mandate-based Approach, Other funds - RWA
BA, Equity investments in funds, Mandate-based Approach, Total - Exposure
BA, Equity investments in funds, Mandate-based Approach, Total - RWA
BA, Equity investments in funds, Fall-Back Approach, Publicly traded - Exposure
BA, Equity investments in funds, Fall-Back Approach, Private equity funds / companies - Exposure
BA, Equity investments in funds, Fall-Back Approach, Hedge funds - Exposure
BA, Equity investments in funds, Fall-Back Approach, Real estate funds / REITs - Exposure
BA, Equity investments in funds, Fall-Back Approach, Other funds - Exposure
BA, Equity investments in funds, Fall-Back Approach, Total - Exposure
BA, Equity investments in funds, Total, Publicly traded - Exposure
BA, Equity investments in funds, Total, Publicly traded - RWA
BA, Equity investments in funds, Total, Private equity funds / companies - Exposure
BA, Equity investments in funds, Total, Private equity funds / companies - RWA
BA, Equity investments in funds, Total, Hedge funds - Exposure
BA, Equity investments in funds, Total, Hedge funds - RWA
BA, Equity investments in funds, Total, Real estate funds / REITs - Exposure
BA, Equity investments in funds, Total, Real estate funds / REITs - RWA
BA, Equity investments in funds, Total, Other funds - Exposure
BA, Equity investments in funds, Total, Other funds - RWA
BA, Equity investments in funds, Total, Total - Exposure
BA, Equity investments in funds, Total, Total - RWA
40-290
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Property, Premises, plant and equipment, and other fixed assets less accum. depreciation - Balance
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Real estate and other investments - Balance
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Intangible assets excluding computer software intangibles and mortgage servicing rights - Balance
Mortgage servicing rights - Deducted portion and offsetting deferred tax liabilities recognized for capital purposes - Balance
Mortgage servicing rights - Net amount not deducted from capital - Balance
Mortgage servicing rights - Net amount not deducted from capital - RWA
Deferred tax assets excluding those arising from temporary differences
Deferred tax assets arising from temporary differences excluding those realizable through net operating loss carryback - Deducted portion and offsetting deferred tax liabilities recognized for capital purposes - Balance
Deferred tax assets arising from temporary differences excluding those realizable through net operating loss carryback - Net amount not deducted from capital - Balance
Deferred tax assets arising from temporary differences excluding those realizable through net operating loss carryback - Net amount not deducted from capital - RWA
Deferred tax assets realizable through net operating loss carryback (arising from temporary differences) - Offsetting deferred tax liabilities recognized for capital purposes - Balance
Deferred tax assets realizable through net operating loss carryback (arising from temporary differences) - Net amount for capital adequacy purposes - Balance
Deferred tax assets realizable through net operating loss carryback (arising from temporary differences) - Net amount for capital adequacy purposes - RWA
Defined benefit pension fund assets - Balance
Memo - Intangible assets excluding computer software intangibles and mortgage servicing rights - Consolidated subsidiaries
Memo - Intangible assets excluding computer software intangibles and mortgage servicing rights - Deconsolidated subsidiaries
Memo - Intangible assets excluding computer software intangibles and mortgage servicing rights - Total
Memo - Computer software intangibles - Consolidated subsidiaries
Memo - Computer software intangibles - Deconsolidated subsidiaries
Memo - Computer software intangibles - Total
Memo - Mortgage servicing rights - Consolidated subsidiaries
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Memo - Mortgage servicing rights - Deconsolidated subsidiaries
Memo - Mortgage servicing rights - Total
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Property, Premises, plant and equipment, and other fixed assets less accum. depreciation - Risk-weighted Assets
Real estate and other investments - Risk-weighted Assets
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Total balance sheet assets not included in Standardized or IRB approaches - Less: adjustments to gross balances to reflect balance sheet assets - Netting between deferred tax assets and deferred tax liabilities recognized for accounting purposes
Synthetic positions in respect of investments in own shares
Synthetic positions in respect of investments in deconsolidated subsidiaries
Synthetic positions in respect of other significant investments in financials and joint ventures
Synthetic positions in respect of non-significant investments in financials
Total balance sheet assets not included in Standardized or IRB approaches - Adjusted Total
Goodwill, AX from Schedule 3
BA, Right of use asset, Balance
BA, Right of use asset, Risk-weighted Assets
BA, Other Credit RWA, SA Other Assets, Unrealized gains and accrued receivables on FX and interest-rated related balance sheet transactions - Balance
BA, Other Credit RWA, SA Other Assets, Prepaid expenses, excluding intangibles - Balance
BA, Other Credit RWA, SA Other Assets, Deferred charges, excluding intangibles - Balance
BA, Other Credit RWA, SA Other Assets, Prepaid expenses, excluding intangibles - Risk-weighted Assets
BA, Other Credit RWA, SA Other Assets, Deferred charges, excluding intangibles - Risk-weighted Assets
BA, Other Credit RWA, SA Other Assets, Corporate and retail receivables with unidentified counterparties - Balance
BA, Other Credit RWA, SA Other Assets, Corporate and retail receivables with unidentified counterparties - Risk-weighted Assets
BA, Other Credit RWA, SA Other Assets, Present value of future spread income subject to prepayment risk, such as non-credit enhancing interest-only strips and deferred mortgage placement fees receivable - Balance
BA, Other Credit RWA, SA Other Assets, Present value of future spread income subject to prepayment risk, such as non-credit enhancing interest-only strips and deferred mortgage placement fees receivable - Risk-weighted Assets
BA, Other Credit RWA, SA Other Assets,Prepaid portfolio mortgage insurance subject to deduction (non-conforming to OSFI's amortization expectations) [1] - Balance
BA, Other Credit RWA, SA Other Assets, Other assets not included in standardized approach, portion of reverse mortgages receiving deduction treatment - Balance
BA, Other Credit RWA, SA Other Assets, Other assets not included in standardized approach, cash posted to qualifying CCPs as initial margin or as pre-funded default fund contributions - Balance
BA, Other Credit RWA, SA Other Assets, Other assets not included in standardized approach, cash posted to non-qualifying CCPs as pre-funded default fund contributions - Balance
BA, Other Credit RWA, SA Other Assets, Other assets not included in standardized approach, receivables in respect of DvP trades - Balance
BA, Other Credit RWA, SA Other Assets, Other assets not included in standardized approach, collateral posted that is captured in the SACCR calculation - Balance
BA, Other Credit RWA, SA Other Assets, Less: Adjustments to gross balances reported above, to reflect balance sheet assets, Prepaid portfolio mortgage insurance conforming to OSFI's 5 year amortization requirements - Balance
BA, Other Credit RWA, Total other credit risk-weighted assets - Risk-weighted Assets
BA, A Standardized Approach Other Assets, Other Credit RWA, SA Other Assets, Prepaid portfolio mortgage insurance conforming to OSFI's 5 year amortization requirements - Balance
BA, Other Credit RWA, SA Other Assets, Prepaid portfolio mortgage insurance conforming to OSFI's 5 year amortization requirements, Risk Weight, 1, Risk-weighted Assets
50
50-290
BA, IRB Equity Exposures, Equity investments in funds - Drawn - Exposure
BA, IRB Equity Exposures, Equity investments in funds - Undrawn commitments - Notional
BA, IRB Equity Exposures, Equity investments in funds - Undrawn commitments - Exposure
BA, IRB Equity Exposures, Equity investments in funds - Total - Notional
BA, IRB Equity Exposures, Equity investments in funds - Total - Exposure
BA, IRB Equity Exposures, Equity investments in funds - Memo: Decrease (increase) to Drawn exposure amount to arrive at asset balance of equity exposures - Exposure
BA, IRB Equity investments in funds, Look-through approach, Publicly Traded - Exposure
BA, IRB Equity investments in funds, Look-through approach, Publicly Traded - RWA
BA, IRB Equity investments in funds, Look-through approach, Private equity funds / companies - Exposure
BA, IRB Equity investments in funds, Look-through approach, Private equity funds / companies - RWA
BA, IRB Equity investments in funds, Look-through approach, Hedge funds - Exposure
BA, IRB Equity investments in funds, Look-through approach, Hedge funds - RWA
BA, IRB Equity investments in funds, Look-through approach, Real estate funds / REITs - Exposure
BA, IRB Equity investments in funds, Look-through approach, Real estate funds / REITs - RWA
BA, IRB Equity investments in funds, Look-through approach, Other funds - Exposure
BA, IRB Equity investments in funds, Look-through approach, Other funds - RWA
BA, IRB Equity investments in funds, Look-through approach, Total - Exposure
