ANNEX XIV

Tables

Template

Table Code

Table Label

C 00.01

C 00.01

Nature of Report (COREP)

C 01.00

C 01.00

Capital Adequacy - Own funds definition

C 02.00

C 02.00

Capital Adequacy - Risk Exposure Amounts

C 03.00

C 03.00

Capital Adequacy - Ratios

C 04.00

C 04.00

Capital Adequacy - Memorandum Items

C 05.01

C 05.01

Capital Adequacy - Transitional provisions: Summary

C 05.02

C 05.02

Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid

C 06.00

C 06.00

Group Solvency

C 07.00

C 07.00.a

Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements

C 07.00

C 07.00.b

Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk

C 07.00

C 07.00.c

Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property

C 07.00

C 07.00.d

Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default

C 08.01

C 08.01.a

Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL

C 08.01

C 08.01.b

Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet

C 08.01

C 08.01.c

Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL (SMEs subject to supporting factor)

C 08.01

C 08.01.d

Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet (SMEs subject to supporting factor)

C 08.02

C 08.02

Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades

C 09.01

C 09.01.a

Geographical breakdown of exposures by residence of the obligor (SA exposures)

C 09.01

C 09.01.b

Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default

C 09.02

C 09.02

Geographical breakdown of exposures by residence of the obligor (IRB exposures)

C 09.03

C 09.03

Breakdown of total own funds requirements for credit risk of relevant credit exposures by country

C 10.01

C 10.01

Credit risk: Equity - IRB approaches to capital requirements - TOTAL

C 10.02

C 10.02

Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades

C 11.00

C 11.00

Settlement/Delivery risk

C 12.00

C 12.00

Credit risk: Securitisations - Standardised Approach to own funds requirements

C 13.00

C 13.00

Credit risk: Securitisations - IRB Approach to own funds requirements

C 14.00

C 14.00

Detailed information on securitisations

C 15.00

C 15.00

Exposures and losses from lending collateralised immovable property

C 16.00

C 16.00.a

Operational risk - Excluding AMA

C 16.00

C 16.00.b

Operational risk - AMA

C 17.00

C 17.00.a

Operational risks: Gross losses by business lines and event types in the last year

C 17.00

C 17.00.b

Operational risks: Thresholds applied in data collections

C 18.00

C 18.00

Market risk: Standardised Approach for traded debt instruments

C 19.00

C 19.00

Market risk: Standardised Approach for specific risk in securitisations

C 20.00

C 20.00

Market risk: Standardised Approach for specific risk in the correlation trading portfolio

C 21.00

C 21.00

Market risk: Standardised Approach for position risk in equities

C 22.00

C 22.00

Market risk: Standardised Approaches for foreign exchange risk

C 23.00

C 23.00

Market risk: Standardised Approach for position risk in commodities

C 24.00

C 24.00

Market risk: Internal models - Total

C 25.00

C 25.00

CVA RISK

C 26.00

C 26.00

Large exposures limits

C 27.00

C 27.00

Identification of the counterparty

C 28.00

C 28.00

Exposures in the non-trading and trading book

C 29.00

C 29.00

Detail of the exposures to individual clients within groups of connected clients

C 30.00

C 30.00

Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities

C 31.00

C 31.00

Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients

C 40.00

C 40.00

Alternative treatment of the Exposure Measure

C 41.00

C 41.00

On- and off-balance sheet items – additional breakdown of exposures

C 42.00

C 42.00

Alternative definition of capital

C 43.00

C 43.00.a

Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book

C 43.00

C 43.00.b

Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)

C 43.00

C 43.00.c

Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)

C 44.00

C 44.00

General Information

C 45.00

C 45.00.a

Leverage ratio calculation

C 45.00

C 45.00.b

Leverage ratio calculation - average

C 46.00

C 46.00.a

Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (I)

C 46.00

C 46.00.b

Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (II)

C 46.00

C 46.00.c

Entities that are consolidated for accounting purposes but are not within the prudential scope of consolidation (III)

C 51.00

C 51.00.a

Liquidity Coverage. Liquid assets (I). Total

C 51.00

C 51.00.b

Liquidity Coverage. Liquid assets (II). Total

C 51.00

C 51.00.w

Liquidity Coverage. Liquid assets (I). Significant currencies

C 51.00

C 51.00.x

Liquidity Coverage. Liquid assets (II). Significant currencies

C 52.00

C 52.00.a

Liquidity Coverage. Outflows (I). Total

C 52.00

C 52.00.b

Liquidity Coverage. Outflows (II). Total

C 52.00

C 52.00.c

Liquidity Coverage. Outflows (III). Total

C 52.00

C 52.00.d

Liquidity Coverage. Outflows (IV). Total

C 52.00

C 52.00.w

Liquidity Coverage. Outflows (I). Significant currencies

C 52.00

C 52.00.x

Liquidity Coverage. Outflows (II). Significant currencies

C 52.00

C 52.00.y

Liquidity Coverage. Outflows (III). Significant currencies

C 52.00

C 52.00.z

Liquidity Coverage. Outflows (IV). Significant currencies

C 53.00

C 53.00.a

Liquidity Coverage. Inflows (I). Total

C 53.00

C 53.00.b

Liquidity Coverage. Inflows (II). Total

C 53.00

C 53.00.c

Liquidity Coverage. Inflows (III). Total

C 53.00

C 53.00.w

Liquidity Coverage. Inflows (I). Significant currencies

C 53.00

C 53.00.x

Liquidity Coverage. Inflows (II). Significant currencies

C 53.00

C 53.00.y

Liquidity Coverage. Inflows (III). Significant currencies

C 54.00

C 54.00.a

Liquidity Coverage. Collateral swaps. Total

C 54.00

C 54.00.w

Liquidity Coverage. Collateral swaps. Significant currencies

C 60.00

C 60.00.a

Stable funding. Items requiring stable funding (I). Total

C 60.00

C 60.00.b

Stable funding. Items requiring stable funding (II). Total

C 60.00

C 60.00.w

Stable funding. Items requiring stable funding (I). Significant currencies

C 60.00

C 60.00.x

Stable funding. Items requiring stable funding (II). Significant currencies

C 61.00

C 61.00.a

Stable funding. Items providing stable funding (I). Total

C 61.00

C 61.00.b

Stable funding. Items providing stable funding (II). Total

C 61.00

C 61.00.w

Stable funding. Items providing stable funding (I). Significant currencies

C 61.00

C 61.00.x

Stable funding. Items providing stable funding (II). Significant currencies

F 00.01

F 00.01

Nature of Report (FINREP)

F 01.01

F 01.01

Balance Sheet Statement [Statement of Financial Position]: Assets

F 01.02

F 01.02

Balance Sheet Statement [Statement of Financial Position]: Liabilities

F 01.03

F 01.03

Balance Sheet Statement [Statement of Financial Position]: Equity

F 02.00

F 02.00

Statement of profit or loss

F 03.00

F 03.00

Statement of comprehensive income

F 04.01

F 04.01

Breakdown of financial assets by instrument and by counterparty sector: financial assets held for trading

F 04.02

F 04.02

Breakdown of financial assets by instrument and by counterparty sector: financial assets designated at fair value through profit or loss

F 04.03

F 04.03

Breakdown of financial assets by instrument and by counterparty sector: available-for-sale financial assets

F 04.04

F 04.04

Breakdown of financial assets by instrument and by counterparty sector: loans and receivables and held-to-maturity investments

F 04.05

F 04.05

Subordinated financial assets

F 04.06

F 04.06

Breakdown of financial assets by instrument and by counterparty sector: trading financial assets

F 04.07

F 04.07

Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value through profit or loss

F 04.08

F 04.08

Breakdown of financial assets by instrument and by counterparty sector: non-trading non-derivative financial assets measured at fair value to equity

F 04.09

F 04.09

Breakdown of financial assets by instrument and by counterparty sector: non-trading debt instruments measured at a cost-based method

F 04.10

F 04.10

Breakdown of financial assets by instrument and by counterparty sector: other non-trading non-derivative financial assets

