For credit risk excluding securitisation and counterparty credit risk (DIS40.1), the bank must publish annual qualitative tables CRA, CRB, CRB-A (problem asset treatment), CRC (mitigation), CRD (external ratings under the standardised approach) and CRE (IRB models), and semiannual templates CR1 (credit quality of assets), CR2 (changes in defaulted loans and debt securities), CR3 (mitigation overview), CR4 and CR5 (standardised approach exposures and risk weights), CR6 (IRB by portfolio and PD range), CR7 (credit derivative effect) and CR10 (slotting), with CR8 (IRB RWA flow) quarterly and CR9 (PD backtesting) annual (DIS40.2). For counterparty credit risk in both books, including CCP exposures, it publishes annual Table CCRA, semiannual CCR1, CCR3, CCR4, CCR5, CCR6 and CCR8, and quarterly CCR7 (IMM RWA flow) (DIS42.1, DIS42.2). For securitisation, Table SECA is annual and SEC1 and SEC2 (banking and trading book exposures) and SEC3 and SEC4 (banking book exposures and capital as originator or sponsor and as investor) are semiannual; SEC3 and SEC4 cover only exposures treated under the securitisation framework, and trading book capital is reported under market risk (DIS43.1, DIS43.2). Sovereign templates SOV1 (by country), SOV2 (by currency) and SOV3 (by accounting classification) are semiannual but mandatory only when the national supervisor requires them (DIS45.1 to DIS45.3). Allowances disclosed in CR1 include expected credit losses.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.