Exposure class as defined with Regulation (EU) No 575/2013

Domain ID

EXPSR_CLSS

Definition

Variables defined on the domain

Members

Member ID Name Definition
0 Not applicable
1 SA: Equity exposures
10 SA: Exposures to international organisations
11 SA: Exposures to multilateral development banks
12 SA: Exposures to public sector entities
13 SA: Exposures to regional governments or local authorities
14 SA: Items associated with a particular high risk
15 SA: Items representing securitisation positions
16 SA: Other items
17 SA: Retail exposures
2 SA: Exposures in default
3 SA: Exposures in the form of covered bonds
4 SA: Exposures in the form of units or shares in CIUs
5 SA: Exposures secured by mortgages on immovable property
51 IRB: Equity exposures
52 IRB: Exposure classes excluding equities, securitisations and other non credit-obligation assets
53 IRB: Exposures to central governments or central banks
54 IRB: Exposures to corporates - specialised lending
55 IRB: Exposures to corporates other than specialised lending
56 IRB: Exposures to institutions
57 IRB: Items representing securitisation positions
58 IRB: Other non credit-obligation assets
59 IRB: Retail exposures - other
6 SA: Exposures to central governments or central banks
60 IRB: Retail exposures - qualifying revolving
61 IRB: Retail exposures secured by immovable property
7 SA: Exposures to corporates without a short-term credit assessment
8 SA: Exposures to institutions and corporates with a short-term credit assessment
9 SA: Exposures to institutions without a short-term credit assessment

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