the following table shows the maximum exposure to loss for the group by type of stru 611835

Maximum exposure to and ranking of loss exposure by type of structured entity

The following table shows the maximum exposure to loss for the Group by type of structured entity and by seniority of interest, where the Group”s interest ranks lower than those of other investors and so the Group absorbs losses before other parties.

E”000	Subordinated interests	Seniority of interests Mezzanine interests	Senior interests	Most senior interests	Total
Mortgage backed securitisations
i) Maximum exposure to loss b) Potential losses borne by lower ranking interests	150 —	592 897	850 7,875	346 10,332	1,938
CDOs and CLOs i) Maximum exposure to loss h)Potential losses borne by lower ranking interests	60 27	167 456	243 4,787	32 5,311	502
Asset backed commercial paper i)Maximum exposure to loss h) Potential losses borne by lower ranking interests	— —	— —		379 25	379

the following table shows the maximum exposure to loss for the group by type of stru 611835

Search