BA, IRB Equity investments in funds, Look-through approach, Total - RWA
60
60-010
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, , Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Total rated exposures, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Total rated exposures, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
Gain on sale - CET1 dedn (std.)
CEIO strips, net of gain on sale - RWA (std.)
BA, SEC-ERBA exposures, Total rated exposures, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Total rated exposures, After CRM, Net exposure
BA, SEC-ERBA exposures, Total rated exposures, Risk-weighted Assets
Summary Std. Secur'n - CEIO strips - RWA
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, After CRM, Net exposure
BA, SEC-ERBA exposures, Total unrated exposures, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Total unrated exposures, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, After CRM, Net exposure
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, After CRM, Net exposure
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, Weighted Average Maturity
BA, Other Unrated exposures, Total unrated exposures, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-ERBA exposures, Total unrated exposures, After CRM, Net exposure
BA, SEC-ERBA exposures, Total unrated exposures, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Weighted Average Maturity
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, Weighted Average Maturity
BA, SEC-ERBA exposures, Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior STC Transactions, BB+ to BB-, 120% - 195%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior STC Transactions, Rated below BB-, 225% - 1250%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior STC Transactions, Subtotal - Senior STC, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior STC Transactions, Subtotal - Senior non-STC, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Risk-weighted Assets
BA, SEC-ERBA exposures, Senior Non-STC Transactions, Subtotal - Non-Senior STC, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Risk-weighted Assets
BA, SEC-ERBA exposures, Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, Risk-weighted Assets
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), Subtotal - STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), Subtotal - non-STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), Subtotal - resecuritization, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), Subtotal - STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 15%, Adjustments for CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), Subtotal - non-STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), Subtotal - resecuritization, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, CRM Adjustments to Net Exposure, guarantees, credit derivatives
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), Subtotal - STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), Subtotal - non-STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), Subtotal - resecuritization, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, After CRM, Net exposure
vBA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), Subtotal - STC, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), Subtotal - non-STC, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), Subtotal - resecuritization, After CRM, Net exposure
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 10.01%-25%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 25.01%-50%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 50.01%-100%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 100.01%-250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 250.01%-425%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 425.01%-650%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 650.01%-1249.99%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), 1250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, STC Transactions (p = 0.5), Subtotal - STC, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 15.01%-25%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 25.01%-50%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 50.01%-100%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 100.01%-250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 250.01%-425%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 425.01%-650%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 650.01%-1249.99%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), 1250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Non-STC Transactions (p = 1.0), Subtotal - non-STC, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 100.01%-250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 250.01%-425%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 425.01%-650%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 650.01%-1249.99%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), 1250%, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Resecuritization Transactions (p = 1.5), Subtotal - resecuritization, Risk-weighted Assets
BA, Unrated exposures measured under SEC-SA, Other unrated exposures, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Unrated exposures measured under SEC-SA, Other unrated exposures, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Other Unrated Exposures, Other Unrated exposures, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Unrated exposures measured under SEC-SA, Other unrated exposures, After CRM, Net exposure
BA, All exposures subject to caps based on KSA or a standardized risk weight, Senior exposures measured under the look-through approach, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Exposures measured under the overall cap (using KSA), Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Total exposures subject to risk weight caps, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Senior exposures measured under the look-through approach, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Exposures measured under the overall cap (using KSA), Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Total exposures subject to risk weight caps, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, All exposures subject to caps based on KSA or a standardized risk weight, Senior exposures measured under the look-through approach, After CRM, Net exposure
BA, All exposures subject to caps based on KSA or a standardized risk weight, Exposures measured under the overall cap (using KSA), After CRM, Net exposure
BA, All exposures subject to caps based on KSA or a standardized risk weight, Total exposures subject to risk weight caps, After CRM, Net exposure
BA, All exposures subject to caps based on KSA or a standardized risk weight, Senior exposures measured under the look-through approach, Risk-weighted Assets
BA, All exposures subject to caps based on KSA or a standardized risk weight, Exposures measured under the overall cap (using KSA), Risk-weighted Assets
BA, All exposures subject to caps based on KSA or a standardized risk weight, Total exposures subject to risk weight caps, Risk-weighted Assets
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, memo Items, Amount excluded from capital requirements for exceeding maximum KSA cap, expresssed as RWA
BA, memo Items, Risk-weighted assets in sections A, B, and C that reflect application of a 1250% risk weight
BA, Unrated exposures measured under SEC-SA, Other unrated exposures, Risk-weighted Assets
60-020-1
BA, SEC-IRBA exposures, Senior STC transactions, 10%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 10%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior STC transactions, 10%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior STC transactions, 10%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior STC transactions, 10%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior STC transactions, 10%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 10.01%-25%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 25.01%-50%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 50.01%-100%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 100.01%-250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 250.01%-425%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 425.01%-650%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 650.01%-1249.99%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, 1250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior STC transactions, Subtotal - Senior STC transactions, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 10.01%-25%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 25.01%-50%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 50.01%-100%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 100.01%-250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 250.01%-425%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 425.01%-650%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 650.01%-1249.99%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, 1250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior STC transactions, Subtotal - Non-Senior STC transactions, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, After CRM, Net exposure
