G4B-3(a)场外衍生工具交易对手信用风险计算表(权重法)

G4B-3（a）场外衍生工具交易对手信用风险计算表(权重法),,,,,,,,,

填报口径：,,,,,,,单位：万元,,

第Ⅰ部分：违约风险暴露计算表,,,,,,,,,

第I.I部分：无净额结算的违约风险暴露计算表,,,,,,,,,

序号,项目,A,B,C,D,E,F,,

,,名义本金,附加系数,盯市成本,风险暴露,风险权重,风险加权资产,,

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1,1.信用衍生工具,0.00,,0.00,0.00,,0.00,,

2,1.1标的资产为合格参照资产,0.00,,0.00,0.00,,0.00,,

3,1.1.1交易对手风险权重为0%,,5%,,,0%,0.00,,

4,1.1.2交易对手风险权重为20%,,5%,,,20%,0.00,,

5,1.1.3交易对手风险权重为25%,,5%,,,25%,0.00,,

6,1.1.4交易对手风险权重为50%,,5%,,,50%,0.00,,

7,1.1.5交易对手风险权重为75%,,5%,,,75%,0.00,,

8,1.1.6交易对手风险权重为100%,,5%,,,100%,0.00,,

9,1.1.7交易对手风险权重为150%,,5%,,,150%,0.00,,

10,1.2标的资产非合格参照资产,0.00,,0.00,0.00,,0.00,,

11,1.2.1交易对手风险权重为0%,,10%,,,0%,0.00,,

12,1.2.2交易对手风险权重为20%,,10%,,,20%,0.00,,

13,1.2.3交易对手风险权重为25%,,10%,,,25%,0.00,,

14,1.2.4交易对手风险权重为50%,,10%,,,50%,0.00,,

15,1.2.5交易对手风险权重为75%,,10%,,,75%,0.00,,

16,1.2.6交易对手风险权重为100%,,10%,,,100%,0.00,,

17,1.2.7交易对手风险权重为150%,,10%,,,150%,0.00,,

18,2.利率衍生工具,0.00,,0.00,0.00,,0.00,,

19,2.1剩余期限不超过1年（含1年）,0.00,,0.00,0.00,,0.00,,

20,2.1.1交易对手风险权重为0%,,0.0%,,0.00,0%,0.00,,

21,2.1.2交易对手风险权重为20%,,0.0%,,0.00,20%,0.00,,

22,2.1.3交易对手风险权重为25%,,0.0%,,0.00,25%,0.00,,

23,2.1.4交易对手风险权重为50%,,0.0%,,0.00,50%,0.00,,

24,2.1.5交易对手风险权重为75%,,0.0%,,0.00,75%,0.00,,

25,2.1.6交易对手风险权重为100%,,0.0%,,0.00,100%,0.00,,

26,2.1.7交易对手风险权重为150%,,0.0%,,0.00,150%,0.00,,

27,2.2剩余期限在1年以上，5年（含5年）以下,0.00,,0.00,0.00,,0.00,,

28,2.2.1交易对手风险权重为0%,,0.5%,,0.00,0%,0.00,,

29,2.2.2交易对手风险权重为20%,,0.5%,,0.00,20%,0.00,,

30,2.2.3交易对手风险权重为25%,,0.5%,,0.00,25%,0.00,,

31,2.2.4交易对手风险权重为50%,,0.5%,,0.00,50%,0.00,,

32,2.2.5交易对手风险权重为75%,,0.5%,,0.00,75%,0.00,,

33,2.2.6交易对手风险权重为100%,,0.5%,,0.00,100%,0.00,,

34,2.2.7交易对手风险权重为150%,,0.5%,,0.00,150%,0.00,,

35,2.3剩余期限在5年以上,0.00,,0.00,0.00,,0.00,,

36,2.3.1交易对手风险权重为0%,,1.5%,,0.00,0%,0.00,,

37,2.3.2交易对手风险权重为20%,,1.5%,,0.00,20%,0.00,,

38,2.3.3交易对手风险权重为25%,,1.5%,,0.00,25%,0.00,,

39,2.3.4交易对手风险权重为50%,,1.5%,,0.00,50%,0.00,,

40,2.3.5交易对手风险权重为75%,,1.5%,,0.00,75%,0.00,,

41,2.3.6交易对手风险权重为100%,,1.5%,,0.00,100%,0.00,,

42,2.3.7交易对手风险权重为150%,,1.5%,,0.00,150%,0.00,,

43,3.汇率和黄金衍生工具,0.00,,0.00,0.00,,0.00,,

44,3.1剩余期限不超过1年（含1年）,0.00,,0.00,0.00,,0.00,,

45,3.1.1交易对手风险权重为0%,,1.0%,,0.00,0%,0.00,,

46,3.1.2交易对手风险权重为20%,,1.0%,,0.00,20%,0.00,,

47,3.1.3交易对手风险权重为25%,,1.0%,,0.00,25%,0.00,,

48,3.1.4交易对手风险权重为50%,,1.0%,,0.00,50%,0.00,,

