> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Exposures at default

<Badge color="gray" size="lg">[BA](../tags/ba)</Badge>

Download sample file: [ba-cva-credit-exposures-risk-data.csv](../assets/csv/ba-cva-credit-exposures-risk-data.csv)

The file provides the risk data required by the Reduced BA approach, specifically exposures at default and effective maturities of netting sets, falling under CVA capital requirements.

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Risk value date</td><td>2018-09-28</td></tr><tr><td>NettingSetId</td><td>Y</td><td>N</td><td>String</td><td>Identifier of a netting set</td><td>72394</td></tr><tr><td>EADCcy</td><td>N</td><td>N</td><td>String</td><td>Currency of EAD value</td><td>EUR</td></tr><tr><td>EAD</td><td>N</td><td>N</td><td>Double</td><td>Exposure at default (EAD) for a netting set calculated in the same way as the bank calculates it for CCR Capital</td><td>23479.34</td></tr><tr><td>EffectiveMaturity</td><td>N</td><td>N</td><td>Double</td><td>Effective maturity of a netting set in years, in accordance with \[MAR50.15]</td><td>2.3</td></tr><tr><td>UnderIMM</td><td>N</td><td>N</td><td>String, ‘Y’ and ‘N’</td><td>This field is ‘Y’ if the EAD was computed using IMM approach.</td><td>Y</td></tr></table>

## See also

* [Discount Factor EAD](../cube/discount-factor-ead)
* [\[TradePosition\].\[UnderIMM\]](../cube/tradeposition.underimm)