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 15.01%-25%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 25.01%-50%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 50.01%-100%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 100.01%-250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 250.01%-425%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 425.01%-650%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, 1250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Senior Non-STC transactions, Subtotal - Senior Non-STC transactions, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10.01%-25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10.01%-25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 15.01%-25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, After CRM, Net exposure
Total exposures net of Stage 3 allowances (IRB)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10.01%-25%, After CRM, Net exposure
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, After CRM, Net exposure
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10.01%-25%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 10.01%-25%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 25.01%-50%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 50.01%-100%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 100.01%-250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 250.01%-425%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 425.01%-650%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 650.01%-1249.99%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, 1250%, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Non-Senior Non-STC transactions, Subtotal - Non-Senior Non-STC transactions, After CRM, Risk-weighted Assets
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, Adjustments for CRM, Adjustment to net exposure for collateral (comprehensive approach)
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, After CRM, Net exposure
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, After CRM, Weighted Average Maturity
BA, SEC-IRBA exposures, Subtotal - SEC-IRBA exposures, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
EBA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, AAA to AA- or A1 / P1, 10% - 25%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, A+ to A- or A2 / P2 , 20% - 40%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BBB+ to BBB- or A3/ P3, 45% - 345%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, BB+ to BB-, 120% - 195%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Rated below BB-, 225% - 1250%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior STC Transactions, Subtotal - Senior STC, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Adjustments for CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Adjustments for CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Adjustments for CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Adjustments for CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, Adjustments for CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, AAA to AA-, 15% - 80%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, A+ to A-, 17.5% - 170%, Adjustments for CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BBB+ to BBB-, 75% - 345%, Adjustments for CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, BB+ to BB-, 202.5% - 740%, Adjustments for CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Rated below BB-, 405% - 1250%, Adjustments for CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior STC Transactions, Subtotal - Non-Senior STC, Adjustments for CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, After CRM, Net exposuremu)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, AAA to AA- or A1 / P1, 15% - 45%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, A+ to A- or A2 / P2 , 40% - 70&, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BBB+ to BBB- or A3/ P3, 75% - 140%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, BB+ to BB-, 140% - 225%, After CRM, Risk-weighted Assets
Gain on sale - CET1 dedn (IRB)
CEIO strips, net of gain on sale - RWA (IRB)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Rated below BB-, 250% - 1250%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - Senior Non-STC, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, guarantees and credit derivatives
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, collateral (simple approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
60-020-2
Summary IRB Securitization - CEIO strips - RWA
BA, Summary of credit-risk treatment of securitization exposures, approaches requiring IRB approval, Total, RWA
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Risk-weighted assets in sections A, B, and C that reflect application of a 1250% risk weight
BA, Summary of credit-risk treatment of securitization exposures, approaches requiring IRB approval, Exposures subject to IAA, RWA
BA, Summary of credit-risk treatment of securitization exposures, approaches requiring IRB approval, SEC-IRBA exposures, RWA
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, CRM Adjustments to Net Exposure, collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, After CRM, Weighted Average Maturity
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, AAA to AA-, 15% - 140%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, A+ to A-, 30% - 210%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BBB+ to BBB-, 85% - 420%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, BB+ to BB-, 235% - 860%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Rated below BB-, 450% - 1250%, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Non-Senior Non-STC Transactions, Subtotal - Non-Senior non-STC, After CRM, Risk-weighted Assets
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Subtotal - IAA exposures, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Subtotal - IAA exposures, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Subtotal - IAA exposures, Adjustments for CRM, Adjustment to net exposure for collateral (comprehensive approach)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - IAA exposures, After CRM, Net exposure
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - IAA exposures, After CRM, Weighted Average Maturity
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Senior exposures to IRB pools measured under the look-through approach, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Securitization exposures subject to ratings-based approach (RBA) or internal assessment approach (IAA), Senior Non-STC Transactions, Subtotal - IAA exposures, After CRM, Risk-weighted Assets
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Exposures subject to the KIRB cap, Before CRM, Gross exposure (credit-equiv. amount for off B/S)
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Senior exposures to IRB pools measured under the look-through approach, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Exposures subject to the KIRB cap, Before CRM, Net exposure (credit-equiv. amount for off B/S)
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Senior exposures to IRB pools measured under the look-through approach, After CRM, Net exposure
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Exposures subject to the KIRB cap, After CRM, Net exposure
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Senior exposures to IRB pools measured under the look-through approach, After CRM, Risk-weighted Assets
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, Exposures subject to the KIRB cap, After CRM, Risk-weighted Assets
BA, Exposures subject to caps based on KIRB or an IRB EL-adjusted risk weight, After CRM, Total, Risk-weighted Assets
BA, Summary of credit-risk treatment of securitization exposures, approaches requiring IRB approval, Exposures subject to caps, RWA
BA, SEC-IRBA exposures, Model risk add-on RWA, After CRM, Risk-weighted Assets
60-030
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Resecuritization, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Resecuritization, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: STC, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Total, Exposure (cred-equiv amt for off B/S)
vBA, Measured under the Standardized or External Ratings Based Approach, On-balance sheet (gross of allowances), Of which: Resecuritization, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: STC, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: STC, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: Non-STC, Total, Exposure (cred-equiv amt for off B/S)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: STC, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Resecuritization, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: STC, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Resecuritization, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: STC, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Non-STC non-resecuritization, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Of which: Resecuritization, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Liquidity facilities - Originator - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Eligible servicer cash advance facilities - Originator - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Other unrated exposures - Originator - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Traditional, Other externally rated exposures, Originator, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Synthetic secur'n - Unrated exposures - Originator - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Synthetic, Externally rated exposures, Originator, Notional
