S.37.02 — Risk Concentration – Exposure by currency, sector, country Group
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S.37.02 — Risk Concentration – Exposure by currency, sector, country
General comments:
The tables shall include the risk concentration between entities in the scope of group supervision and third parties. All exposures should be represented by currency, sector and country, starting from the maximum exposure to the minimum one. In case the country, sector or currency is not relevant the figures may be reported under an “Other” category.
The « sector » should be presented in the split for NACE code 1st level of disaggregation (letter). The tables shall be based on all the exposures (full balance sheet) after credit or insurance risk mitigation technique and exemptions (net amount).
| ITEM | INSTRUCTIONS | |
|---|---|---|
| C0010 | Currency area | Currency of exposure. Exposures should be reported in order of importance. |
| C0030 | Exposure net | Exposure after insurance risk mitigation technique and exemptions (net amount). |
| C0040 | % | Exposure share of total assets. |
| C0050 | Sector | Sector of exposure. Exposures should be reported in order of importance. |
| C0060 | Country | Country of exposure. Exposures should be reported in order of importance. |
| C0070/ R0010 | Total exposure net by currency | The sum of net exposures reported by currency. |
| C0070/ R0020 | Total exposure net by sector | The sum of net exposures reported by sector. |
| C0070/ R0030 | Total exposure net by country | The sum of net exposures reported by country. |