F 05.00

F 05.00

Breakdown of loans and advances by product

F 06.00

F 06.00

Breakdown of loans and advances to non-financial corporations by NACE codes

F 07.00

F 07.00

Financial assets subject to impairment that are past due or impaired

F 08.01

F 08.01.a

Breakdown of financial liabilities by product and by counterparty (a)

F 08.01

F 08.01.b

Breakdown of financial liabilities by product and by counterparty (b)

F 08.02

F 08.02

Subordinated liabilities

F 09.01

F 09.01

Off-balance sheet items subject to credit risk: Loan commitments, financial guarantees and other commitments given

F 09.02

F 09.02

Loan commitments, financial guarantees and other commitments received

F 10.00

F 10.00

Derivatives: Trading

F 11.01

F 11.01

Derivatives - Hedge accounting: Breakdown by type of risk and type of hedge

F 11.02

F 11.02

Derivatives - Hedge accounting under National GAAP: Breakdown by type of risk

F 12.00

F 12.00

Movements in allowances for credit losses and impairment of equity instruments

F 13.01

F 13.01

Breakdown of loans and advances by collateral and guarantees

F 13.02

F 13.02

Collateral obtained by taking possession during the period (held at the reporting date)

F 13.03

F 13.03

Collateral obtained by taking possession [tangible assets] accumulated

F 14.00

F 14.00

Fair value hierarchy: financial instruments at fair value

F 15.00

F 15.00.a

Financial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (a)

F 15.00

F 15.00.b

Financial assets pledged as collateral: derecognition and financial liabilities associated with transferred financial assets (b)

F 16.01

F 16.01.a

Interest income and expenses by instrument and counterparty (a)

F 16.01

F 16.01.b

Interest income and expenses by instrument and counterparty (b)

F 16.02

F 16.02

Realised gains and losses on financial assets and liabilities not measured at fair value through profit or loss by instrument

F 16.03

F 16.03

Gains and losses on financial assets and liabilities held for trading by instrument

F 16.04

F 16.04

Gains and losses on financial assets and liabilities held for trading by risk

F 16.05

F 16.05

Gains and losses on financial assets and liabilities designated at fair value through profit or loss by instrument

F 16.06

F 16.06

Gains and losses from hedge accounting

F 16.07

F 16.07.a

Impairment on financial and non-financial assets (a)

F 16.07

F 16.07.b

Impairment on financial and non-financial assets (b)

F 17.01

F 17.01

Reconciliation between IFRS and CRR scope of consolidation: Assets

F 17.02

F 17.02

Reconciliation between IFRS and CRR scope of consolidation: Off-balance sheet exposures - loan commitments, financial guarantees and other commitments given

F 17.03

F 17.03

Reconciliation between IFRS and CRR scope of consolidation: Liabilities

F 20.01

F 20.01

Geographical breakdown of assets by location of the activities

F 20.02

F 20.02

Geographical breakdown of liabilities by location of the activities

F 20.03

F 20.03

Geographical breakdown of main income statement items by location of the activities

F 20.04

F 20.04

Geographical breakdown of assets by residence of the counterparty

F 20.05

F 20.05.a

Geographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty (a)

F 20.05

F 20.05.b

Geographical breakdown of off-balance sheet items subject to credit risk by residence of the counterparty (b)

F 20.06

F 20.06

Geographical breakdown of liabilities by residence of the counterparty

F 20.07

F 20.07

Geographical breakdown by residence of the counterparty of loans and advances to non-financial corporations by NACE codes

F 21.00

F 21.00

Tangible and intangible assets: assets subject to operating lease

F 22.01

F 22.01

Fee and commission income and expenses by activity

F 22.02

F 22.02

Assets involved in the services provided

F 30.01

F 30.01

Interests in unconsolidated structured entities

F 30.02

F 30.02

Breakdown of interests in unconsolidated structured entities by nature of the activities

F 31.01

F 31.01

Related parties: amounts payable to and amounts receivable from

F 31.02

F 31.02

Related parties: expenses and income generated by transactions with

F 40.01

F 40.01

Scope of the group: "entity-by-entity"

F 40.02

F 40.02

Scope of the group: "instrument-by-instrument"

F 41.01

F 41.01

Fair value hierarchy: financial instruments at amortised cost

F 41.02

F 41.02

Use of the Fair Value Option

F 41.03

F 41.03

Hybrid financial instruments not designated at fair value through profit or loss

F 42.00

F 42.00

Tangible and intangible assets: carrying amount

F 43.00

F 43.00

Provisions

F 44.01

F 44.01

Components of net defined benefit plan assets and liabilities

F 44.02

F 44.02

Movements in defined benefit plans and employee benefits

F 44.03

F 44.03

Memo items [related to staff expenses]

F 45.01

F 45.01

Gains and losses on financial assets and liabilities designated at fair value through profit or loss by accounting portfolio

F 45.02

F 45.02

Gains and losses on derecognition of non-financial assets other than held for sale

F 45.03

F 45.03

Other operating income and expenses

F 46.00

F 46.00

Statement of changes in equity

Table Axes

Table Code

Axis Type

Ordinate Code

Ordinate Label

C 00.01

Column

010

Nature of Report

C 00.01

Row

010

Accounting framework

C 00.01

Row

020

Reporting Level

C 01.00

Column

010

Amount

C 01.00

Row

010

OWN FUNDS

C 01.00

Row

015

TIER 1 CAPITAL

C 01.00

Row

020

COMMON EQUITY TIER 1 CAPITAL

C 01.00

Row

030

Capital instruments eligible as CET1 Capital

C 01.00

Row

040

Paid up capital instruments

C 01.00

Row

050

Memorandum item: Capital instruments not eligible

C 01.00

Row

060

Share premium

C 01.00

Row

070

(-) Own CET1 instruments

C 01.00

Row

080

(-) Direct holdings of CET1 instruments

C 01.00

Row

090

(-) Indirect holdings of CET1 instruments

C 01.00

Row

091

(-) Synthetic holdings of CET1 instruments

C 01.00

Row

092

(-) Actual or contingent obligations to purchase own CET1 instruments

C 01.00

Row

130

Retained earnings

C 01.00

Row

140

Previous years retained earnings

C 01.00

Row

150

Profit or loss eligible

C 01.00

Row

160

Profit or loss attributable to owners of the parent

C 01.00

Row

170

(-) Part of interim or year-end profit not eligible

C 01.00

Row

180

Accumulated other comprehensive income

C 01.00

Row

200

Other reserves

C 01.00

Row

210

Funds for general banking risk

C 01.00

Row

220

Transitional adjustments due to grandfathered CET1 Capital instruments

C 01.00

Row

230

Minority interest given recognition in CET1 capital

C 01.00

Row

240

Transitional adjustments due to additional minority interests

C 01.00

Row

250

Adjustments to CET1 due to prudential filters

C 01.00

Row

260

(-) Increases in equity resulting from securitised assets

C 01.00

Row

270

Cash flow hedge reserve

C 01.00

Row

280

Cumulative gains and losses due to changes in own credit risk on fair valued liabilities

C 01.00

Row

285

Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities

C 01.00

Row

290

(-) Value adjustments due to the requirements for prudent valuation

C 01.00

Row

300

(-) Goodwill

C 01.00

Row

310

(-) Goodwill accounted for as intangible asset

C 01.00

Row

320

(-) Goodwill included in the valuation of significant investments

C 01.00

Row

330

Deferred tax liabilities associated to goodwill

C 01.00

Row

340

(-) Other intangible assets

C 01.00

Row

350

(-) Other intangible assets gross amount

C 01.00

Row

360

Deferred tax liabilities associated to other intangible assets

C 01.00

Row

370

(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities

C 01.00

Row

380

(-) IRB shortfall of credit risk adjustments to expected losses

C 01.00

Row

390

(-)Defined benefit pension fund assets

C 01.00

Row

400

(-)Defined benefit pension fund assets gross amount

C 01.00

Row

410

Deferred tax liabilities associated to defined benefit pension fund assets

C 01.00

Row

420

Defined benefit pension fund assets which the institution has an unrestricted ability to use

C 01.00

Row

430

(-) Reciprocal cross holdings in CET1 Capital

C 01.00

Row

440

(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)

