Commission Implementing Regulation (EU) 2021/451 of 17 December 2020 laying down implementing technical standards for the application of Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to supervisory reporting of institutions and repealing Implementing Regulation (EU) No 680/2014 (Text with EEA relevance)
| Row | ID | Item | Column |
|---|---|---|---|
| Deferred tax assest and liabilities | Deferred tax assest and liabilities | Deferred tax assest and liabilities | 0010 |
| 0010 | 1 | Total deferred tax assets | |
| 0020 | 1.1 | Deferred tax assets that do not rely on future profitability | |
| 0030 | 1.2 | Deferred tax assets that rely on future profitability and do not arise from temporary differences | |
| 0040 | 1.3 | Deferred tax assets that rely on future profitability and arise from temporary differences | |
| 0050 | 2 | Total deferred tax liabilities | |
| 0060 | 2.1 | Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability | |
| 0070 | 2.2 | Deferred tax liabilities deductible from deferred tax assets that rely on future profitability | |
| 0080 | 2.2.1 | Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences | |
| 0090 | 2.2.2 | Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences | |
| 0093 | 2A | Tax overpayments and tax loss carry backs | |
| 0096 | 2B | Deferred Tax Assets subject to a risk weight of 250% | |
| 0097 | 2C | Deferred Tax Assets subject to a risk weight of 0% | |
| Exception from deductions from CET1 | Exception from deductions from CET1 | Exception from deductions from CET1 | Exception from deductions from CET1 |
| 0901 | 2W | Software assets accounted for as intangible assets exempted from the deduction from CET1 | |
| Accounting classification of AT1 instruments | Accounting classification of AT1 instruments | Accounting classification of AT1 instruments | Accounting classification of AT1 instruments |
| 0905 | 2Y | Capital instruments and the related share premium accounts classified as equity under applicable accounting standards | |
| 0906 | 2Z | Capital instruments and the related share premium accounts classified as liabilities under applicable accounting standards | |
| Credit risk adjustments and expected losses | Credit risk adjustments and expected losses | Credit risk adjustments and expected losses | Credit risk adjustments and expected losses |
| 0100 | 3 | IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures | |
| 0110 | 3.1 | Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount | |
| 0120 | 3.1.1 | General credit risk adjustments | |
| 0130 | 3.1.2 | Specific credit risk adjustments | |
| 0131 | 3.1.3 | Additional value adjustments and other own funds reductions | |
| 0140 | 3.2 | Total expected losses eligible | |
| 0145 | 4 | IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures | |
| 0150 | 4.1 | Specific credit risk adjustments and positions treated similarily | |
| 0155 | 4.2 | Total expected losses eligible | |
| 0160 | 5 | Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2 | |
| 0170 | 6 | Total gross provisions eligible for inclusion in T2 capital | |
| 0180 | 7 | Risk weighted exposure amounts for calculating the cap to the provision eligible as T2 | |
| Thresholds for Common Equity Tier 1 deductions | Thresholds for Common Equity Tier 1 deductions | Thresholds for Common Equity Tier 1 deductions | Thresholds for Common Equity Tier 1 deductions |
| 0190 | 8 | Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment | |
| 0200 | 9 | 10% CET1 threshold | |
| 0210 | 10 | 17.65% CET1 threshold | |
| 0225 | 11 | Eligible capital for the purposes of qualifying holdings outside the financial sector | |
| Investments in the capital of financial sector entities where the institution does not have a significant investment | Investments in the capital of financial sector entities where the institution does not have a significant investment | Investments in the capital of financial sector entities where the institution does not have a significant investment | Investments in the capital of financial sector entities where the institution does not have a significant investment |
| 0230 | 12 | Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | |
| 0240 | 12.1 | Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0250 | 12.1.1 | Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0260 | 12.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0270 | 12.2 | Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0280 | 12.2.1 | Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0290 | 12.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0291 | 12.3 | Synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0292 | 12.3.1 | Gross synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | |
| 0293 | 12.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| 0300 | 13 | Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | |
| 0310 | 13.1 | Direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0320 | 13.1.1 | Gross direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0330 | 13.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0340 | 13.2 | Indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0350 | 13.2.1 | Gross indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0360 | 13.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0361 | 13.3 | Synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0362 | 13.3.1 | Gross synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | |
| 0363 | 13.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| 0370 | 14 | Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions | |
| 0380 | 14.1 | Direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0390 | 14.1.1 | Gross direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0400 | 14.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0410 | 14.2 | Indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0420 | 14.2.1 | Gross indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0430 | 14.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0431 | 14.3 | Synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0432 | 14.3.1 | Gross synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment | |
| 0433 | 14.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| Investments in the capital of financial sector entities where the institution has a significant investment | Investments in the capital of financial sector entities where the institution has a significant investment | Investments in the capital of financial sector entities where the institution has a significant investment | Investments in the capital of financial sector entities where the institution has a significant investment |
| 0440 | 15 | Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions | |
| 0450 | 15.1 | Direct holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0460 | 15.1.1 | Gross direct holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0470 | 15.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0480 | 15.2 | Indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0490 | 15.2.1 | Gross indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0500 | 15.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0501 | 15.3 | Synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0502 | 15.3.1 | Gross synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment | |
| 0503 | 15.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| 0504 | 15A | Investments in CET1 capital of financial sector entities where the institution has a significant investment - subject to a risk weight of 250% | |
| 0510 | 16 | Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions | |
| 0520 | 16.1 | Direct holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0530 | 16.1.1 | Gross direct holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0540 | 16.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0550 | 16.2 | Indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0560 | 16.2.1 | Gross indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0570 | 16.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0571 | 16.3 | Synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0572 | 16.3.1 | Gross synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment | |
| 0573 | 16.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| 0580 | 17 | Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions | |
| 0590 | 17.1 | Direct holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0600 | 17.1.1 | Gross direct holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0610 | 17.1.2 | (-) Permitted offsetting short positions in relation to the direct gross holdings included above | |
| 0620 | 17.2 | Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0630 | 17.2.1 | Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0640 | 17.2.2 | (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | |
| 0641 | 17.3 | Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0642 | 17.3.1 | Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment | |
| 0643 | 17.3.2 | (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | |
| Total risk exposure amounts of holdings not deducted from the corresponding capital category: | Total risk exposure amounts of holdings not deducted from the corresponding capital category: | Total risk exposure amounts of holdings not deducted from the corresponding capital category: | Total risk exposure amounts of holdings not deducted from the corresponding capital category: |
| 0650 | 18 | Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital | |
| 0660 | 19 | Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital | |
| 0670 | 20 | Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital | |
| Temporary waiver from deduction from own funds | Temporary waiver from deduction from own funds | Temporary waiver from deduction from own funds | Temporary waiver from deduction from own funds |
| 0680 | 21 | Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | |
| 0690 | 22 | Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | |
| 0700 | 23 | Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | |
| 0710 | 24 | Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | |
| 0720 | 25 | Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | |
| 0730 | 26 | Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | |
| Capital buffers | Capital buffers | Capital buffers | Capital buffers |
| 0740 | 27 | Combined buffer requirement | |
| 0750 | Capital conservation buffer | ||
| 0760 | Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State | ||
| 0770 | Institution specific countercyclical capital buffer | ||
| 0780 | Systemic risk buffer | ||
| 0800 | Global Systemically Important Institution buffer | ||
| 0810 | Other Systemically Important Institution buffer | ||
| Pillar II requirements | Pillar II requirements | Pillar II requirements | Pillar II requirements |
| 0820 | 28 | Own funds requirements related to Pillar II adjustments | |
| Additional information for investment firms | Additional information for investment firms | Additional information for investment firms | Additional information for investment firms |
| 0830 | 29 | Initial capital | |
| 0840 | 30 | Own funds based on Fixed Overheads | |
| Additional information for calculation of reporting thresholds | Additional information for calculation of reporting thresholds | Additional information for calculation of reporting thresholds | Additional information for calculation of reporting thresholds |
| 0850 | 31 | Non-domestic original exposures | |
| 0860 | 32 | Total original exposures |
C 05.01 - TRANSITIONAL PROVISIONS (CA5.1)
| Adjustments to CET1 | Adjustments to AT1 | Adjustments to T2 | Adjustments included in RWAs | Memorandum items | Memorandum items | |||
|---|---|---|---|---|---|---|---|---|
| Adjustments to CET1 | Adjustments to AT1 | Adjustments to T2 | Adjustments included in RWAs | Applicable percentage | Eligible amount without transitional provisions | |||
| Code | ID | Item | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 |
| 0010 | 1 | TOTAL ADJUSTMENTS | ||||||
| 0020 | 1.1 | GRANDFATHERED INSTRUMENTS | link to {CA1;r0220} | link to {CA1;r0660} | link to {CA1;r0880} | |||
| 0060 | 1.1.2 | Instruments not constituting state aid | ||||||
| 0061 | 1.1.3 | Instruments issued through special purpose vehicles | ||||||
| 0062 | 1.1.4 | Instruments issued before 27 June 2019 that do not meet the eligibility criteria related to write-down and conversion powers pursuant to Article 59 BRRD or are subject to set-off or netting arrangements | ||||||
| 0063 | 1.1.4.1* | of which: Instruments without legally or contractually mandatory write-down or conversion upon exercise of powers in accordance with Article 59 of Directive 2014/59/EU | ||||||
| 0064 | 1.1.4.2* | of which: Instruments governed by third-country law without effective and enforceable exercise of powers in accordance with Article 59 of Directive 2014/59/EU | ||||||
| 0065 | 1.1.4.3* | of which: Instruments subject to set-off or netting arrangements | ||||||
| 0070 | 1.2 | MINORITY INTERESTS AND EQUIVALENTS | link to {CA1;r0240} | link to {CA1;r0680} | link to {CA1;r0900} | |||
| 0080 | 1.2.1 | Capital instruments and items that do not qualify as minority interests | ||||||
| 0090 | 1.2.2 | Transitional recognition in consolidated own funds of minority interests | ||||||
| 0091 | 1.2.3 | Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital | ||||||
| 0092 | 1.2.4 | Transitional recognition in consolidated own funds of qualifying Tier 2 capital | ||||||
| 0100 | 1.3 | OTHER TRANSITIONAL ADJUSTMENTS | link to {CA1;r0520} | link to {CA1;r0730} | link to {CA1;r0960} | |||
| 0111 | 1.3.1.6 | Unrealised gains and losses from certain debt exposures to central governments, regional governments, local authorities and PSEs | ||||||
| 0112 | 1.3.1.6.1 | of which: amount A | ||||||
| 0140 | 1.3.2 | Deductions | ||||||