49,3.1.5交易对手风险权重为75%,,1.0%,,0.00,75%,0.00,,

50,3.1.6交易对手风险权重为100%,,1.0%,,0.00,100%,0.00,,

51,3.1.7交易对手风险权重为150%,,1.0%,,0.00,150%,0.00,,

52,3.2剩余期限在1年以上，5年（含5年）以下,0.00,,0.00,0.00,,0.00,,

53,3.2.1交易对手风险权重为0%,,5.0%,,0.00,0%,0.00,,

54,3.2.2交易对手风险权重为20%,,5.0%,,0.00,20%,0.00,,

55,3.2.3交易对手风险权重为25%,,5.0%,,0.00,25%,0.00,,

56,3.2.4交易对手风险权重为50%,,5.0%,,0.00,50%,0.00,,

57,3.2.5交易对手风险权重为75%,,5.0%,,0.00,75%,0.00,,

58,3.2.6交易对手风险权重为100%,,5.0%,,0.00,100%,0.00,,

59,3.2.7交易对手风险权重为150%,,5.0%,,0.00,150%,0.00,,

60,3.3剩余期限在5年以上,0.00,,0.00,0.00,,0.00,,

61,3.3.1交易对手风险权重为0%,,7.5%,,0.00,0%,0.00,,

62,3.3.2交易对手风险权重为20%,,7.5%,,0.00,20%,0.00,,

63,3.3.3交易对手风险权重为25%,,7.5%,,0.00,25%,0.00,,

64,3.3.4交易对手风险权重为50%,,7.5%,,0.00,50%,0.00,,

65,3.3.5交易对手风险权重为75%,,7.5%,,0.00,75%,0.00,,

66,3.3.6交易对手风险权重为100%,,7.5%,,0.00,100%,0.00,,

67,3.3.7交易对手风险权重为150%,,7.5%,,0.00,150%,0.00,,

68,4.股权衍生工具,0.00,,0.00,0.00,,0.00,,

69,4.1剩余期限不超过1年（含1年）,0.00,,0.00,0.00,,0.00,,

70,4.1.1交易对手风险权重为0%,,6.0%,,0.00,0%,0.00,,

71,4.1.2交易对手风险权重为20%,,6.0%,,0.00,20%,0.00,,

72,4.1.3交易对手风险权重为25%,,6.0%,,0.00,25%,0.00,,

73,4.1.4交易对手风险权重为50%,,6.0%,,0.00,50%,0.00,,

74,4.1.5交易对手风险权重为75%,,6.0%,,0.00,75%,0.00,,

75,4.1.6交易对手风险权重为100%,,6.0%,,0.00,100%,0.00,,

76,4.1.7交易对手风险权重为150%,,6.0%,,0.00,150%,0.00,,

77,4.1.8交易对手风险权重为250%,,6.0%,,0.00,250%,0.00,,

78,4.1.9交易对手风险权重为400%,,6.0%,,0.00,400%,0.00,,

79,4.1.10交易对手风险权重为1250%,,6.0%,,0.00,1250%,0.00,,

80,4.2剩余期限在1年以上，5年（含5年）以下,0.00,,0.00,0.00,,0.00,,

81,4.2.1交易对手风险权重为0%,,8.0%,,0.00,0%,0.00,,

82,4.2.2交易对手风险权重为20%,,8.0%,,0.00,20%,0.00,,

83,4.2.3交易对手风险权重为25%,,8.0%,,0.00,25%,0.00,,

84,4.2.4交易对手风险权重为50%,,8.0%,,0.00,50%,0.00,,

85,4.2.5交易对手风险权重为75%,,8.0%,,0.00,75%,0.00,,

86,4.2.6交易对手风险权重为100%,,8.0%,,0.00,100%,0.00,,

87,4.2.7交易对手风险权重为150%,,8.0%,,0.00,150%,0.00,,

88,4.2.8交易对手风险权重为250%,,8.0%,,0.00,250%,0.00,,

89,4.2.9交易对手风险权重为400%,,8.0%,,0.00,400%,0.00,,

90,4.2.10交易对手风险权重为1250%,,8.0%,,0.00,1250%,0.00,,

91,4.3剩余期限在5年以上,0.00,,0.00,0.00,,0.00,,

92,4.3.1交易对手风险权重为0%,,10.0%,,0.00,0%,0.00,,

93,4.3.2交易对手风险权重为20%,,10.0%,,0.00,20%,0.00,,

94,4.3.3交易对手风险权重为25%,,10.0%,,0.00,25%,0.00,,

95,4.3.4交易对手风险权重为50%,,10.0%,,0.00,50%,0.00,,

96,4.3.5交易对手风险权重为75%,,10.0%,,0.00,75%,0.00,,

97,4.3.6交易对手风险权重为100%,,10.0%,,0.00,100%,0.00,,

98,4.3.7交易对手风险权重为150%,,10.0%,,0.00,150%,0.00,,

99,4.3.8交易对手风险权重为250%,,10.0%,,0.00,250%,0.00,,