C 01.00

Row

450

(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight

C 01.00

Row

460

(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight

C 01.00

Row

470

(-) Free deliveries which can alternatively be subject to a 1.250% risk weight

C 01.00

Row

471

(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight

C 01.00

Row

472

(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight

C 01.00

Row

480

(-) CET1 instruments of financial sector entities where the institution does not have a significant investment

C 01.00

Row

490

(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences

C 01.00

Row

500

(-) CET1 instruments of financial sector entities where the institution has a significant investment

C 01.00

Row

510

(-) Amount exceeding the 17.65% threshold

C 01.00

Row

520

Other transitional adjustments to CET1 Capital

C 01.00

Row

524

(-) Additional deductions of CET1 Capital due to Article 3 CRR

C 01.00

Row

529

CET1 capital elements or deductions - other

C 01.00

Row

530

ADDITIONAL TIER 1 CAPITAL

C 01.00

Row

540

Capital instruments eligible as AT1 Capital

C 01.00

Row

550

Paid up capital instruments

C 01.00

Row

560

Memorandum item: Capital instruments not eligible

C 01.00

Row

570

Share premium

C 01.00

Row

580

(-) Own AT1 instruments

C 01.00

Row

590

(-) Direct holdings of AT1 instruments

C 01.00

Row

620

(-) Indirect holdings of AT1 instruments

C 01.00

Row

621

(-) Synthetic holdings of AT1 instruments

C 01.00

Row

622

(-) Actual or contingent obligations to purchase own AT1 instruments

C 01.00

Row

660

Transitional adjustments due to grandfathered AT1 Capital instruments

C 01.00

Row

670

Instruments issued by subsidiaries that are given recognition in AT1 Capital

C 01.00

Row

680

Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries

C 01.00

Row

690

(-) Reciprocal cross holdings in AT1 Capital

C 01.00

Row

700

(-) AT1 instruments of financial sector entities where the institution does not have a significant investment

C 01.00

Row

710

(-) AT1 instruments of financial sector entities where the institution has a significant investment

C 01.00

Row

720

(-) Excess of deduction from T2 items over T2 Capital

C 01.00

Row

730

Other transitional adjustments to AT1 Capital

C 01.00

Row

740

Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)

C 01.00

Row

744

(-) Additional deductions of AT1 Capital due to Article 3 CRR

C 01.00

Row

748

AT1 capital elements or deductions - other

C 01.00

Row

750

TIER 2 CAPITAL

C 01.00

Row

760

Capital instruments and subordinated loans eligible as T2 Capital

C 01.00

Row

770

Paid up capital instruments and subordinated loans

C 01.00

Row

780

Memorandum item: Capital instruments and subordinated loans not eligible

C 01.00

Row

790

Share premium

C 01.00

Row

800

(-) Own T2 instruments

C 01.00

Row

810

(-) Direct holdings of T2 instruments

C 01.00

Row

840

(-) Indirect holdings of T2 instruments

C 01.00

Row

841

(-) Synthetic holdings of T2 instruments

C 01.00

Row

842

(-) Actual or contingent obligations to purchase own T2 instruments

C 01.00

Row

880

Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans

C 01.00

Row

890

Instruments issued by subsidiaries that are given recognition in T2 Capital

C 01.00

Row

900

Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries

C 01.00

Row

910

IRB Excess of provisions over expected losses eligible

C 01.00

Row

920

SA General credit risk adjustments

C 01.00

Row

930

(-) Reciprocal cross holdings in T2 Capital

C 01.00

Row

940

(-) T2 instruments of financial sector entities where the institution does not have a significant investment

C 01.00

Row

950

(-) T2 instruments of financial sector entities where the institution has a significant investment

C 01.00

Row

960

Other transitional adjustments to T2 Capital

C 01.00

Row

970

Excess of deduction from T2 items over T2 Capital (deducted in AT1)

C 01.00

Row

974

(-) Additional deductions of T2 Capital due to Article 3 CRR

C 01.00

Row

978

T2 capital elements or deductions - other

C 02.00

Column

010

Amount

C 02.00

Row

010

TOTAL RISK EXPOSURE AMOUNT

C 02.00

Row

020

Of which: Investment firms under Article 90 paragraph 2 and Article 93 of CRR

C 02.00

Row

030

Of which: Investment firms under Article 91 paragraph 1 and 2 and Article 92 of CRR

C 02.00

Row

040

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

C 02.00

Row

050

Standardised Approach (SA)

C 02.00

Row

060

SA exposure classes excluding securitisation positions

C 02.00

Row

070

Central governments or central banks

C 02.00

Row

080

Regional governments or local authorities

C 02.00

Row

090

Public sector entities

C 02.00

Row

100

Multilateral Development Banks

C 02.00

Row

110

International Organisations

C 02.00

Row

120

Institutions

C 02.00

Row

130

Corporates

C 02.00

Row

140

Retail

C 02.00

Row

150

Secured by mortgages on immovable property

C 02.00

Row

160

Exposures in default

C 02.00

Row

170

Items associated with particular high risk

C 02.00

Row

180

Covered bonds

C 02.00

Row

190

Claims on institutions and corporates with a short-term credit assessment

C 02.00

Row

200

Collective investments undertakings (CIU)

C 02.00

Row

210

Equity

C 02.00

Row

211

Other items

C 02.00

Row

220

Securitisation positions SA

C 02.00

Row

230

of which: resecuritisation

C 02.00

Row

240

Internal ratings based Approach(IRB)

C 02.00

Row

250

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

C 02.00

Row

260

Central governments and central banks

C 02.00

Row

270

Institutions

C 02.00

Row

280

Corporates - SME

C 02.00

Row

290

Corporates - Specialised Lending

C 02.00

Row

300

Corporates - Other

C 02.00

Row

310

IRB approaches when own estimates of LGD and/or Conversion Factors are used

C 02.00

Row

320

Central governments and central banks

C 02.00

Row

330

Institutions

C 02.00

Row

340

Corporates - SME

C 02.00

Row

350

Corporates - Specialised Lending

C 02.00

Row

360

Corporates - Other

C 02.00

Row

370

Retail - Secured by real estate SME

C 02.00

Row

380

Retail - Secured by real estate non-SME

C 02.00

Row

390

Retail - Qualifying revolving

C 02.00

Row

400

Retail - Other SME

C 02.00

Row

410

Retail - Other non-SME

C 02.00

Row

420

Equity IRB

C 02.00

Row

430

Securitisation positions IRB

C 02.00

Row

440

Of which: resecuritisation

C 02.00

Row

450

Other non credit-obligation assets

C 02.00

Row

460

Risk exposure amount for contributions to the default fund of a CCP

C 02.00

Row

490

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

C 02.00

Row

500

Settlement/delivery risk in the non-Trading book

C 02.00

Row

510

Settlement/delivery risk in the Trading book

C 02.00

Row

520

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

C 02.00

Row

530

Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)

C 02.00

Row

540

Traded debt instruments

C 02.00

Row

550

Equity

C 02.00

Row

560

Foreign Exchange

C 02.00

Row

570

Commodities

C 02.00

Row

580

Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)

C 02.00

Row

590

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

C 02.00

Row

600

OpR Basic indicator Approach (BIA)

C 02.00

Row

610

OpR Standardised (STA) / Alternative Standardised (ASA) approaches

C 02.00

Row

620

OpR Advanced measurement approaches (AMA)