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Traditional secur'n - Originator - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Synthetic secur'n - Originator - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Total, net of allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Less: Stage 3 allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Liquidity facilities - Originator - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Other unrated exposures - Originator - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Traditional, Other externally rated exposures, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Synthetic secur'n - Unrated exposures - Originator - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Total, net of allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Less: Stage 3 allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Synthetic, Externally rated exposures, Originator, Exposure (cred-equiv amt for off B/S)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Liquidity facilities - Investor - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Eligible servicer cash advance facilities - Investor - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Other unrated exposures - Investor - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Traditional, Other externally rated exposures, Investor, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Synthetic secur'n - Unrated exposures - Investor - Notional principal amount
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Synthetic, Externally rated exposures, Investor, Notional
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Synthetic secur'n - Investor - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Liquidity facilities - Investor - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Traditional secur'n - Investor - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Total, net of allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Less: Stage 3 allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Other unrated exposures - Investor - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Traditional, Other externally rated exposures, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Synthetic secur'n - Unrated exposures - Investor - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Total, net of allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Less: Stage 3 allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Synthetic, Externally rated exposures, Investor, Exposure (cred-equiv amt for off B/S)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Traditional secur'n - Total - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) On-balance sheet - Synthetic secur'n - Total - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Less: Stage 3 allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Liquidity facilities - Total - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), On-balance sheet (gross of allowances and partial write-offs), Total, net of allowances and partial write-offs, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional secur'n - Other unrated exposures - Total - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Traditional, Other externally rated exposures, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Synthetic secur'n - Unrated exposures - Total - Exposure (credit equivalent amount)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: , Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Of which: Less: Stage 3 allowances and partial write-offs, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA), Off-balance sheet (gross of allowances and partial write-offs), Synthetic, Externally rated exposures, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Securitization lending facilities, Originator, Notional
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Securitization lending facilities, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Securitization lending facilities, Investor, Notional
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Securitization lending facilities, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Securitization lending facilities, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Eligible servicer cash advances or facilities, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Eligible servicer cash advances or facilities, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Eligible servicer cash advances or facilities, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Securitization lending facilities - Originator, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Securitization lending facilities - Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Securitization lending facilities - Investor, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Securitization lending facilities - Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Securitization lending facilities - Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Eligible servicer cash advances or facilities - Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Eligible servicer cash advances or facilities - Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Eligible servicer cash advances or facilities - Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Undrawn portion of ABCP backstop facilities, Originator, Notional
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Undrawn portion of ABCP backstop facilities, Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Undrawn portion of ABCP backstop facilities, Investor, Notional
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Undrawn portion of ABCP backstop facilities, Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under the Standardized or External Ratings Based Approach, Off-balance sheet (gross of allowances), Traditional, Undrawn portion of ABCP backstop facilities, Total, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Undrawn portion of ABCP backstop facilities - Originator, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Undrawn portion of ABCP backstop facilities - Originator, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Undrawn portion of ABCP backstop facilities - Investor, Notional
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Undrawn portion of ABCP backstop facilities - Investor, Exposure (cred-equiv amt for off B/S)
BA, Measured under Securitisation � Internal Assessment Approach (SEC-IAA) and Securitisation � Internal Ratings-Based Approach (SEC-IRBA) Off-balance sheet - Traditional, Undrawn portion of ABCP backstop facilities - Total, Exposure (cred-equiv amt for off B/S)
70
70-030-1
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures short positions - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Other commodity contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures long positions - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures short positions - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Other commodity contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Other commodity contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Swaps - Credit derivatives - Guarantor
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Swaps - Credit derivatives - Beneficiary
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Credit derivatives - Beneficiary
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Credit derivatives - Guarantor
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Credit derivatives - Guarantor
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Credit derivatives - Beneficiary
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures long positions - Interest rate contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures long positions - Foreign exchange and gold contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures long positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures long positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures short positions - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures short positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures short positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Futures short positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Purchased options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Foreign exchange and gold contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Written options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one year or less - Qualifying CCP OTC - Total - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures long positions - Interest rate contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures long positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures long positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures long positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Swaps - Credit derivatives - Guarantor
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures short positions - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures short positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures short positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Futures short positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Foreign exchange and gold contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Written options - Credit derivatives - Guarantor
