(g)

as applicable, the following information in relation to each exposure class referred to in Article 147: their gross on-balance-sheet exposure; their off-balance-sheet exposure values prior to the relevant conversion factor; their exposure after applying the relevant conversion factor and credit risk mitigation; any model, parameter or input relevant for the understanding of the risk weighting and the resulting risk exposure amounts disclosed across a sufficient number of obligor grades (including default) to allow for a meaningful differentiation of credit risk; separately for those exposure classes in relation to which institutions have received permission to use own LGDs and conversion factors for the calculation of risk-weighted exposure amounts, and for exposures for which the institutions do not use such estimates, the values referred to in points (i) to (iv) subject to that permission;

← (iii) · All articles · (i) →

Source: EUR-Lex (Cellar) · retrieved 2026-10-12 · Text as adopted (Official Journal); later amendments are not incorporated in this text.