C 02.00

Row

630

ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS

C 02.00

Row

640

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

C 02.00

Row

650

Advanced method

C 02.00

Row

660

Standardised method

C 02.00

Row

670

Based on OEM

C 02.00

Row

680

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

C 02.00

Row

690

OTHER RISK EXPOSURE AMOUNTS

C 02.00

Row

710

Of which: Additional stricter prudential requirements based on Art 458

C 02.00

Row

720

Of which: requirements for large exposures

C 02.00

Row

730

Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property

C 02.00

Row

740

Of which: due to intra financial sector exposures

C 02.00

Row

750

Of which: Additional stricter prudential requirements based on Art 459

C 02.00

Row

760

Of which: Additional risk exposure amount due to Article 3 CRR

C 03.00

Column

010

Amount

C 03.00

Row

010

CET1 Capital ratio

C 03.00

Row

020

Surplus(+)/Deficit(-) of CET1 capital

C 03.00

Row

030

T1 Capital ratio

C 03.00

Row

040

Surplus(+)/Deficit(-) of T1 capital

C 03.00

Row

050

Total capital ratio

C 03.00

Row

060

Surplus(+)/Deficit(-) of total capital

C 03.00

Row

070

CET1 capital ratio including Pillar II adjustments

C 03.00

Row

080

Target CET1 capital ratio due to Pillar II adjustments

C 03.00

Row

090

T1 capital ratio including Pillar II adjustments

C 03.00

Row

100

Target T1 capital ratio due to Pillar II adjustments

C 03.00

Row

110

Total capital ratio including Pillar II adjustments

C 03.00

Row

120

Target Total capital ratio due to Pillar II adjustments

C 04.00

Column

010

Amount

C 04.00

Row

009

Deferred tax assets and liabilities

C 04.00

Row

010

Total deferred tax assets

C 04.00

Row

020

Deferred tax assets that do not rely on future profitability

C 04.00

Row

030

Deferred tax assets that rely on future profitability and do not arise from temporary differences

C 04.00

Row

040

Deferred tax assets that rely on future profitability and arise from temporary differences

C 04.00

Row

050

Total deferred tax liabilities

C 04.00

Row

060

Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability

C 04.00

Row

070

Deferred tax liabilities deductible from deferred tax assets that rely on future profitability

C 04.00

Row

080

Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences

C 04.00

Row

090

Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences

C 04.00

Row

099

Provisions and expected losses

C 04.00

Row

100

IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures

C 04.00

Row

110

Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount

C 04.00

Row

120

General credit risk adjustments

C 04.00

Row

130

Specific credit risk adjustments

C 04.00

Row

131

Additional value adjustments and other own funds reductions

C 04.00

Row

140

Total expected loss eligible

C 04.00

Row

145

IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures

C 04.00

Row

150

Specific credit risk adjustments and positions treated similarly

C 04.00

Row

155

Total expected losses eligible

C 04.00

Row

160

Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2

C 04.00

Row

170

Total gross provisions eligible for inclusion in T2 capital

C 04.00

Row

180

Risk weighted exposure amounts for calculating the cap to the provision eligible as T2

C 04.00

Row

189

Thresholds for Common Equity Tier 1 deductions

C 04.00

Row

190

Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment

C 04.00

Row

200

10% CET1 threshold

C 04.00

Row

210

17.65% CET1 threshold

C 04.00

Row

220

Eligible capital for the purposes of qualifying holdings outside the financial sector and large exposures

C 04.00

Row

229

Investments in the capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

230

Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions

C 04.00

Row

240

Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

250

Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

260

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

270

Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

280

Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

290

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

291

Synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

292

Gross synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

293

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

300

Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions

C 04.00

Row

310

Direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

320

Gross direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

330

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

340

Indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

350

Gross indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

360

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

361

Synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

362

Gross synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

363

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

370

Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions

C 04.00

Row

380

Direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

390

Gross direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

400

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

410

Indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

420

Gross indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

430

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

431

Synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

432

Gross synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment

C 04.00

Row

433

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

439

Investments in the capital of financial sector entities where the institution has a significant investment

C 04.00

Row

440

Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions

C 04.00

Row

450

Direct holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

460

Gross direct holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

470

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

480

Indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

490

Gross indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

500

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

501

Synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

502

Gross synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

503

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

510

Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions

C 04.00

Row

520

Direct holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

530

Gross direct holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

540

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

550

Indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

560

Gross indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

570

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

571

Synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

572

Gross synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

573

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

580

Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions

C 04.00

Row

590

Direct holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

600

Gross direct holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

610

(-) Permitted offsetting short positions in relation to the direct gross holdings included above

C 04.00

Row

620

Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

630

Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

640

(-) Permitted offsetting short positions in relation to the indirect gross holdings included above

C 04.00

Row

641

Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

642

Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment

C 04.00

Row

643

(-) Permitted offsetting short positions in relation to the synthetic gross holdings included above

C 04.00

Row

649

Total risk weighted assets of amounts not deducted from the corresponding capital category:

C 04.00

Row

650

Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital

C 04.00

Row

660

Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital

C 04.00

Row

670

Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital

C 04.00

Row

679

Temporary waiver from deduction from own funds

C 04.00

Row

680

Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived

C 04.00

Row

690

Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived

C 04.00

Row

700

Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived

C 04.00

Row

710

Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived

C 04.00

Row

720

Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived

C 04.00

Row

730

Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived

C 04.00

Row

739

Capital buffers

C 04.00

Row

740

Combined Buffer Requirement

C 04.00

Row

750

Capital conservation buffer

C 04.00

Row

760

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State

C 04.00

Row

770

Institution specific countercyclical capital buffer

C 04.00

Row

780

Systemic risk buffer

C 04.00

Row

790

Systemically important institution buffer

C 04.00

Row

800

Global Systemically Important Institution buffer

C 04.00

Row

810

Other Systemically Important Institution buffer

C 04.00

Row

819

Pillar II requirements

C 04.00

Row

820

Own funds requirements related to Pillar II adjustments

C 04.00

Row

829

Additional information for investment firms

C 04.00

Row

830

Initial capital

C 04.00

Row

840

Own funds based on Fixed overheads

C 04.00

Row

845

Additional information for calculation of reporting thresholds

C 04.00

Row

850

Non-domestic original exposures

C 04.00

Row

860

Total original exposures

C 04.00

Row

865

Basel I floor

C 04.00

Row

870

Adjustments to total own funds

C 04.00

Row

880

Own funds fully adjusted for Basel I floor

C 04.00

Row

890

Own funds requirements for Basel I floor

C 04.00

Row

900

Own funds requirements for Basel I floor - SA alternative

C 05.01

Column

010

Adjustments to CET1

C 05.01

Column

020

Adjustments to AT1

C 05.01

Column

030

Adjustments to T2

C 05.01

Column

040

Adjustments included in RWAs

C 05.01

Column

049

Memorandum items

C 05.01

Column

050

Applicable percentage

C 05.01

Column

060

Eligible amount without transitional provisions

C 05.01

Row

010

1. TOTAL ADJUSTMENTS

C 05.01

Row

020

1.1 GRANDFATHERED INSTRUMENTS

C 05.01

Row

030

1.1.1 Grandfathered instruments: Instruments constituting state aid

C 05.01

Row

040

1.1.1.1 Instruments that qualified as own funds according to 2006/48/EC

C 05.01

Row

050

1.1.1.2 Instruments issued by institutions that are incorporated in a Member State that is subject to an Economic Adjustment Programme

C 05.01

Row

060

1.1.2 Instruments not constituting state aid

C 05.01

Row

070

1.2 MINORITY INTERESTS AND EQUIVALENTS

C 05.01

Row

080

1.2.1 Capital instruments and items that do not qualify as minority interests

C 05.01

Row

090

1.2.2 Transitional recognition in consolidated own funds of minority interests and qualifying Additional Tier 1 and Tier 2 capital

C 05.01

Row

091

1.2.3 Transitional recognition in consolidated own funds of qualifying Additional Tier 1 capital

C 05.01

Row

092

1.2.4 Transitional recognition in consolidated own funds of qualifying Tier 2 capital

C 05.01

Row

100

1.3 ADJUSTMENTS TO DEDUCTIONS

C 05.01

Row

110

1.3.1 Unrealised gains and losses

C 05.01

Row

120

1.3.1.1 Unrealised gains

C 05.01

Row

130

1.3.1.2 Unrealised losses

C 05.01

Row

133

1.3.1.3 Unrealised gains on exposures to central governments classified in the "Available for sale" category of EU-endorsed IAS39

C 05.01

Row

136

1.3.1.4 Unrealised losses on exposures to central governments classified in the "Available for sale" category of EU-endorsed IAS39