100,4.3.9交易对手风险权重为400%,,10.0%,,0.00,400%,0.00,,

101,4.3.10交易对手风险权重为1250%,,10.0%,,0.00,1250%,0.00,,

102,5.贵金属衍生工具（不含黄金）,0.00,,0.00,0.00,,0.00,,

103,5.1剩余期限不超过1年（含1年）,0.00,,0.00,0.00,,0.00,,

104,5.1.1交易对手风险权重为0%,,7.0%,,0.00,0%,0.00,,

105,5.1.2交易对手风险权重为20%,,7.0%,,0.00,20%,0.00,,

106,5.1.3交易对手风险权重为25%,,7.0%,,0.00,25%,0.00,,

107,5.1.4交易对手风险权重为50%,,7.0%,,0.00,50%,0.00,,

108,5.1.5交易对手风险权重为75%,,7.0%,,0.00,75%,0.00,,

109,5.1.6交易对手风险权重为100%,,7.0%,,0.00,100%,0.00,,

110,5.1.7交易对手风险权重为150%,,7.0%,,0.00,150%,0.00,,

111,5.2剩余期限在1年以上，5年（含5年）以下,0.00,,0.00,0.00,,0.00,,

112,5.2.1交易对手风险权重为0%,,7.0%,,0.00,0%,0.00,,

113,5.2.2交易对手风险权重为20%,,7.0%,,0.00,20%,0.00,,

114,5.2.3交易对手风险权重为25%,,7.0%,,0.00,25%,0.00,,

115,5.2.4交易对手风险权重为50%,,7.0%,,0.00,50%,0.00,,

116,5.2.5交易对手风险权重为75%,,7.0%,,0.00,75%,0.00,,

117,5.2.6交易对手风险权重为100%,,7.0%,,0.00,100%,0.00,,

118,5.2.7交易对手风险权重为150%,,7.0%,,0.00,150%,0.00,,

119,5.3剩余期限在5年以上,0.00,,0.00,0.00,,0.00,,

120,5.3.1交易对手风险权重为0%,,8.0%,,0.00,0%,0.00,,

121,5.3.2交易对手风险权重为20%,,8.0%,,0.00,20%,0.00,,

122,5.3.3交易对手风险权重为25%,,8.0%,,0.00,25%,0.00,,

123,5.3.4交易对手风险权重为50%,,8.0%,,0.00,50%,0.00,,

124,5.3.5交易对手风险权重为75%,,8.0%,,0.00,75%,0.00,,

125,5.3.6交易对手风险权重为100%,,8.0%,,0.00,100%,0.00,,

126,5.3.7交易对手风险权重为150%,,8.0%,,0.00,150%,0.00,,

127,6.其他商品衍生工具,0.00,,0.00,0.00,,0.00,,

128,6.1剩余期限不超过1年（含1年）,0.00,,0.00,0.00,,0.00,,

129,6.1.1交易对手风险权重为0%,,10.0%,,0.00,0%,0.00,,

130,6.1.2交易对手风险权重为20%,,10.0%,,0.00,20%,0.00,,

131,6.1.3交易对手风险权重为25%,,10.0%,,0.00,25%,0.00,,

132,6.1.4交易对手风险权重为50%,,10.0%,,0.00,50%,0.00,,

133,6.1.5交易对手风险权重为75%,,10.0%,,0.00,75%,0.00,,

134,6.1.6交易对手风险权重为100%,,10.0%,,0.00,100%,0.00,,

135,6.1.7交易对手风险权重为150%,,10.0%,,0.00,150%,0.00,,

136,6.2剩余期限在1年以上，5年（含5年）以下,0.00,,0.00,0.00,,0.00,,

137,6.2.1交易对手风险权重为0%,,12.0%,,0.00,0%,0.00,,

138,6.2.2交易对手风险权重为20%,,12.0%,,0.00,20%,0.00,,

139,6.2.3交易对手风险权重为25%,,12.0%,,0.00,25%,0.00,,

140,6.2.4交易对手风险权重为50%,,12.0%,,0.00,50%,0.00,,

141,6.2.5交易对手风险权重为75%,,12.0%,,0.00,75%,0.00,,

142,6.2.6交易对手风险权重为100%,,12.0%,,0.00,100%,0.00,,

143,6.2.7交易对手风险权重为150%,,12.0%,,0.00,150%,0.00,,

144,6.3剩余期限在5年以上,0.00,,0.00,0.00,,0.00,,

145,6.3.1交易对手风险权重为0%,,15.0%,,0.00,0%,0.00,,

146,6.3.2交易对手风险权重为20%,,15.0%,,0.00,20%,0.00,,

147,6.3.3交易对手风险权重为25%,,15.0%,,0.00,25%,0.00,,

148,6.3.4交易对手风险权重为50%,,15.0%,,0.00,50%,0.00,,

149,6.3.5交易对手风险权重为75%,