| 0170 | 1.3.2.3 | Deferred tax assets that rely on future profitability and do not arise from temporary differences | ||||||
| 0380 | 1.3.2.9 | Deferred tax assets that are dependent on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment | ||||||
| 0385 | 1.3.2.9a | Deferred tax assets that are dependent on future profitability and arise from temporary differences | ||||||
| 0425 | 1.3.2.11 | Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items | ||||||
| 0430 | 1.3.3 | Additional filters and deductions | ||||||
| 0440 | 1.3.4 | Adjustments due to IFRS 9 transitional arrangements | ||||||
| 0441 | 1.3.4.1 | Memorandum item: ECL impact of the static component | ||||||
| 0442 | 1.3.4.2 | Memorandum item: ECL impact of the dynamic component for the period 01/01/2018 – 31/12/2019 | ||||||
| 0443 | 1.3.4.3 | Memorandum item: ECL impact of the dynamic component for the period starting on 01/01/2020 |
C 05.02 - GRANDFATHERED INSTRUMENTS: INSTRUMENTS NOT CONSTITUING STATE AID (CA5.2)
| Amount of instruments plus related share premium | Base for calculating the limit | Applicable percentage | Limit | (-) Amount that exceeds the limits for grandfathering | Total grandfathered amount | |||
|---|---|---|---|---|---|---|---|---|
| Code | ID | Item | 0010 | 0020 | 0030 | 0040 | 0050 | 0060 |
| 0010 | 1. | Instruments that qualified for Article 57, point (a) of Directive 2006/48/EC | link to {CA5.1;r060;c010) | |||||
| 0020 | 2. | Instruments that qualified for Article 57, point (ca) and Article 154(8) and (9) of Directive 2006/48/EC, subject to the limit of Article 489 of Regulation (EU) No 575/2013 | link to {CA5.1;r060;c020) | |||||
| 0030 | 2.1 | Total instruments without a call or an incentive to redeem | ||||||
| 0040 | 2.2. | Grandfathered instruments with a call and incentive to redeem | ||||||
| 0050 | 2.2.1 | Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 52 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0060 | 2.2.2 | Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 52 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0070 | 2.2.3 | Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 52 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0080 | 2.3 | Excess on the limit of CET1 grandfathered instruments | ||||||
| 0090 | 3 | Items that qualified for Article 57, points (e), (f), (g) or (h) of Directive 2006/48/EC, subject to the limit of Article 490 of Regulation (EU) No 575/2013 | link to {CA5.1;r060;c030) | |||||
| 0100 | 3.1 | Total items without an incentive to redeem | ||||||
| 0110 | 3.2 | Grandfathered items with an incentive to redeem | ||||||
| 0120 | 3.2.1 | Items with a call exercisable after the reporting date, and which meet the conditions in Article 63 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0130 | 3.2.2 | Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 63 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0140 | 3.2.3 | Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 63 of Regulation (EU) No 575/2013 after the date of effective maturity | ||||||
| 0150 | 3.3 | Excess on the limit of AT1 grandfathered instruments |
C 06.01 - GROUP SOLVENCY: INFORMATION ON AFFILIATES - TOTAL (GS TOTAL)
| INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TOTAL RISK EXPOSURE AMOUNT | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | CONSOLIDATED OWN FUNDS | COMBINED BUFFER REQUIREMENTS | |||||||||||||||||||||
| TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 1 CAPITAL | QUALIFYING OWN FUNDS INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 2 CAPITAL | MEMORANDUM ITEM: GOODWILL (–) / (+) NEGATIVE GOODWILL | CONSOLIDATED OWN FUNDS | OF WHICH: COMMON EQUITY TIER 1 | OF WHICH: ADDITIONAL TIER 1 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT | OF WHICH: (–) GOODWILL / (+) NEGATIVE GOODWILL | COMBINED BUFFER REQUIREMENTS | CAPITAL CONSERVATION BUFFER | INSTITUTION SPECIFIC COUNTER-CYCLICAL CAPITAL BUFFER | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE | SYSTEMIC RISK BUFFER | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | ||||
| TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 1 CAPITAL | MINORITY INTERESTS INCLUDED IN CONSOLIDATED COMMON EQUITY TIER 1 CAPITAL | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED ADDITIONAL TIER 1 CAPITAL | QUALIFYING OWN FUNDS INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 2 CAPITAL | MEMORANDUM ITEM: GOODWILL (–) / (+) NEGATIVE GOODWILL | CONSOLIDATED OWN FUNDS | OF WHICH: COMMON EQUITY TIER 1 | OF WHICH: ADDITIONAL TIER 1 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT | OF WHICH: (–) GOODWILL / (+) NEGATIVE GOODWILL | COMBINED BUFFER REQUIREMENTS | CAPITAL CONSERVATION BUFFER | INSTITUTION SPECIFIC COUNTER-CYCLICAL CAPITAL BUFFER | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE | SYSTEMIC RISK BUFFER | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | ||