C 05.01

Row

138

1.3.1.5 Fair value gains and losses arising from the institution's own credit risk related to derivative liabilities

C 05.01

Row

140

1.3.2 Deductions

C 05.01

Row

150

1.3.2.1. Losses for the current financial year

C 05.01

Row

160

1.3.2.2. Intangible assets

C 05.01

Row

170

1.3.2.3. Deferred tax assets that rely on future profitability and do not arise from temporary differences

C 05.01

Row

180

1.3.2.4. IRB shortfall of provisions to expected losses

C 05.01

Row

190

1.3.2.5. Defined benefit pension fund assets

C 05.01

Row

194

of which: Introduction of amendments to IAS19 - positive item

C 05.01

Row

198

of which: Introduction of amendments to IAS19 - negative item

C 05.01

Row

200

1.3.2.6. Own instruments

C 05.01

Row

210

1.3.2.6.1 Own CET1 instruments

C 05.01

Row

211

of which: Direct holdings

C 05.01

Row

212

of which: Indirect holdings

C 05.01

Row

220

1.3.2.6.2 Own AT1 instruments

C 05.01

Row

221

of which: Direct holdings

C 05.01

Row

222

of which: Indirect holdings

C 05.01

Row

230

1.3.2.6.3 Own T2 instruments

C 05.01

Row

231

of which: Direct holdings

C 05.01

Row

232

of which: Indirect holdings

C 05.01

Row

240

1.3.2.7. Reciprocal cross holdings

C 05.01

Row

250

1.3.2.7.1 Reciprocal cross holdings in CET1 Capital

C 05.01

Row

260

1.3.2.7.1.1 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution does not have a significant investment

C 05.01

Row

270

1.3.2.7.1.2 Reciprocal cross holdings in CET1 Capital of financial sector entities where the institution has a significant investment

C 05.01

Row

280

1.3.2.7.2 Reciprocal cross holdings in AT1 Capital

C 05.01

Row

290

1.3.2.7.2.1 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution does not have a significant investment

C 05.01

Row

300

1.3.2.7.2.2 Reciprocal cross holdings in AT1 Capital of financial sector entities where the institution has a significant investment

C 05.01

Row

310

1.3.2.7.3 Reciprocal cross holdings in T2 Capital

C 05.01

Row

320

1.3.2.7.3.1 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution does not have a significant investment

C 05.01

Row

330

1.3.2.7.3.2 Reciprocal cross holdings in T2 Capital of financial sector entities where the institution has a significant investment

C 05.01

Row

340

1.3.2.8. Own funds instruments of financial sector entities where the institution does not have a significant investment

C 05.01

Row

350

1.3.2.8.1 CET1 instruments of financial sector entities where the institution does not have a significant investment

C 05.01

Row

360

1.3.2.8.2 AT1 instruments of financial sector entities where the institution does not have a significant investment

C 05.01

Row

370

1.3.2.8.3 T2 instruments of financial sector entities where the institution does not have a significant investment

C 05.01

Row

380

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

C 05.01

Row

390

1.3.2.10 Own funds instruments of financial sector entities where the institution has a significant investment

C 05.01

Row

400

1.3.2.10.1 CET1 instruments of financial sector entities where the institution has a significant investment

C 05.01

Row

410

1.3.2.10.2 AT1 instruments of financial sector entities where the institution has a significant investment

C 05.01

Row

420

1.3.2.10.3 T2 instruments of financial sector entities where the institution has a significant investment

C 05.01

Row

425

1.3.2.11 Exemption from deduction of Equity Holdings in Insurance Companies from CET 1 Items

C 05.01

Row

430

1.3.3 Additional filters and deductions

C 05.02

Column

010

Amount of instruments plus related share premium

C 05.02

Column

020

Base for calculating the limit

C 05.02

Column

030

Applicable percentage

C 05.02

Column

040

Limit

C 05.02

Column

050

(-) Amount that exceeds the limits for grandfathering

C 05.02

Column

060

Total grandfathered amount

C 05.02

Row

010

1. Instruments that qualified for point a) of Article 57 of 2006/48/EC

C 05.02

Row

020

2. Instruments that qualified for point ca) of Article 57 and Article 154(8) and (9) of 2006/48/EC, subject to the limit of Article 467

C 05.02

Row

030

2.1 Total instruments without a call or an incentive to redeem

C 05.02

Row

040

2.2 Grandfathered instruments with a call and incentive to redeem

C 05.02

Row

050

2.2.1 Instruments with a call exercisable after the reporting date, and which meet the conditions in Article 49 of CRR after the date of effective maturity

C 05.02

Row

060

2.2.2 Instruments with a call exercisable after the reporting date, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity

C 05.02

Row

070

2.2.3Instruments with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 49 of CRR after the date of effective maturity

C 05.02

Row

080

2.3 Excess on the limit of CET1 grandfathered instruments

C 05.02

Row

090

3. Items that qualified for points f), g) or h) of Article 57 of 2006/48/EC, subject to the limit of Article 468

C 05.02

Row

100

3.1 Total items without an incentive to redeem

C 05.02

Row

110

3.2 Grandfathered items with an incentive to redeem

C 05.02

Row

120

3.2.1 Items with a call exercisable after the reporting date, and which meet the conditions in Article 60 of CRR after the date of effective maturity

C 05.02

Row

130

3.2.2 Items with a call exercisable after the reporting date, and which do not meet the conditions in Article 60 of CRR after the date of effective maturity

C 05.02

Row

140

3.2.3 Items with a call exercisable prior to or on 20 July 2011, and which do not meet the conditions in Article 60 of CRR after the date of effective maturity

C 05.02

Row

150

3.3 Excess on the limit of AT1 grandfathered instruments

C 06.00

Column

009

ENTITIES WITHIN SCOPE OF CONSOLIDATION

C 06.00

Column

010

Name

C 06.00

Column

020

Code

C 06.00

Column

025

LEI code

C 06.00

Column

030

Institution or equivalent (yes / no)

C 06.00

Column

040

Scope of data: solo fully consolidated (sf), solo partially consolidated (sp) or subconsolidated (sc)

C 06.00

Column

050

Country code

C 06.00

Column

060

Share of holding (%)

C 06.00

Column

069

INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS

C 06.00

Column

070

Total risk exposure amount

C 06.00

Column

080

Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk

C 06.00

Column

090

Position, fx and commodities risks

C 06.00

Column

100

Operational risk

C 06.00

Column

110

Other risk exposure amounts

C 06.00

Column

120

Own funds

C 06.00

Column

130

Of which: qualifying own funds

C 06.00

Column

140

Of which: own funds instruments, related retained earnings, share premium accounts and other reserves

C 06.00

Column

150

Total tier 1 capital

C 06.00

Column

160

Of which: qualifying tier 1 capital

C 06.00

Column

170

Of which: own funds instruments, related retained earnings, share premium accounts and other reserves

C 06.00

Column

180

Common equity tier 1 capital

C 06.00

Column

190

Of which: minority interests

C 06.00

Column

200

Of which: own funds instruments, related retained earnings, share premium accounts and other reserves