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Written options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Written options - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Written options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Written options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Credit derivatives - Guarantor
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures long positions - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures long positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures long positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures long positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Swaps - Credit derivatives - Guarantor
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Swaps - Credit derivatives - Beneficiary
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures short positions - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures short positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures short positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Futures short positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Purchased options - Credit derivatives - Beneficiary
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Purchased options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Purchased options - Foreign exchange and gold contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Purchased options - Equity-linked contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Purchased options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Written options - Credit derivatives - Guarantor
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Written options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Written options - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Written options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Written options - Total contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Credit derivatives - Guarantor
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Credit derivatives - Beneficiary
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Interest rate contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Remaining term over five years - Qualifying CCP OTC - Total - Total contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Bilateral OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Bilateral OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Bilateral OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Bilateral OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Bilateral OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Short Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, Exch-traded, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, Exch-traded, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Qualifying CCPs, OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, One year or less remaining term to maturity, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Bilateral OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Bilateral OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Bilateral OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Bilateral OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Bilateral OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Short Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, Exch-traded, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, Exch-traded, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Qualifying CCPs, OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over one year to five years remaining term to maturity, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Bilateral OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Bilateral OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Bilateral OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Bilateral OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Bilateral OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Short Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, Exch-traded, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, Exch-traded, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Qualifying CCPs, OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Over five years remaining term to maturity, Total, Commodity Contracts, Total
70-030-2
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Other Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Other Contracts
BA, SA - Bilateral OTC - RC - Total - Other Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SA - Bilateral OTC - Effective Notional Amount - Margined - Subject to permissible netting - FX and Gold Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - Other Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Credit Derivative Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Interest Rate Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - FX and Gold Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Equity-linked Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Commodity Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Subject to permissible netting - Total Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Credit Derivative Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Interest Rate Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - FX and Gold Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Equity-linked Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Commodity Contracts
BA, SA - Bilateral OTC - RC - Unmargined - Not subject to permissible netting - Total Contracts
BA, SA - Bilateral OTC - RC - Total - Credit Derivative Contracts
BA, SA - Bilateral OTC - RC - Total - Interest Rate Contracts
BA, SA - Bilateral OTC - RC - Total - FX and Gold Contracts
BA, SA - Bilateral OTC - RC - Total - Equity-linked Contracts
BA, SA - Bilateral OTC - RC - Total - Commodity Contracts
BA, SA - Bilateral OTC - RC - Total - Total Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Swaps - Credit derivatives - Beneficiary
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Purchased options - Credit derivatives - Beneficiary
Notional principal amount - Remaining term one to five years - Qualifying CCP OTC - Total - Credit derivatives - Beneficiary
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures long positions - Interest rate contracts - Total (trading and non-trading)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures long positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures long positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures long positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Swaps - Credit derivatives - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures short positions - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures short positions - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures short positions - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Futures short positions - Total contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Purchased options - Credit derivatives - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Purchased options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Purchased options - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Purchased options - Total contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Written options - Credit derivatives - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Purchased options - Foreign exchange and gold contracts - Trading
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Written options - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Written options - Foreign exchange and gold contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Written options - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Written options - Total contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Total - Credit derivatives - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Total - Interest rate contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Total - Foreign exchange and gold contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Total - Equity-linked contracts - Total (trading and non-trading)
Notional principal amount - Total all remaining terms - Qualifying CCP OTC - Total - Total contracts - Total (trading and non-trading)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Bilateral OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Bilateral OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Bilateral OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Bilateral OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Bilateral OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, Exch-traded, Futures - Short Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, Exch-traded, Futures - Long Positions, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, Exch-traded, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, Exch-traded, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, OTC, Forwards, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, OTC, Swaps, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, OTC, Purchased Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, OTC, Written Options, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Qualifying CCPs, OTC, Total, Commodity Contracts, Total
