LegalizeCommission 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:
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