| 0250 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | 0320 | 0330 | 0340 | 0350 | 0360 | 0370 | 0380 | 0390 | 0400 | 0410 | 0420 | 0430 | 0440 | 0450 | 0470 | 0480 | ||
| 0010 | TOTAL |
C 06.02 - GROUP SOLVENCY: INFORMATION ON AFFILIATES (GS)
| ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | ENTITIES WITHIN SCOPE OF CONSOLIDATION | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS | CAPITAL BUFFERS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NAME | CODE | TYPE OF CODE | NATIONAL CODE | INSTITUTION OR EQUIVALENT (YES / NO) | TYPE OF ENTITY | SCOPE OF DATA: SOLO FULLY CONSOLIDATED (SF) OR SOLO PARTIALLY CONSOLIDATED (SP) | COUNTRY CODE | SHARE OF HOLDING (%) | TOTAL RISK EXPOSURE AMOUNT | OWN FUNDS | TOTAL RISK EXPOSURE AMOUNT | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | CONSOLIDATED OWN FUNDS | COMBINED BUFFER REQUIREMENT | |||||||||||||||||||||||||||||||||||
| NAME | CODE | TYPE OF CODE | NATIONAL CODE | INSTITUTION OR EQUIVALENT (YES / NO) | TYPE OF ENTITY | SCOPE OF DATA: SOLO FULLY CONSOLIDATED (SF) OR SOLO PARTIALLY CONSOLIDATED (SP) | COUNTRY CODE | SHARE OF HOLDING (%) | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | OWN FUNDS | TOTAL TIER 1 CAPITAL | TIER 2 CAPITAL | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 1 CAPITAL | QUALIFYING OWN FUNDS INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 2 CAPITAL | MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL | CONSOLIDATED OWN FUNDS | OF WHICH: COMMON EQUITY TIER 1 | OF WHICH: ADDITIONAL TIER 1 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT | OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL | COMBINED BUFFER REQUIREMENT | CAPITAL CONSERVATION BUFFER | INSTITUTION SPECIFIC COUNTER-CYCLICAL CAPITAL BUFFER | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE | SYSTEMIC RISK BUFFER | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | ||||||||||||
| NAME | CODE | TYPE OF CODE | NATIONAL CODE | INSTITUTION OR EQUIVALENT (YES / NO) | TYPE OF ENTITY | SCOPE OF DATA: SOLO FULLY CONSOLIDATED (SF) OR SOLO PARTIALLY CONSOLIDATED (SP) | COUNTRY CODE | SHARE OF HOLDING (%) | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | OWN FUNDS | TOTAL TIER 1 CAPITAL | COMMON EQUITY TIER 1 CAPITAL | ADDITIONAL TIER 1 CAPITAL | TIER 2 CAPITAL | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 1 CAPITAL | MINORITY INTERESTS INCLUDED IN CONSOLIDATED COMMON EQUITY TIER 1 CAPITAL | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED ADDITIONAL TIER 1 CAPITAL | QUALIFYING OWN FUNDS INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 2 CAPITAL | MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL | CONSOLIDATED OWN FUNDS | OF WHICH: COMMON EQUITY TIER 1 | OF WHICH: ADDITIONAL TIER 1 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT | OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL | COMBINED BUFFER REQUIREMENT | CAPITAL CONSERVATION BUFFER | INSTITUTION SPECIFIC COUNTER-CYCLICAL CAPITAL BUFFER | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE | SYSTEMIC RISK BUFFER | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | ||||||||
| NAME | CODE | TYPE OF CODE | NATIONAL CODE | INSTITUTION OR EQUIVALENT (YES / NO) | TYPE OF ENTITY | SCOPE OF DATA: SOLO FULLY CONSOLIDATED (SF) OR SOLO PARTIALLY CONSOLIDATED (SP) | COUNTRY CODE | SHARE OF HOLDING (%) | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | OWN FUNDS | OF WHICH: QUALIFYING OWN FUNDS | RELATED OWN FUNDS INSTRUMENTS, RELATED RETAINED EARNINGS AND SHARE PREMIUM ACCOUNTS | TOTAL TIER 1 CAPITAL | OF WHICH: QUALIFYING TIER 1 CAPITAL | RELATED T1 INSTRUMENTS, RELATED RETAINED EARNINGS AND SHARE PREMIUM ACCOUNTS | COMMON EQUITY TIER 1 CAPITAL | OF WHICH: MINORITY INTERESTS | RELATED OWN FUNDS INSTRUMENTS, RELATED RETAINED EARNINGS, SHARE PREMIUM ACCOUNTS AND OTHER RESERVES | ADDITIONAL TIER 1 CAPITAL | OF WHICH: QUALIFYING ADDITIONAL TIER 1 CAPITAL | TIER 2 CAPITAL | OF WHICH: QUALIFYING TIER 2 CAPITAL | TOTAL RISK EXPOSURE AMOUNT | CREDIT; COUNTERPARTY CREDIT; DILUTION RISKS, FREE DELIVERIES AND SETTLEMENT/DELIVERY RISK | POSITION, FX AND COMMODITIES RISKS | OPERATIONAL RISK | OTHER RISK EXPOSURE AMOUNTS | QUALIFYING OWN FUNDS INCLUDED IN CONSOLIDATED OWN FUNDS | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 1 CAPITAL | MINORITY INTERESTS INCLUDED IN CONSOLIDATED COMMON EQUITY TIER 1 CAPITAL | QUALIFYING TIER 1 INSTRUMENTS INCLUDED IN CONSOLIDATED ADDITIONAL TIER 1 CAPITAL | QUALIFYING OWN FUNDS INSTRUMENTS INCLUDED IN CONSOLIDATED TIER 2 CAPITAL | MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL | CONSOLIDATED OWN FUNDS | OF WHICH: COMMON EQUITY TIER 1 | OF WHICH: ADDITIONAL TIER 1 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT | OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL | COMBINED BUFFER REQUIREMENT | CAPITAL CONSERVATION BUFFER | INSTITUTION SPECIFIC COUNTER-CYCLICAL CAPITAL BUFFER | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE | SYSTEMIC RISK BUFFER | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER |
| 0011 | 0021 | 0026 | 0027 | 0030 | 0035 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | 0320 | 0330 | 0340 | 0350 | 0360 | 0370 | 0380 | 0390 | 0400 | 0410 | 0420 | 0430 | 0440 | 0450 | 0470 | 0480 |
C 07.00 - CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: STANDARDISED APPROACH TO CAPITAL REQUIREMENTS (CR SA)
SA Exposure class
| ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS ASSOCIATED WITH THE ORIGINAL EXPOSURE | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE EXPOSURE AMOUNT: FUNDED CREDIT PROTECTION. FINANCIAL COLLATERAL COMPREHENSIVE METHOD | CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE EXPOSURE AMOUNT: FUNDED CREDIT PROTECTION. FINANCIAL COLLATERAL COMPREHENSIVE METHOD | CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE EXPOSURE AMOUNT: FUNDED CREDIT PROTECTION. FINANCIAL COLLATERAL COMPREHENSIVE METHOD | FULLY ADJUSTED EXPOSURE VALUE (E*) | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE OF OFF-BALANCE SHEET ITEMS BY CONVERSION FACTORS | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE OF OFF-BALANCE SHEET ITEMS BY CONVERSION FACTORS | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE OF OFF-BALANCE SHEET ITEMS BY CONVERSION FACTORS | BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE OF OFF-BALANCE SHEET ITEMS BY CONVERSION FACTORS | EXPOSURE VALUE | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS ASSOCIATED WITH THE ORIGINAL EXPOSURE | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga) | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | VOLATILITY ADJUSTMENT TO THE EXPOSURE | (-) FINANCIAL COLLATERAL: ADJUSTED VALUE (Cvam) | (-) FINANCIAL COLLATERAL: ADJUSTED VALUE (Cvam) | FULLY ADJUSTED EXPOSURE VALUE (E*) | 0 % | 20 % | 50 % | 100 % | EXPOSURE VALUE | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | OF WHICH: WITH A CREDIT ASSESSMENT BY A NOMINATED ECAI | OF WHICH: WITH A CREDIT ASSESSMENT DERIVED FROM CENTRAL GOVERNMENT | |||
| ORIGINAL EXPOSURE PRE CONVERSION FACTORS | (-) VALUE ADJUSTMENTS AND PROVISIONS ASSOCIATED WITH THE ORIGINAL EXPOSURE | EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) FINANCIAL COLLATERAL: SIMPLE METHOD | (-) OTHER FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | VOLATILITY ADJUSTMENT TO THE EXPOSURE | (-) OF WHICH: VOLATILITY AND MATURITY ADJUSTMENTS | FULLY ADJUSTED EXPOSURE VALUE (E*) | 0 % | 20 % | 50 % | 100 % | EXPOSURE VALUE | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK EXCLUDING EXPOSURES CLEARED THROUGH A CCP | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | OF WHICH: WITH A CREDIT ASSESSMENT BY A NOMINATED ECAI | OF WHICH: WITH A CREDIT ASSESSMENT DERIVED FROM CENTRAL GOVERNMENT | |||
| 0010 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0211 | 0215 | 0216 | 0217 | 0220 | 0230 | 0240 | ||
| 0010 | TOTAL EXPOSURES | Cell linked to CA | ||||||||||||||||||||||||||
| 0015 | of which: Defaulted exposures in exposure classes ‘items associated with a particular high risk’ and ‘equity exposures’ | |||||||||||||||||||||||||||
| 0020 | of which: SME | |||||||||||||||||||||||||||
| 0030 | of which: Exposures subject to SME-supporting factor | |||||||||||||||||||||||||||
| 0035 | of which: Exposures subject to the Infrastructure supporting factor | |||||||||||||||||||||||||||
| 0040 | of which: Secured by mortgages on immovable property - Residential property | |||||||||||||||||||||||||||
| 0050 | of which: Exposures under the permanent partial use of the standardised approach | |||||||||||||||||||||||||||
| 0060 | of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation | |||||||||||||||||||||||||||
| BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: |
| 0070 | On balance sheet exposures subject to credit risk | |||||||||||||||||||||||||||
| 0080 | Off balance sheet exposures subject to credit risk | |||||||||||||||||||||||||||
| Exposures / Transactions subject to counterparty credit risk | ||||||||||||||||||||||||||||
