Regulation (EU) No 680/2014 100 CCF The weighted average of the CCFs be reported. The weights that shall be used shall be the amounts to which the Article 166(8)(e) of CCFs are applied in order to obtain the EAD. If the institution is allowed to apply own estimates of CCFs, those shall Regulation (EU) No be reported, otherwise the regulatory CCFs shall be reported. 575/2013 110 EAD The exposure value shall be reported. Column 110 of template 8.1 of Annex 1 of Commission Implementing Regulation (EU) No 680/2014 120 Collateral value Columns 150 to The market value of the collateral shall be reported. 210 of template8.1 of 1 of Commission Implementing Regulation (EU) No 680/2014 130 LGD Column 230 of The EAD-weighted own estimates of LGD or the EAD-weighted regulatory LGD applied by the institution to the template8.1 of exposures held and included in each portfolio shall be reported. Annex 1 of Commission Implementing Regulation (EU) No 680/2014 140 Maturity Column 250 of The EAD-weighted maturity shall be reported. It shall be expressed in number of days. This information shall not be template of Annex reported for exposures for which the maturity is not an element in the calculation of risk weighted exposure amounts. 1 of Commission This means that this information shall not be reported for portfolios that represent exposures of the exposure class Implementing ‘Retail’. Regulation (EU) No 680/2014 150 Expected Loss Column 280 of The expected loss shall be reported. template8.1 of Annex 1 of Commission
Regulation (EU) No 680/2014 100 CCF Article 166(8)(e) of Regulation (EU) No 575/2013 The weighted average of the CCFs be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. If the institution is allowed to apply own estimates of CCFs, those shall be reported, otherwise the regulatory CCFs shall be reported. 110 EAD Column 110 of template 8.1 of Annex 1 of Commission Implementing Regulation (EU) No 680/2014 The exposure value shall be reported. 120 Collateral value Columns 150 to 210 of template8.1 of 1 of Commission Implementing Regulation (EU) No 680/2014 The market value of the collateral shall be reported. 130 LGD Column 230 of template8.1 of Annex 1 of Commission Implementing Regulation (EU) No 680/2014 The EAD-weighted own estimates of LGD or the EAD-weighted regulatory LGD applied by the institution to the exposures held and included in each portfolio shall be reported. 140 Maturity Column 250 of template of Annex 1 of Commission Implementing Regulation (EU) No 680/2014 The EAD-weighted maturity shall be reported. It shall be expressed in number of days. This information shall not be reported for exposures for which the maturity is not an element in the calculation of risk weighted exposure amounts. This means that this information shall not be reported for portfolios that represent exposures of the exposure class ‘Retail’. 150 Expected Loss Column 280 of template8.1 of Annex 1 of Commission The expected loss shall be reported.
Annex+4+%28Credit+risk+reporting+instructions%29.docx