C 06.00

Column

210

Additional tier 1 capital

C 06.00

Column

220

Of which: qualifying additional tier 1 capital

C 06.00

Column

230

Tier 2 capital

C 06.00

Column

240

Of which: qualifying tier 2 capital

C 06.00

Column

249

INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP

C 06.00

Column

250

Total risk exposure amount

C 06.00

Column

260

Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk

C 06.00

Column

270

Position, fx and commodities risks

C 06.00

Column

280

Operational risk

C 06.00

Column

290

Other risk exposure amounts

C 06.00

Column

300

Qualifying own funds included in consolidated own funds

C 06.00

Column

310

Qualifying tier 1 instruments included in consolidated tier 1 capital

C 06.00

Column

320

Minority interests included in consolidated common equity tier 1 capital

C 06.00

Column

330

Qualifying tier 1 instruments included in consolidated additional tier 1 capital

C 06.00

Column

340

Qualifying own funds instruments included in consolidated tier 2 capital

C 06.00

Column

350

MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL

C 06.00

Column

360

CONSOLIDATED OWN FUNDS

C 06.00

Column

370

OF WHICH: COMMON EQUITY TIER 1

C 06.00

Column

380

OF WHICH: ADDITIONAL TIER 1

C 06.00

Column

390

OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT

C 06.00

Column

400

OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL

C 06.00

Column

409

CAPITAL BUFFERS

C 06.00

Column

410

COMBINED BUFFER REQUIREMENTS

C 06.00

Column

420

CAPITAL CONSERVATION BUFFER

C 06.00

Column

430

INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER

C 06.00

Column

440

CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE

C 06.00

Column

450

SYSTEMIC RISK BUFFER

C 06.00

Column

460

SYSTEMICAL IMPORTANT INSTITUTION BUFFER

C 06.00

Column

470

GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER

C 06.00

Column

480

OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER

C 06.00

Row

999

Open

C 07.00.a

Column

010

Original exposure pre conversion factors

C 07.00.a

Column

020

Of which: arising from default fund contributions

C 07.00.a

Column

030

(-) Value adjustments and provision associated with the original exposure

C 07.00.a

Column

040

Exposure net of value adjustments and provisions

C 07.00.a

Column

048

CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE

C 07.00.a

Column

049

Unfunded credit protection: adjusted values (Ga)

C 07.00.a

Column

050

(-) Guarantees

C 07.00.a

Column

060

(-) Credit derivatives

C 07.00.a

Column

069

Funded credit protection

C 07.00.a

Column

070

(-) Financial collateral: simple method

C 07.00.a

Column

080

(-) Other funded credit protection

C 07.00.a

Column

089

Substitution of the exposure due to CRM

C 07.00.a

Column

090

(-) Total Outflows

C 07.00.a

Column

100

Total Inflows (+)

C 07.00.a

Column

110

Net exposure after CRM substitution effects pre conversion factors

C 07.00.a

Column

119

Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method

C 07.00.a

Column

120

Volatility adjustment to the exposure

C 07.00.a

Column

130

(-) Financial collateral: adjusted value (Cvam)

C 07.00.a

Column

140

Volatility and maturity adjustments

C 07.00.a

Column

150

Fully adjusted exposure value (E*)

C 07.00.a

Column

159

Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors

C 07.00.a

Column

160

0%

C 07.00.a

Column

170

20%

C 07.00.a

Column

180

50%

C 07.00.a

Column

190

100%

C 07.00.a

Column

200

Exposure value

C 07.00.a

Column

215

Risk weighted exposure amount pre SME-supporting factor

C 07.00.a

Column

220

Risk weighted exposure amount after SME-supporting factor

C 07.00.a

Column

230

Of which: with a credit assessment by a nominated ECAI

C 07.00.a

Column

240

Of which: with a credit assessment derived from central government

C 07.00.a

Row

010

TOTAL EXPOSURES

C 07.00.a

Row

020

of which: SME

C 07.00.a

Row

030

of which: SME subject to SME-supporting factor

C 07.00.a

Row

040

of which: Secured by mortgages on immovable property - Residential property

C 07.00.a

Row

050

of which: Exposures under the permanent partial use of the standardised approach

C 07.00.a

Row

060

of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation

C 07.00.a

Row

065

BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:

C 07.00.a

Row

070

On balance sheet exposures subject to credit risk

C 07.00.a

Row

080

Off balance sheet exposures subject to credit risk

C 07.00.a

Row

085

Exposures / Transactions subject to counterparty credit risk

C 07.00.a

Row

090

Securities Financing Transactions

C 07.00.a

Row

100

Of which: Centrally cleared through a QCCP

C 07.00.a

Row

110

Derivatives & Long Settlement Transactions

C 07.00.a

Row

120

Of which: Centrally cleared through a QCCP

C 07.00.a

Row

130

From Contractual Cross Product Netting

C 07.00.a

Row

135

BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:

C 07.00.a

Row

140

0%

C 07.00.a

Row

150

2%

C 07.00.a

Row

160

4%

C 07.00.a

Row

170

10%

C 07.00.a

Row

180

20%

C 07.00.a

Row

190

35%

C 07.00.a

Row

200

50%

C 07.00.a

Row

210

70%

C 07.00.a

Row

220

75%

C 07.00.a

Row

230

100%

C 07.00.a

Row

240

150%

C 07.00.a

Row

250

250%

C 07.00.a

Row

260

370%

C 07.00.a

Row

270

1250%

C 07.00.a

Row

280

Other risk weights

C 07.00.a

Sheet

001

Total

C 07.00.a

Sheet

002

Central governments or central banks

C 07.00.a

Sheet

003

Regional governments or local authorities

C 07.00.a

Sheet

004

Public sector entities

C 07.00.a

Sheet

005

Multilateral developments banks

C 07.00.a

Sheet

006

International organisations

C 07.00.a

Sheet

007

Institutions

C 07.00.a

Sheet

008

Corporates

C 07.00.a

Sheet

009

Retail

C 07.00.a

Sheet

010

Secured by mortgages on immovable property

C 07.00.a

Sheet

011

Exposures in default

C 07.00.a

Sheet

012

Items associated with particularly high risk

C 07.00.a

Sheet

013

Covered bonds

C 07.00.a

Sheet

014

Claims on institutions and corporate with a short-term credit assessment

C 07.00.a

Sheet

015

Claims in the form of CIU

C 07.00.a

Sheet

016

Equity Exposures

C 07.00.a

Sheet

017

Other items

C 07.00.b

Column

200

Exposure value

C 07.00.b

Column

210

Of which: Arising from Counterparty Credit Risk

C 07.00.b

Row

010

TOTAL EXPOSURES

C 07.00.b

Row

020

of which: SME

C 07.00.b

Row

030

of which: SME subject to SME-supporting factor

C 07.00.b

Row

040

of which: Secured by mortgages on immovable property - Residential property

C 07.00.b

Row

050

of which: Exposures under the permanent partial use of the standardised approach

C 07.00.b

Row

060

of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation

C 07.00.b

Row

065

BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:

C 07.00.b

Row

070

On balance sheet exposures subject to credit risk

C 07.00.b

Row

080

Off balance sheet exposures subject to credit risk

C 07.00.b

Row

085

Exposures / Transactions subject to counterparty credit risk

C 07.00.b

Row

090

Securities Financing Transactions

C 07.00.b

Row

100

Of which: Centrally cleared through a QCCP

C 07.00.b

Row

110

Derivatives & Long Settlement Transactions

C 07.00.b

Row

120

Of which: Centrally cleared through a QCCP

C 07.00.b

Row

130

From Contractual Cross Product Netting

C 07.00.b

Row

135

BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:

C 07.00.b

Row

140

0%

C 07.00.b

Row

150

2%

C 07.00.b

Row

160

4%

C 07.00.b

Row

170

10%

C 07.00.b

Row

180

20%

C 07.00.b

Row

190

35%

C 07.00.b

Row

200

50%

C 07.00.b

Row

210

70%

C 07.00.b

Row

220

75%

C 07.00.b

Row

230

100%

C 07.00.b

Row

240

150%

C 07.00.b

Row

250

250%

C 07.00.b

Row

260

370%

C 07.00.b

Row

270

1250%

C 07.00.b

Row

280

Other risk weights

C 07.00.b

Sheet

001

Total

C 07.00.b

Sheet

002

Central governments or central banks

C 07.00.b

Sheet

003

Regional governments or local authorities

C 07.00.b

Sheet

004

Public sector entities

C 07.00.b

Sheet

005

Multilateral developments banks

C 07.00.b

Sheet

006

International organisations

C 07.00.b

Sheet

007

Institutions

C 07.00.b

Sheet

008

Corporates

C 07.00.b

Sheet

009

Retail

C 07.00.b

Sheet

010

Secured by mortgages on immovable property

C 07.00.b

Sheet

011

Exposures in default

C 07.00.b

Sheet

012

Items associated with particularly high risk

C 07.00.b

Sheet

013

Covered bonds

C 07.00.b

Sheet

014

Claims on institutions and corporate with a short-term credit assessment

C 07.00.b

Sheet

015

Claims in the form of CIU

C 07.00.b

Sheet

016

Equity Exposures

C 07.00.b

Sheet

017

Other items

C 07.00.c

Column

010

Original exposure pre conversion factors

C 07.00.c

Column

020

Of which: arising from default fund contributions

C 07.00.c

Column

030

(-) Value adjustments and provision associated with the original exposure

C 07.00.c

Column

040

Exposure net of value adjustments and provisions

C 07.00.c

Column

048

CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE

C 07.00.c

Column

049

Unfunded credit protection: adjusted values (Ga)

