Identifier Of The Securitisation Securitisation Type:(Traditional / Synthetic) Role Of The Institution:(Sponsor / Originator) Non ABCP Programs Origination Date (mm/yyyy) Securitised Exposures Originated Total Amount Of Securitised Exposures Originated At Origination Date Total Amount Institution's Share(%) Type Approach Applied (SA/IRB/MIX) Number Of Exposures ELGD % Value Adjustments And Provisions Own Funds Requirements Before Securitisation % Securitisation Structure First Loss Securitisation Positions (Original Exposure Pre Conversion Factors) On Balance Sheet Items Most Senior Rated Unrated Mezzanine Rated Unrated First Loss Rated Unrated Off-Balance Sheet Items And Derivatives Direct Credit Substitute Eligible Liquidity Facilities Other Early Amortisation Controlled? (Yes/No) Conversion Factor Applied (-) Exposure Value Deducted From Own Funds CR SEC Details (Domain) Total Capital Requirements After CAP Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer Detailed layer