EBU Single Rulebook Q&A 13 October 2014 2014_1540 Obligors for total exposures in template CR IRB 1
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European Union · · · 03-02-2017
Should r010, c300 of template C 08.01 be additive for number of obligors e.g. a retail Customer has 3 exposures in different obligor grades, 2 are On Balance sheet and 1 is Off Balance sheet. In template C 08.02 this would be disclosed as 3 obligors given that they are included within 3 different grades. In templates C 08.
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