C 07.00.c

Column

050

(-) Guarantees

C 07.00.c

Column

060

(-) Credit derivatives

C 07.00.c

Column

069

Funded credit protection

C 07.00.c

Column

070

(-) Financial collateral: simple method

C 07.00.c

Column

080

(-) Other funded credit protection

C 07.00.c

Column

089

Substitution of the exposure due to CRM

C 07.00.c

Column

090

(-) Total Outflows

C 07.00.c

Column

100

Total Inflows (+)

C 07.00.c

Column

110

Net exposure after CRM substitution effects pre conversion factors

C 07.00.c

Column

119

Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method

C 07.00.c

Column

120

Volatility adjustment to the exposure

C 07.00.c

Column

130

(-) Financial collateral: adjusted value (Cvam)

C 07.00.c

Column

140

Volatility and maturity adjustments

C 07.00.c

Column

150

Fully adjusted exposure value (E*)

C 07.00.c

Column

159

Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors

C 07.00.c

Column

160

0%

C 07.00.c

Column

170

20%

C 07.00.c

Column

180

50%

C 07.00.c

Column

190

100%

C 07.00.c

Column

200

Exposure value

C 07.00.c

Column

210

Of which: Arising from Counterparty Credit Risk

C 07.00.c

Column

215

Risk weighted exposure amount pre SME-supporting factor

C 07.00.c

Column

220

Risk weighted exposure amount after SME-supporting factor

C 07.00.c

Column

230

Of which: with a credit assessment by a nominated ECAI

C 07.00.c

Column

240

Of which: with a credit assessment derived from central government

C 07.00.c

Row

285

Memorandum items

C 07.00.c

Row

290

Exposures secured by mortgages on commercial immovable property

C 07.00.c

Row

310

Exposures secured by mortgages on residential property

C 07.00.c

Sheet

001

Total

C 07.00.c

Sheet

002

Central governments or central banks

C 07.00.c

Sheet

003

Regional governments or local authorities

C 07.00.c

Sheet

004

Public sector entities

C 07.00.c

Sheet

007

Institutions

C 07.00.c

Sheet

008

Corporates

C 07.00.c

Sheet

009

Retail

C 07.00.d

Column

010

Original exposure pre conversion factors

C 07.00.d

Column

020

Of which: arising from default fund contributions

C 07.00.d

Column

030

(-) Value adjustments and provision associated with the original exposure

C 07.00.d

Column

040

Exposure net of value adjustments and provisions

C 07.00.d

Column

048

CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE

C 07.00.d

Column

049

Unfunded credit protection: adjusted values (Ga)

C 07.00.d

Column

050

(-) Guarantees

C 07.00.d

Column

060

(-) Credit derivatives

C 07.00.d

Column

069

Funded credit protection

C 07.00.d

Column

070

(-) Financial collateral: simple method

C 07.00.d

Column

080

(-) Other funded credit protection

C 07.00.d

Column

089

Substitution of the exposure due to CRM

C 07.00.d

Column

090

(-) Total Outflows

C 07.00.d

Column

100

Total Inflows (+)

C 07.00.d

Column

110

Net exposure after CRM substitution effects pre conversion factors

C 07.00.d

Column

119

Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method

C 07.00.d

Column

120

Volatility adjustment to the exposure

C 07.00.d

Column

130

(-) Financial collateral: adjusted value (Cvam)

C 07.00.d

Column

140

Volatility and maturity adjustments

C 07.00.d

Column

150

Fully adjusted exposure value (E*)

C 07.00.d

Column

159

Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors

C 07.00.d

Column

160

0%

C 07.00.d

Column

170

20%

C 07.00.d

Column

180

50%

C 07.00.d

Column

190

100%

C 07.00.d

Column

200

Exposure value

C 07.00.d

Column

210

Of which: Arising from Counterparty Credit Risk

C 07.00.d

Column

215

Risk weighted exposure amount pre SME-supporting factor

C 07.00.d

Column

220

Risk weighted exposure amount after SME-supporting factor

C 07.00.d

Column

230

Of which: with a credit assessment by a nominated ECAI

C 07.00.d

Column

240

Of which: with a credit assessment derived from central government

C 07.00.d

Row

285

Memorandum items

C 07.00.d

Row

300

Exposures in default subject to a risk weight of 100%

C 07.00.d

Row

320

Exposures in default subject to a risk weight of 150%

C 07.00.d

Sheet

001

Total

C 07.00.d

Sheet

002

Central governments or central banks

C 07.00.d

Sheet

003

Regional governments or local authorities

C 07.00.d

Sheet

004

Public sector entities

C 07.00.d

Sheet

007

Institutions

C 07.00.d

Sheet

008

Corporates

C 07.00.d

Sheet

009

Retail

C 08.01.a

Column

010

Internal rating system - PD assigned to the obligor grade or pool

C 08.01.a

Column

020

Original exposure pre conversion factors

C 08.01.a

Column

030

Of which: large financial sector entities and unregulated financial entities

C 08.01.a

Column

038

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

C 08.01.a

Column

039

Unfunded credit protection

C 08.01.a

Column

040

(-) Guarantees

C 08.01.a

Column

050

(-) Credit derivatives

C 08.01.a

Column

060

(-) Other funded credit protection

C 08.01.a

Column

069

Substitution of the exposure due to CRM

C 08.01.a

Column

070

(-) Total outflows

C 08.01.a

Column

080

Total inflows (+)

C 08.01.a

Column

090

Exposure after CRM substitution effects pre conversion factors

C 08.01.a

Column

110

Exposure value

C 08.01.a

Column

140

Of which: large financial sector entities and unregulated financial entities

C 08.01.a

Column

148

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

C 08.01.a

Column

149

Own estimates of lgd's are used: unfunded credit protection

C 08.01.a

Column

150

Guarantees

C 08.01.a

Column

160

Credit derivatives

C 08.01.a

Column

169

Funded credit protection

C 08.01.a

Column

170

Own estimates of LGD's are used: other funded credit protection

C 08.01.a

Column

180

Eligible financial collateral

C 08.01.a

Column

189

Other eligible collateral

C 08.01.a

Column

190

Real estate

C 08.01.a

Column

200

Other physical collateral

C 08.01.a

Column

210

Receivables

C 08.01.a

Column

219

Subject to double default treatment

C 08.01.a

Column

220

Unfunded credit protection

C 08.01.a

Column

230

Exposure weighted average lgd (%)

C 08.01.a

Column

240

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

C 08.01.a

Column

250

Exposure-weighted average maturity value (days)

C 08.01.a

Column

255

Risk weighted exposure amount pre SME-supporting factor

C 08.01.a

Column

260

Risk weighted exposure amount after SME-supporting factor

C 08.01.a

Column

270

Of which: large financial sector entities and unregulated financial entities

C 08.01.a

Column

279

Memorandum items:

C 08.01.a

Column

280

Expected loss amount

C 08.01.a

Column

290

(-) value adjustments and provisions

C 08.01.a

Column

300

Number of obligors

C 08.01.a

Row

010

Total exposures

C 08.01.a

Row

019

Breakdown of total exposures by exposure types:

C 08.01.a

Row

020

On balance sheet items subject to credit risk

C 08.01.a

Row

030

Off balance sheet items subject to credit risk

C 08.01.a

Row

039

Exposures / Transactions subject to counterparty credit risk

C 08.01.a

Row

040

Securities Financing Transactions

C 08.01.a

Row

050

Derivatives & Long Settlement Transactions

C 08.01.a

Row

060

From Contractual Cross Product Netting

C 08.01.a

Row

070

Exposures assigned to obligor grades or pools: Total

C 08.01.a

Row

080

Specialized lending slotting criteria (b)

