EBU Single Rulebook Q&A 18 March 2014 2014_959 CR GB 2 - Row 140 – Total exposures
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European Union · · · 26-09-2014
Does the ‘Total exposures’ row in the CR GB 2 template include or exclude ‘Equity’ exposures (row 140)? The template instructions do not provide guidance on what should be reported in the ‘Total exposures’ row. The logic in the latest version of the DPM states that ‘Total exposures’ are “Exposure classes excluding equities, securitisations and other non credit-obligation assets.
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