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Mercury Documentation

Credit conversion factor

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Mercury Documentation

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Inputs
Inputs
- B4 - new inputs and params
- Collectively managed assets (CMA) treated with LTA
Transformations and outputs
Transformations and outputs
- SNB
  SNB
  - Credit risk mitigation - Mona
  - Available limit calculation
- CRE
  CRE
  - Risk weight
  - Credit risk mitigation - Capital adequacy
  - Credit conversion factor Credit conversion factor
    Table of contents
    
    Used in the following modules
    
    Legal references
  - Collectively managed assets
  - Current exposure method
  - Standard approach to counterparty credit risk
  - Credit valuation adjustment
  - Netting by issuer
  - Parameters
  - B4 - Loan-to-value (LTV)
  - B4 - CRSABIS views
- MAR
  MAR
- LEX
  LEX
  - Large exposure reporting
  - Parameters
- LIQ
  LIQ
- IRRBB
  IRRBB
  - Interest rate risk in the banking book
- BIS
  BIS
  - Ultimate Country Risk Calculation
- Other
  Other
- B4 - new outputs
- On request treatments
Transactions
Transactions
Operations
Operations
- Provisions and adjustments
- Intercompany transactions & Consolidation
Data model
Data model
- Structure and relationships
Application guide
Application guide
- User guide
- Technical guide
  Technical guide

Table of contents

Used in the following modules
Legal references

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Credit risk mitigation - Capital adequacy

Collectively managed assets

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