#1940998
MAPPING OF EXPOSURE CLASSES AND COUNTERPARTY SECTORS
MAPPING OF EXPOSURE CLASSES AND COUNTERPARTY SECTORS 1. Tables 2 and 3 map exposure classes to be used to calculate capital requirements in accordance with CRR to counterparty sectors used in FINREP tables. Table 2 Standardised Approach SA exposure classes (CRR Article 112) FINREP counterparty sectors Comments