Chart 6
Chart 6 shows the CCFs on undrawn lines for all participating institutions, where the CCF is computed as the EAD divided by the notional undrawn amount. Individual institutions’ values are not shown. Only a range is provided. The 25th and 75th percentiles and medians are also shown for each portfolio. The values of the percentiles and medians are provided in Tables B and C.

The range for the Corporate-Bank-Sovereign portfolio extends from about 100 percent to about 20 percent.

The range for the SME portfolio extends from about 100 percent to about 10 percent.

The range for the HVCRE portfolio extends from about 100 percent to about 20 percent.

The range for the IPRE portfolio extends from about 100 percent to about 20 percent.

The range for the HELOC portfolio extends from about 100 percent to about 10 percent.

The range for the Other mortgage portfolio extends from about 100 percent to about 0 percent.

The range for the QRE portfolio extends from about 80 percent to about 5 percent.

The range for the Other retail portfolio extends from about 100 percent to about 0 percent.

The range for the RBE portfolio extends from about 100 percent to about 5 percent.