BA, All Derivatives - Notional Principal Amount, Total all derivatives - notional principal amount, Total, Commodity Contracts, Total
70-030-3
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, IMM - Bilateral OTC - Notional Amount - Margined - Other Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - Other Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - Other Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - Other Contracts
BA, IMM - QCCP - OTC - Notional Amount - Margined - Other Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, IMM - Bilateral OTC - Notional Amount - Margined - Credit Derivative Contracts
BA, IMM - Bilateral OTC - Notional Amount - Margined - Interest Rate Contracts
BA, IMM - Bilateral OTC - Notional Amount - Margined - FX and Gold Contracts
BA, IMM - Bilateral OTC - Notional Amount - Margined - Equity-linked Contracts
BA, IMM - Bilateral OTC - Notional Amount - Margined - Commodity Contracts
BA, IMM - Bilateral OTC - Notional Amount - Margined - Total Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - Interest Rate Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - FX and Gold Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - Equity-linked Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - Commodity Contracts
BA, IMM - Bilateral OTC - Notional Amount - Unmargined - Total Contracts
vBA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - Interest Rate Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - FX and Gold Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - Equity-linked Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - Commodity Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Margined - Total Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - Interest Rate Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - FX and Gold Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - Equity-linked Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - Commodity Contracts
BA, IMM - QCCP - Exchange-traded - Notional Amount - Unmargined - Total Contracts
BA, IMM - QCCP - OTC - Notional Amount - Margined - Credit Derivative Contracts
BA, IMM - QCCP - OTC - Notional Amount - Margined - Interest Rate Contracts
BA, IMM - QCCP - OTC - Notional Amount - Margined - FX and Gold Contracts
BA, IMM - QCCP - OTC - Notional Amount - Margined - Equity-linked Contracts
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, IMM - QCCP - OTC - Notional Amount - Margined - Total Contracts
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - Interest Rate Contracts
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - FX and Gold Contracts
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - Equity-linked Contracts
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - Commodity Contracts
BA, IMM - QCCP - OTC - Notional Amount - Unmargined - Total Contracts
BA, IMM - Bilateral OTC - Effective EPE (a) using current parameter calibations
BA, IMM - Bilateral OTC - Effective EPE (b) using stressed parameter calibrations
BA, IMM - Bilateral OTC - Effective EPE for default risk capital charge
BA, IMM - Bilateral OTC - Alpha
BA, IMM - Bilateral OTC - EAD (Effective EPE x Alpha)
BA, IMM - Bilateral OTC - Reduction in EAD for Incurred Credit Valuation Adjustment (Losses)
BA, IMM - Bilateral OTC - Outstanding EAD
BA, IMM - QCCP - Exchange-traded - Effective EPE (b) using stressed parameter calibrations
BA, IMM - QCCP - Exchange-traded - Effective EPE (a) using current parameter calibations
BA, IMM - QCCP - Exchange-traded - Effective EPE for default risk capital charge
BA, IMM - QCCP - Exchange-traded - Alpha
BA, IMM - QCCP - Exchange-traded - EAD (Effective EPE x Alpha)
BA, IMM - QCCP - OTC - Effective EPE (a) using current parameter calibations
BA, IMM - QCCP - OTC - Effective EPE (b) using stressed parameter calibrations
BA, IMM - QCCP - OTC - Effective EPE for default risk capital charge
BA, IMM - QCCP - OTC - Alpha
BA, IMM - QCCP - OTC - EAD (Effective EPE x Alpha)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
70-040
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Exchange-traded derivatives, Clearing member and eligible client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Exchange-traded derivatives - Clearing member and eligible client trade exposures - Risk-weighted assets
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Exchange-traded derivatives, Other client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Exchange-traded derivatives - Other client trade exposures - Risk-weighted assets
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, OTC derivatives, Clearing member and eligible client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - OTC derivatives - Clearing member and eligible client trade exposures - Risk-weighted assets
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, OTC derivatives, Other client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - OTC derivatives - Other client trade exposures - Risk-weighted assets
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Securities financing transactions, Clearing member and eligible client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Securities financing transactions - Clearing member and eligible client trade exposures - Risk-weighted assets
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Securities financing transactions, Other client trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Securities financing transactions - Other client trade exposures - Risk-weighted assets
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Segregated initial margin - Exposure (net of collateral, if applicable)
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Non-segregated initial margin, Clearing member and eligible client trade exposures, Exposure (net of collateral)
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Non-segregated initial margin, Other client trade exposures, Exposure (net of collateral)
BA, Exposures to Qualifying Central Counterparties, Trade Exposures (Default Risk) - Where RWA cap is not binding, Total trade exposures, Exposure (net of collateral)
Exposures to qualifying central counterparties - Risk-sensitive waterfall approach - Trade exposures (default risk) - Total trade exposures - Risk-weighted assets
BA, Exposures to qualifying central counterparties, Default Fund - Where RWA cap is no binding - Unfunded default fund contributions, Exposure
BA, Exposures to qualifying central counterparties, Default Fund - Where RWA cap is no binding - Pre-funded default fund contributions, Exposure
BA, Exposures to qualifying central counterparties, Default Fund - Where RWA cap is no binding - Pre-funded default fund contributions - Risk-weighted assets
BA, Exposures to qualifying central counterparties, Default Fund - Where RWA cap is no binding - Total default fund contributions - Exposure
BA, Exposures to qualifying central counterparties, Default Fund - Where RWA cap is no binding - Total default fund contributions - Risk-weighted assets
Exposures to qualifying central counterparties - Total risk-weighted assets for exposures to qualifying CCPs
Exposures to non-qualifying central counterparties - Default fund - Unfunded default fund contributions - Exposure
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Exposures to non-qualifying central counterparties - Default fund - Pre-funded default fund contributions - Exposure
Exposures to non-qualifying central counterparties - Default fund - Total default fund contributions - Exposure
BA, Trade Exposure and Default Fund - Where RWA cap is binding, Trade exposure, Exposure
BA, Trade Exposure and Default Fund - Where RWA cap is binding, Trade exposure, Risk-weighted Assets
BA, Trade Exposure and Default Fund - Where RWA cap is binding, Trade exposure, Risk Weight
BA, Trade Exposure and Default Fund - Where RWA cap is binding, Default fund contributions, Exposure
BA, Trade Exposure and Default Fund - Where RWA cap is binding, Total, Risk-weighted Assets
BA, CCP RWA - Exposures deducted from CET1 capital (DPA 5638+5551+5553) - Exposure
80
80-010
Credit valuation adjustments - Total risk-weighted assets for CVA
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requirement under the reduced BA-CVA approach - K_Reduced assuming hedges are not recognised
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requirement under the full BA-CVA approach - K_Reduced (assuming hedges are not recognised)
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requirement under the full BA-CVA approach - K_Hedged (assuming recognition of all eligible hedges)
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requirement under the full BA-CVA approach - K_Full
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Interest rates
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Foreign exchange
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Counterparty credit spread
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Reference credit spread
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Equity
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Delta - Commodity
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Vega - Interest rates
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Vega - Foreign exchange
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Vega - Reference credit spread
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Vega - Equity
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Capital requirement for netting sets under SA-CVA approach - Vega - Commodity
