Central Governments & Central Banks Exposure?
COREP Assets by Category: Balance Sheet Exposure Subject to Credit Risk
Central Governments & Central Banks Exposure
This includes any exposures to central governments and rural banks (normally any tax assets or pre payments).
We should note that deferred tax assets which are dependent upon the future profitability of the firm must be deducted from capital.
If you should require any further assistance in clarifying the calculation of this figure, please contact us.