| Annexe I |
|
| SR.26.02.01 - Taxonomie Solvabilité II AEAPP 2.7.0 |
|
| Capital de solvabilité requis - Risque de défaut de la contrepartie |
|
|
|
|
|
|
|
|
|
|
|
| Article 112 |
Z0010 |
Z0010 |
|
|
|
|
|
|
|
| Fonds cantonné/portefeuille sous ajustement égalisateur ou part restante |
Z0020 |
Z0020 |
|
|
|
|
|
|
|
| Numéro du fonds/du portefeuille |
Z0030 |
Z0030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Utilisation de simplifications |
|
C0010 |
|
|
|
|
|
|
|
| Simplifications |
R0010 |
C0010/R0010 |
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
Nom de l’exposition sur signature unique |
Code de l’exposition sur signature unique |
Type de code de l’exposition sur signature unique |
Perte en cas de défaut |
Probabilité de défaut |
Capital de solvabilité requis net |
Capital de solvabilité requis brut |
|
| Risque de défaut de la contrepartie - informations de base |
|
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
| Expositions de type 1 |
R0100 |
|
|
|
|
|
|
C0080/R0100 |
|
| Exposition sur signature unique 1 |
R0110 |
C0020/R0110 |
C0030/R0110 |
C0040/R0110 |
C0050/R0110 |
C0060/R0110 |
|
|
|
| Exposition sur signature unique 2 |
R0120 |
C0020/R0120 |
C0030/R0120 |
C0040/R0120 |
C0050/R0120 |
C0060/R0120 |
|
|
|
| Exposition sur signature unique 3 |
R0130 |
C0020/R0130 |
C0030/R0130 |
C0040/R0130 |
C0050/R0130 |
C0060/R0130 |
|
|
|
| Exposition sur signature unique 4 |
R0140 |
C0020/R0140 |
C0030/R0140 |
C0040/R0140 |
C0050/R0140 |
C0060/R0140 |
|
|
|
| Exposition sur signature unique 5 |
R0150 |
C0020/R0150 |
C0030/R0150 |
C0040/R0150 |
C0050/R0150 |
C0060/R0150 |
|
|
|
| Exposition sur signature unique 6 |
R0160 |
C0020/R0160 |
C0030/R0160 |
C0040/R0160 |
C0050/R0160 |
C0060/R0160 |
|
|
|
| Exposition sur signature unique 7 |
R0170 |
C0020/R0170 |
C0030/R0170 |
C0040/R0170 |
C0050/R0170 |
C0060/R0170 |
|
|
|
| Exposition sur signature unique 8 |
R0180 |
C0020/R0180 |
C0030/R0180 |
C0040/R0180 |
C0050/R0180 |
C0060/R0180 |
|
|
|
| Exposition sur signature unique 9 |
R0190 |
C0020/R0190 |
C0030/R0190 |
C0040/R0190 |
C0050/R0190 |
C0060/R0190 |
|
|
|
| Exposition sur signature unique 10 |
R0200 |
C0020/R0200 |
C0030/R0200 |
C0040/R0200 |
C0050/R0200 |
C0060/R0200 |
|
|
|
| Expositions de type 2 |
R0300 |
|
|
|
|
|
|
C0080/R0300 |
|
| Arriérés de créances sur intermédiaires de plus de 3 mois |
R0310 |
|
|
|
C0050/R0310 |
|
|
|
|
| Toutes expositions de type 2 sauf arriérés de créances sur intermédiaires de plus de 3 mois |
R0320 |
|
|
|
C0050/R0320 |
|
|
|
|
| Diversification dans le module risque de défaut de la contrepartie |
R0330 |
|
|
|
|
|
|
C0080/R0330 |
|
| Total risque de défaut de la contrepartie |
R0400 |
|
|
|
|
|
C0070/R0400 |
C0080/R0400 |
|
|
|
|
|
|
|
|
|
|
|
| Informations supplémentaires sur les prêts hypothécaires |
|
C0090 |
|
|
|
|
|
|
|
| Pertes découlant des prêts hypothécaires de type 2 |
R0500 |
C0090/R0500 |
|
|
|
|
|
|
|
| Pertes globales découlant de prêts hypothécaires |
R0510 |
C0090/R0510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