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Interest rates
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Foreign exchange
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Counterparty credit spread
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Reference credit spread
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Equity
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives - Capital requiremement under the SA-CVA approach - Total - Commodity
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives , Capital requiremement under the SA-CVA approach, Total
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives, Capital requiremement under the SA-CVA approach,Capital requirements for netting sets carved out that use reduced BA-CVA, K_Reduced (assuming hedges are not recognised)
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives, Capital requiremement under the SA-CVA approach,Capital requirements for netting sets carved out that use reduced BA-CVA, K_Hedged (assuming recognition of all eligible hedges)
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives, Capital requiremement under the SA-CVA approach,Capital requirements for netting sets carved out that use reduced BA-CVA, K_Full
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives, Capital requiremement under the SA-CVA approach, Capital requirement for Institutions with non-material CVA exposures using the alternative treatment
Credit Valuation Adjustments (CVA) risk-weighted assets, Credit Valuation Adjustments on Bilateral OTC Derivatives, Capital requiremement under the SA-CVA approach, Aggregate notional amount of non-centrally cleared derivatives
Credit Valuation Adjustments (CVA) risk-weighted assets - Credit Valuation Adjustments on Bilateral OTC Derivatives, Overall capital requirement for CVA, either 0.65*A+0.65*D+E+0.65*H or I
90
90-010
English Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
French Description - A Fake Description for Integration Testing - see TdsToReturnAddressMapperDbImpl:getTdsAddress(BarrelDataPointAddress dpa, MeasureUsage mu)
Deduction from Common Equity Tier 1 capital on valuation adjustments for less liquid positions
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at interest rate risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at credit spread risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at equity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at foreign-exchange risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at commodity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, Total Expected Shortfall at reporting date
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at interest rate risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at credit spread risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at equity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at foreign-exchange risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total expected shortfall (with full diversification benefit), Modelled expected shortfall at commodity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Expected Shortfall Risk Component for modellable risk factors, 60-day average:, Total 60 day average Expected Shortfall
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, At reporting date: Total stressed expected shortfall (with prescribed diversification benefit)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, At reporting date: Total stressed expected shortfall (with prescribed diversification benefit), Modelled stressed expected shortfall at the idiosyncratic credit spread risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, At reporting date: Total stressed expected shortfall (with prescribed diversification benefit), Modelled stressed expected shortfall at the idiosyncratic equity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, At reporting date: Total stressed expected shortfall (with prescribed diversification benefit), Modelled stressed expected shortfall at the non-idiosyncratic risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, 60-day average:, Total stressed expected shortfall (with prescribed diversification benefit)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, 60-day average:, Total stressed expected shortfall (with prescribed diversification benefit), Modelled stressed expected shortfall at idiosyncratic credit spread risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, 60-day average:, Total stressed expected shortfall (with prescribed diversification benefit), Modelled stressed expected shortfall at idiosyncratic equity risk class level
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, 60-day average:, Total stressed expected shortfall (with prescribed diversification benefit)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, Multiplier level for modellable risk factors (base of 1.5)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Stressed Expected Shortfall Risk Component for non-modellable risk factors, Multiplier level for non-modellable risk factors (base of 1)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Modellable and non-modellable risk factor requirement
Minimum Capital Required for Market Risk, A Internal Model Requirements, Modelled default risk charge (DRC)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Capital Surcharge for desks in the amber zone, Summation of Standardized capital requirements for all desks in the amber or green zone
Minimum Capital Required for Market Risk, A Internal Model Requirements, Capital Surcharge for desks in the amber zone, Summation of Standardized capital requirements for all desks in the amber zone
Minimum Capital Required for Market Risk, A Internal Model Requirements, Capital Surcharge for desks in the amber zone, Standardized capital requirements for all desks in the amber and green zone with diversification
Minimum Capital Required for Market Risk, A Internal Model Requirements, Capital Surcharge for desks in the amber zone, Multiplier for capital surcharge (k)
Minimum Capital Required for Market Risk, A Internal Model Requirements, Capital Surcharge for Desks in the amber zone
Minimum Capital Required for Market Risk, A Internal Model Requirements, Aggregate Internal Models Capital Charge
Minimum Capital Required for Market Risk, A Internal Model Requirements, Internal Models Coverage Threshold
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, High Correlation Scenario, Total
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Medium Correlation Scenario, Total
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Low Correlation Scenario, Total
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(i) Sensitivities-Based Method, Capital Charge for applicable scenario
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk capital requirement
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk for non-securitizations
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk for non-securitizations, Corporates
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk for non-securitizations, Sovereigns
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk for non-securitizations, Local governments and municipalities
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Local governments and municipalities
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(ii) Default Risk Capital Requirement, Default risk for securitizations (non-CTP)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(iii) Residual Risk Add-On, Residual risk for prepayment
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment)
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment), Risk from an exotic underlying
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment), Other
Minimum Capital Required for Market Risk, B Requirements for desks under the Standardized Approach, B(iii) Residual Risk Add-On, Aggregate Capital Charge for Desks under the Standardized Approach
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, High Correlation Scenario, Total
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Medium Correlation Scenario, Total
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Delta, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Vega, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Curvature, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, General interest rate risk (GIRR)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Credit spread risk (CSR): non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, CSR: securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, CSR: securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Equity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Commodity risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total, Foreign exchange risk
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Low Correlation Scenario, Total
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(i) Sensitivities-Based Method, Capital Charge for applicable scenario - max(AJ,AK,AL)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for non-securitizations
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for non-securitizations, Corporates
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for non-securitizations, Sovereigns
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for non-securitizations, Local governments and municipalities