| 0090 | Securities Financing Transactions netting sets | |||||||||||||||||||||||||||
| 0100 | of which: centrally cleared through a QCCP | |||||||||||||||||||||||||||
| 0110 | Derivatives & Long Settlement Transactions netting sets | |||||||||||||||||||||||||||
| 0120 | of which: centrally cleared through a QCCP | |||||||||||||||||||||||||||
| 0130 | From Contractual Cross Product netting sets | |||||||||||||||||||||||||||
| BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: |
| 0140 | 0 % | |||||||||||||||||||||||||||
| 0150 | 2 % | |||||||||||||||||||||||||||
| 0160 | 4 % | |||||||||||||||||||||||||||
| 0170 | 10 % | |||||||||||||||||||||||||||
| 0180 | 20 % | |||||||||||||||||||||||||||
| 0190 | 35 % | |||||||||||||||||||||||||||
| 0200 | 50 % | |||||||||||||||||||||||||||
| 0210 | 70 % | |||||||||||||||||||||||||||
| 0220 | 75 % | |||||||||||||||||||||||||||
| 0230 | 100 % | |||||||||||||||||||||||||||
| 0240 | 150 % | |||||||||||||||||||||||||||
| 0250 | 250 % | |||||||||||||||||||||||||||
| 0260 | 370 % | |||||||||||||||||||||||||||
| 0270 | 1 250 % | |||||||||||||||||||||||||||
| 0280 | Other risk weights | |||||||||||||||||||||||||||
| BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): | BREAKDOWN OF TOTAL EXPOSURES BY APPROACH (CIU): |
| 0281 | Look-through approach | |||||||||||||||||||||||||||
| 0282 | Mandate-based approach | |||||||||||||||||||||||||||
| 0283 | Fall-back approach | |||||||||||||||||||||||||||
| MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS | MEMORANDUM ITEMS |
| 0290 | Exposures secured by mortgages on commercial immovable property | |||||||||||||||||||||||||||
| 0300 | Exposures in default subject to a risk weight of 100 % | |||||||||||||||||||||||||||
| 0310 | Exposures secured by mortgages on residential property | |||||||||||||||||||||||||||
| 0320 | Exposures in default subject to a risk weight of 150 % |
C 08.01 - CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS (CR IRB 1)
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
| INTERNAL RATING SCALE | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE | EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | EXPOSURE VALUE | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT | SUBJECT TO DOUBLE DEFAULT TREATMENT | EXPOSURE WEIGHTED AVERAGE LGD (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) FOR LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPOSURE-WEIGHTED AVERAGE MATURITY VALUE (DAYS) | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | MEMORANDUM ITEMS: | MEMORANDUM ITEMS: | MEMORANDUM ITEMS: | MEMORANDUM ITEMS: | ||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| INTERNAL RATING SCALE | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | ORIGINAL EXPOSURE PRE CONVERSION FACTORS | UNFUNDED CREDIT PROTECTION | UNFUNDED CREDIT PROTECTION | (-) OTHER FUNDED CREDIT PROTECTION | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | SUBSTITUTION OF THE EXPOSURE DUE TO CRM | EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | EXPOSURE VALUE | OWN ESTIMATES OF LGD'S ARE USED: UNFUNDED CREDIT PROTECTION | OWN ESTIMATES OF LGD'S ARE USED: UNFUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | FUNDED CREDIT PROTECTION | UNFUNDED CREDIT PROTECTION | EXPOSURE WEIGHTED AVERAGE LGD (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) FOR LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPOSURE-WEIGHTED AVERAGE MATURITY VALUE (DAYS) | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | RISK WEIGHTED EXPOSURE AMOUNT AFTER SUPPORTING FACTORS | EXPECTED LOSS AMOUNT | (-) VALUE ADJUSTMENTS AND PROVISIONS | NUMBER OF OBLIGORS | PRE-CREDIT DERIVATIVES RISK WEIGHTED EXPOSURE AMOUNT | ||||||
| PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) OTHER FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | OF WHICH: OFF BALANCE SHEET ITEMS | EXPOSURE VALUE | OF WHICH: OFF BALANCE SHEET ITEMS | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | GUARANTEES | CREDIT DERIVATIVES | OWN ESTIMATES OF LGD'S ARE USED: OTHER FUNDED CREDIT PROTECTION | ELIGIBLE FINANCIAL COLLATERAL | OTHER ELIGIBLE COLLATERAL | OTHER ELIGIBLE COLLATERAL | OTHER ELIGIBLE COLLATERAL | UNFUNDED CREDIT PROTECTION | EXPOSURE WEIGHTED AVERAGE LGD (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) FOR LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPOSURE-WEIGHTED AVERAGE MATURITY VALUE (DAYS) | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPECTED LOSS AMOUNT | (-) VALUE ADJUSTMENTS AND PROVISIONS | NUMBER OF OBLIGORS | PRE-CREDIT DERIVATIVES RISK WEIGHTED EXPOSURE AMOUNT | |||||||
| PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) OTHER FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | OF WHICH: OFF BALANCE SHEET ITEMS | EXPOSURE VALUE | OF WHICH: OFF BALANCE SHEET ITEMS | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | GUARANTEES | CREDIT DERIVATIVES | OWN ESTIMATES OF LGD'S ARE USED: OTHER FUNDED CREDIT PROTECTION | CASH ON DEPOSIT | LIFE INSURANCE POLICIES | INSTRUMENTS HELD BY A THIRD PARTY | ELIGIBLE FINANCIAL COLLATERAL | REAL ESTATE | OTHER PHYSICAL COLLATERAL | RECEIVABLES | UNFUNDED CREDIT PROTECTION | EXPOSURE WEIGHTED AVERAGE LGD (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) FOR LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPOSURE-WEIGHTED AVERAGE MATURITY VALUE (DAYS) | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPECTED LOSS AMOUNT | (-) VALUE ADJUSTMENTS AND PROVISIONS | NUMBER OF OBLIGORS | PRE-CREDIT DERIVATIVES RISK WEIGHTED EXPOSURE AMOUNT | ||||
| PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%) | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | (-) GUARANTEES | (-) CREDIT DERIVATIVES | (-) OTHER FUNDED CREDIT PROTECTION | (-) TOTAL OUTFLOWS | TOTAL INFLOWS (+) | EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS | OF WHICH: OFF BALANCE SHEET ITEMS | EXPOSURE VALUE | OF WHICH: OFF BALANCE SHEET ITEMS | OF WHICH: ARISING FROM COUNTERPARTY CREDIT RISK | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | GUARANTEES | CREDIT DERIVATIVES | OWN ESTIMATES OF LGD'S ARE USED: OTHER FUNDED CREDIT PROTECTION | CASH ON DEPOSIT | LIFE INSURANCE POLICIES | INSTRUMENTS HELD BY A THIRD PARTY | ELIGIBLE FINANCIAL COLLATERAL | REAL ESTATE | OTHER PHYSICAL COLLATERAL | RECEIVABLES | UNFUNDED CREDIT PROTECTION | EXPOSURE WEIGHTED AVERAGE LGD (%) | EXPOSURE WEIGHTED AVERAGE LGD (%) FOR LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPOSURE-WEIGHTED AVERAGE MATURITY VALUE (DAYS) | RISK WEIGHTED EXPOSURE AMOUNT PRE SUPPORTING FACTORS | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO SME SUPPORTING FACTOR | (-) ADJUSTMENT TO RISK-WEIGHTED EXPOSURE AMOUNT DUE TO THE INFRASTRUCTURE SUPPORTING FACTOR | OF WHICH: LARGE FINANCIAL SECTOR ENTITIES AND UNREGULATED FINANCIAL ENTITIES | EXPECTED LOSS AMOUNT | (-) VALUE ADJUSTMENTS AND PROVISIONS | NUMBER OF OBLIGORS | PRE-CREDIT DERIVATIVES RISK WEIGHTED EXPOSURE AMOUNT | ||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0171 | 0172 | 0173 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0255 | 0256 | 0257 | 0260 | 0270 | 0280 | 0290 | 0300 | 0310 | ||
| 0010 | TOTAL EXPOSURES | Cell linked to CA | ||||||||||||||||||||||||||||||||||||
| 0015 | of which: Exposures subject to SME-supporting factor | |||||||||||||||||||||||||||||||||||||
| 0016 | of which: Exposures subject to the Infrastructure supporting factor | |||||||||||||||||||||||||||||||||||||
| BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: | ||||||||||||||||||||||||||||||||||||||
| 0020 | On balance sheet items subject to credit risk | |||||||||||||||||||||||||||||||||||||
| 0030 | Off balance sheet items subject to credit risk | |||||||||||||||||||||||||||||||||||||
| Exposures / Transactions subject to counterparty credit risk | ||||||||||||||||||||||||||||||||||||||
| 0040 | Securities Financing Transactions netting sets | |||||||||||||||||||||||||||||||||||||
| 0050 | Derivatives & Long Settlement Transactions netting sets | |||||||||||||||||||||||||||||||||||||
| 0060 | From Contractual Cross Product netting sets | |||||||||||||||||||||||||||||||||||||
| 0070 | EXPOSURES ASSIGNED TO OBLIGOR GRADES OR POOLS: TOTAL | |||||||||||||||||||||||||||||||||||||
| 0080 | SPECIALIZED LENDING SLOTTING APPROACH: TOTAL | |||||||||||||||||||||||||||||||||||||
| 0160 | ALTERNATIVE TREATMENT: SECURED BY REAL ESTATE | |||||||||||||||||||||||||||||||||||||
| 0170 | EXPOSURES FROM FREE DELIVERIES APPLYING RISK WEIGHTS UNDER THE ALTERNATIVE TREATMENT OR 100% AND OTHER EXPOSURES SUBJECT TO RISK WEIGHTS | |||||||||||||||||||||||||||||||||||||
| 0180 | DILUTION RISK: TOTAL PURCHASED RECEIVABLES |
C 08.02 - CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS: BREAKDOWN BY OBLIGOR GRADES OR POOLS (CR IRB 2)
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.
This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence.
EUR-Lex
Creative Commons Attribution 4.0 International (CC BY 4.0)
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). Reused under the Creative Commons Attribution 4.0 International (CC BY 4.0) licence. Only EU legislation published in the printed Official Journal of the European Union is deemed authentic; consolidated texts are reproduced here for documentation purposes and have been reformatted to Markdown.