資產類別 國家銀行 中小企業 HVCRE 零售業務
大企業 自用住宅 合格循環 其他零售
S(EUR MM)
EAD
PD
LGD
M 1.00 1.00 1.00
R 19.28% 19.28% 22.92% 4.00% 12.16%
b 13.75% 13.75% 13.75%
RW 124.05% 111.50% 65.88% 17.22% 45.77%
RWA 124.05 111.50 65.88 17.22 45.77
K 9.92% 9.92% 8.92% 5.27% 1.38% 3.66%
EL 0.45% 0.45% 0.45% 1.00% 0.45% 0.45%
合計 10.37% 10.37% 9.37% 6.27% 1.83% 4.11%