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for securitizations (CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(ii) Default Risk Capital Requirements, Default risk capital requirement, Default risk for securitizations (non-CTP)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Residual risk for prepayment
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment)
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment), Risk from an exotic underlying
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Residual risk add-on (excluding prepayment), Other
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Aggregate Capital Charge under the Standardized Approach
Minimum Capital Required for Market Risk, C - Standardized Capital Requirements for Market Risk, C(iii) Residual Risk Add-On, Aggregate Capital Charge under the standardized approach for all in-scope desks
Minimum Capital Required for Market Risk, D Market Risk Hedges of permitted Valuation Adjustments Carve Outs, SA capital charge for intruments hedging Credit Valuation Adjustments
Minimum Capital Required for Market Risk, D Market Risk Hedges of permitted Valuation Adjustments Carve Outs, SA capital charge for intruments hedging Funding Valuation Adjustments
Minimum Capital Required for Market Risk, D Market Risk Hedges of permitted Valuation Adjustments Carve Outs, SA capital charge for intruments hedging Collateral Valuation Adjustments
Minimum Capital Required for Market Risk, G. Capital Charge for switch between regulatory books, Capital Charge for switch between trading book and banking book
IRB Slotting Approach - Schedule 29
BCAR Exposure Classes
BCAR Exposure Classes
Exposure Type
Type d'exposition
Notional Principle Amount
Montant de principal notionnel
Expected Loss Amount (M19)/Montant de la perte attendue (M19)
Risk-weighted Assets (M7)/Actifs pond�r�s en fonction du risque (M7)
Gross exposure (Exposure at Default) before CRM[1] (M9)/Exposition brute (ECD) avant ARC[1] (M9)
Risk Weight
Pond�ration des risques
Reverse Mortgages � Schedule 9
Exposure Type
Type d'exposition
Net* exposure (credit-equiv. amount for off B/S) (M11)/Exposition nette* (montant en �quivalent-cr�dit pour les �l�ments hors bilan) (M11)
Notional Principal Amount (M12)/Montant de principal notionnel (M12)
Gross* exposure (credit-equiv. amount for off B/S) (M13)/Exposition brute* (montant en �quivalent-cr�dit pour les �l�ments hors bilan) (M13)
Guarantees and credit derivatives (M14)/Garanties et d�riv�s de cr�dit (M14)
Collateral (simple approach) (M15)/S�ret�s (approche simple) (M15)
Collateral (comprehensive approach) (M16)/S�ret�s (approche globale) (M16)
Net exposure after CRM (M17)/Exposition nette apr�s ARC (M17)
Risk-weighted Assets (M7)/Actifs pond�r�s en fonction du risque (M7)
Risk Weight
Pond�ration des risques
Reverse Mortgages Deducted from Capital � Schedule 9
Exposure Type
Type d'exposition
Net* exposure (credit-equiv. amount for off B/S) (M11)/Exposition nette* (montant en �quivalent-cr�dit pour les �l�ments hors bilan) (M11)
Schedule 46 - Countercyclical Buffer (CCyB) Requirement
ISO Country/Region Code
RWA for Private Sector Credit Exposures (M44)/Actifs pond�r�s en fonction du risque (APR) au titre du risque de cr�dit du secteur priv� (M44)
Geographic Weight for jurisdiction (%) (M45)/Coefficient de pond�ration g�ographique de l��tat (%) (M45)
CCyB add-on rate (%) (M46)/Taux de majoration de la r�serve de fonds propres contracyclique (%) (M46)
Weighted buffer add-on (%) (M47)/Taux de majoration de la r�serve pond�r�e (%) (M47)
Schedule 10.041 Countercyclical Buffer (CCyB) Requirement for Category III SMSBs
RWA for Private Sector Credit Exposures (M44a)/Actifs pond�r�s en fonction du risque (APR) au titre du risque de cr�dit du secteur priv� (M44a)
Geographic Weight for jurisdiction (%) (M45)/Coefficient de pond�ration g�ographique de l��tat (%) (M45)
CCyB add-on rate (%) (M46)/Taux de majoration de la r�serve de fonds propres contracyclique (%) (M46)
Weighted buffer add-on (%) (M47a)/Taux de majoration de la r�serve pond�r�e (%) (M47a)
BCAR-Top Level
BCAR Exposure Classes / RNFPB - Cat�gories d'exposition
Standardized
BCAR Exposure Type / Type d'exposition
Risk Weight / Pond�ration des risques
Notional Principal Amount (M12)
Gross* exposure (credit-equiv. amount for off B/S) (M13)
Net* exposure (credit-equiv. amount for off B/S) (M11)
Guarantees and credit derivatives (M14)
Collateral (simple approach) (M15)
Collateral (comprehensive approach) (M16)
Net exposure after CRM (M17)
Risk-weighted Assets (M7)
Record Type 010
Approach Type / Type d'approche
Exposure Class / RNFPB - Cat�gories d'exposition
IRB
BCAR Exposure Type / RNFPB Type d'exposition
PD Band / Fourchette de probabilit� de d�faut
Estimated PD (%) (M3) / PD estimative (%) (M3)
Notional Principal Amount (M12) / Montant de principal notionnel (M12)
Gross exposure (Exposure at Default) before CRM[1] (M9) / Exposition brute (ECD) avant ARC[1] (M9)
Guarantees and credit derivatives (M14) / Garanties et d�riv�s de cr�dit (M14)
Repo-style transaction exposure (M18) / Exposition sur des transactions assimilables � des pensions (M18)
Collateral is reflected in EAD[3] (M1) / La s�ret� est refl�t�e dans l'ECD[3] (M1)
Collateral is not reflected in EAD (M2) / La s�ret� n'est pas refl�t�e dans l'ECD (M2)
Adjusted for CRM excl. collateral (collateral is reflected in EAD)[4, 5] (M4) / Rajust�e pour l'att�nuation du risque de cr�dit (ARC), � l'exception de la s�ret� (la s�ret� est refl�t�e dans l'ECD)[4,5] (M4)
Adjusted for CRM (collateral is not reflected in EAD)[5, 6] (M5) / Rajust�e pour l'ARC (la s�ret� n'est pas refl�t�e dans l'ECD)[5,6] (M5)
Weighted Ave. Maturity (years) (M6) / �ch�ance moyenne pond�r�e (en ann�es) (M6)
Weighted Ave. Firm Size (M20) /Taille moyenne pond�r�e de l'entreprise (M20)
Risk-weighted Assets (M7)/Actifs pond�r�s en fonction du risque (M7)
Expected Loss Amount (M19)/Montant de la perte attendue (M19)
Guaranteed exposures (incl. in col. e+f), to which LGD adjustment was applied (M30)/Expositions garanties (incl. aux col. f+g) auxquelles un ajustement de la perte en cas de d�faut (PCD) a �t� appliqu� (M30)
LGD on guaranteed exposures, before recognition of guarantees (%) (M31)/PCD sur expositions garanties, avant prise en compte des garanties (%) (M31)
LGD on guaranteed exposures, after recognition of guarantees (%) (M32)
Uninsured exposures bound by LGD floor (M41)
LGD on uninsured exposures bound by LGD floor, before LGD floor (%)(M42)
LGD on uninsured exposures bound by LGD floor, after LGD floor (%) (M43)/PCD sur les expositions non assur�es assujetties au plancher de PCD, apr�s prise en compte du plancher de PCD (%) (M43)
Insured exposures (incl. in col. d) bound by LGD floor (M41a)/Expositions assur�es (incluses � la colonne d) assujetties au plancher de PCD (M41a)
LGD on insured exposures bound by LGD floor, before LGD floor (%) (M42a)
LGD on insured exposures bound by LGD floor, after LGD floor (%) (M43a)/PCD sur les expositions assur�es assujetties au plancher de PCD, apr�s prise en compte du plancher de PCD (%)
(M43a)
Insured exposures (incl. in col. d) bound by LGD floor (M41b)/Expositions assur�es (incluses � la colonne d) assujetties au plancher de PCD (M41b)
LGD on insured exposures bound by LGD floor, before LGD floor (%) (M42b)
LGD on insured exposures bound by LGD floor, after LGD floor (%) (M43b)
Exposure (at PD of original obligor) (M48)/Exposition (� la PD du premier d�biteur) (M48)
Redistribution of insured mortgage exposures (M49)/Redistribution des expositions pour les pr�ts hypoth�caires assur�s (M49)
After CRM Adjusted Exposure (EAD) (M59)/Exposition rajust�e apr�s ARC (ECD) (M59)
Weighted Ave. LGD (adjusted for CRM after application of floor)(%) (M50)/PCD moyenne pond�r�e (rajust�e pour tenir compte de l'ARC apr�s l'application du plancher) (%) (M50)
Weighted Ave. Maturity (years) (M51)/�ch�ance moyenne pond�r�e (en ann�es) (M51)
Risk-weighted Assets (M52)/Actifs pond�r�s en fonction du risque (M52)
Expected Loss Amount(M53)/Montant de la perte attendue (M53)
Insured exposures bound by LGD floor (M61)/Expositions assur�es assujetties au plancher de PCD (M61)
Insured exposures (incl. in col. d) bound by LGD floor (M61a)/Expositions assur�es (incluses � la colonne d) assujetties au plancher de PCD (M61a)
LGD on insured exposures bound by LGD floor, before LGD floor (%)(M62)/PCD sur les expositions assur�es assujetties au plancher de PCD, avant prise en compte du plancher de PCD (%) (M62)
LGD on insured exposures bound by LGD floor, before LGD floor (%) (M62a)/PCD sur les expositions assur�es assujetties au plancher de PCD, avant prise en compte du plancher de PCD (%) (M62a)
LGD on insured exposures bound by LGD floor, after LGD floor (%)(M63)/PCD sur les expositions assur�es assujetties au plancher de PCD, apr�s prise en compte du plancher de PCD (%) (M63)
LGD on insured exposures bound by LGD floor, after LGD floor (%) (M63a)/PCD sur les expositions assur�es assujetties au plancher de PCD, apr�s prise en compte du plancher de PCD (%) (M63a)
Recoird Type 030
Approach Type
Please select an Exposure Class IRB
Receivables
ReceivablesTable
Notional Principal Amount (M12)
Gross exposure (Exposure at Default) before CRM[1] (M9)
Collateral is not reflected in EAD (M2)
Adjusted for CRM (collateral is not reflected in EAD)[5, 6] (M5)
Weighted Ave. Maturity (years) (M6)
Weighted Average Firm Size (M20)
035
DefaultRisk
DefaultRiskTable
EXP_TYPE
Historical-HK-29-30