Table 4
Trading Portfolio Credit Risk by Geographical Region

As of December 31,

North

America

South

America

Western Europe

Eastern Europe

Asia Exc. Japan

Japan

Replacement costs (gross)

           

Replacement costs (net)

           

Collateral held and applied

           

Potential credit exposures*

           

*Based on BIS add-ons unless stated differently in the description of the internal credit risk model (the description must be provided).