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202101 CounterpartycreditriskRWA
This template asks for a breakdown of counterparty credit risk (CCR) capital by groups of counterparties, where the groups are defined by country of exposure; regulatory exposure type; Basel risk weight methodology. The data are requested so the Bank can carry out quality assurance on the projections. Please include all counterparty credit risk that arises on assets designated as 'Held for Trading'.
Order |
TableName |
Header Offset |
First Line Of Data |
01 |
Comments |
3 |
4 |
02 |
CCR_RWAs |
3 |
4 |