C 08.01.a

Row

085

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

C 08.01.a

Row

090

0%

C 08.01.a

Row

100

50%

C 08.01.a

Row

110

70%

C 08.01.a

Row

120

Of which: in category 1

C 08.01.a

Row

130

90%

C 08.01.a

Row

140

115%

C 08.01.a

Row

150

250%

C 08.01.a

Row

160

Alternative treatment: secured by real estate

C 08.01.a

Row

170

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

C 08.01.a

Row

180

Dilution risk: total purchased receivables

C 08.01.a

Sheet

001

Total with own estimates of LGD and/or conversion factors

C 08.01.a

Sheet

002

Total without own estimates of LGD or conversion factors

C 08.01.a

Sheet

003

Central governments and central banks with own estimates of LGD and/or conversion factors

C 08.01.a

Sheet

004

Central governments and central banks without own estimates of LGD or conversion factors

C 08.01.a

Sheet

005

Institutions with own estimates of LGD or conversion factors

C 08.01.a

Sheet

006

Institutions without own estimates of LGD or conversion factors

C 08.01.a

Sheet

007

Corporates - SME with own estimates of LGD or conversion factors

C 08.01.a

Sheet

008

Corporates - SME without own estimates of LGD or conversion factors

C 08.01.a

Sheet

009

Corporates - Specialised Lending with own estimates of LGD or conversion factors

C 08.01.a

Sheet

010

Corporates - Specialised Lending without own estimates of LGD or conversion factors

C 08.01.a

Sheet

011

Corporates - Other with own estimates of LGD or conversion factors

C 08.01.a

Sheet

012

Corporates - Other without own estimates of LGD or conversion factors

C 08.01.a

Sheet

013

Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors

C 08.01.a

Sheet

014

Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors

C 08.01.a

Sheet

015

Retail - Qualifying revolving - with own estimates of LGD or conversion factors

C 08.01.a

Sheet

016

Retail - Other SME - with own estimates of LGD or conversion factors

C 08.01.a

Sheet

017

Retail - Other non-SME - with own estimates of LGD or conversion factors

C 08.01.b

Column

090

Exposure after CRM substitution effects pre conversion factors

C 08.01.b

Column

100

Of which: off balance sheet items

C 08.01.b

Column

110

Exposure value

C 08.01.b

Column

120

Of which: off balance sheet items

C 08.01.b

Column

130

Of which: arising from counterparty credit risk

C 08.01.b

Row

010

Total exposures

C 08.01.b

Row

070

Exposures assigned to obligor grades or pools: Total

C 08.01.b

Row

080

Specialized lending slotting criteria: total

C 08.01.b

Row

085

Breakdown by risk weights of total exposures under specialized lending slotting criteria:

C 08.01.b

Row

090

0%

C 08.01.b

Row

100

50%

C 08.01.b

Row

110

70%

C 08.01.b

Row

120

Of which: in category 1

C 08.01.b

Row

130

90%

C 08.01.b

Row

140

115%

C 08.01.b

Row

150

250%

C 08.01.b

Row

160

Alternative treatment: secured by real estate

C 08.01.b

Row

170

Exposures from free deliveries applying risk weights under the alternative treatment or 100% and other exposures subject to risk weights

C 08.01.b

Row

180

Dilution risk: total purchased receivables

C 08.01.b

Sheet

001

Total with own estimates of LGD and/or conversion factors

C 08.01.b

Sheet

002

Total without own estimates of LGD or conversion factors

C 08.01.b

Sheet

003

Central governments and central banks with own estimates of LGD and/or conversion factors

C 08.01.b

Sheet

004

Central governments and central banks without own estimates of LGD or conversion factors

C 08.01.b

Sheet

005

Institutions with own estimates of LGD or conversion factors

C 08.01.b

Sheet

006

Institutions without own estimates of LGD or conversion factors

C 08.01.b

Sheet

007

Corporates - SME with own estimates of LGD or conversion factors

C 08.01.b

Sheet

008

Corporates - SME without own estimates of LGD or conversion factors

C 08.01.b

Sheet

009

Corporates - Specialised Lending with own estimates of LGD or conversion factors

C 08.01.b

Sheet

010

Corporates - Specialised Lending without own estimates of LGD or conversion factors

C 08.01.b

Sheet

011

Corporates - Other with own estimates of LGD or conversion factors

C 08.01.b

Sheet

012

Corporates - Other without own estimates of LGD or conversion factors

C 08.01.b

Sheet

013

Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors

C 08.01.b

Sheet

014

Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors

C 08.01.b

Sheet

015

Retail - Qualifying revolving - with own estimates of LGD or conversion factors

C 08.01.b

Sheet

016

Retail - Other SME - with own estimates of LGD or conversion factors

C 08.01.b

Sheet

017

Retail - Other non-SME - with own estimates of LGD or conversion factors

C 08.01.c

Column

010

Internal rating system - PD assigned to the obligor grade or pool

C 08.01.c

Column

020

Original exposure pre conversion factors

C 08.01.c

Column

030

Of which: large financial sector entities and unregulated financial entities

C 08.01.c

Column

038

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

C 08.01.c

Column

039

Unfunded credit protection

C 08.01.c

Column

040

(-) Guarantees

C 08.01.c

Column

050

(-) Credit derivatives

C 08.01.c

Column

060

(-) Other funded credit protection

C 08.01.c

Column

069

Substitution of the exposure due to CRM

C 08.01.c

Column

070

(-) Total outflows

C 08.01.c

Column

080

Total inflows (+)

C 08.01.c

Column

090

Exposure after CRM substitution effects pre conversion factors

C 08.01.c

Column

110

Exposure value

C 08.01.c

Column

140

Of which: large financial sector entities and unregulated financial entities

C 08.01.c

Column

148

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

C 08.01.c

Column

149

Own estimates of lgd's are used: unfunded credit protection

C 08.01.c

Column

150

Guarantees

C 08.01.c

Column

160

Credit derivatives

C 08.01.c

Column

169

Funded credit protection

C 08.01.c

Column

170

Own estimates of LGD's are used: other funded credit protection

C 08.01.c

Column

180

Eligible financial collateral

C 08.01.c

Column

189

Other eligible collateral

C 08.01.c

Column

190

Real estate

C 08.01.c

Column

200

Other physical collateral

C 08.01.c

Column

210

Receivables

C 08.01.c

Column

219

Subject to double default treatment

C 08.01.c

Column

220

Unfunded credit protection

C 08.01.c

Column

230

Exposure weighted average lgd (%)

C 08.01.c

Column

240

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

C 08.01.c

Column

250

Exposure-weighted average maturity value (days)

C 08.01.c

Column

255

Risk weighted exposure amount pre SME-supporting factor

C 08.01.c

Column

260

Risk weighted exposure amount after SME-supporting factor

C 08.01.c

Column

270

Of which: large financial sector entities and unregulated financial entities

C 08.01.c

Column

279

Memorandum items:

C 08.01.c

Column

280

Expected loss amount

C 08.01.c

Column

290

(-) value adjustments and provisions

C 08.01.c

Column

300

Number of obligors

C 08.01.c

Row

010

Total exposures

C 08.01.c

Sheet

018

Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.01.c

Sheet

019

Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.c

Sheet

020

Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.c

Sheet

021

Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.c

Sheet

022

Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.01.c

Sheet

023

Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.01.d

Column

090

Exposure after CRM substitution effects pre conversion factors

C 08.01.d

Column

100

Of which: off balance sheet items

C 08.01.d

Column

110

Exposure value

C 08.01.d

Column

120

Of which: off balance sheet items

C 08.01.d

Column

130

Of which: arising from counterparty credit risk

C 08.01.d

Row

010

Total exposures

C 08.01.d

Sheet

018

Corporates - SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.01.d

Sheet

019

Corporates - SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.d

Sheet

020

Retail - Secured by immovable property SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.d

Sheet

021

Retail - Other SME subject to SME-supporting factor - with own estimates of LGD or conversion factors

C 08.01.d

Sheet

022

Retail - Secured by immovable property SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.01.d

Sheet

023

Retail - Other SME subject to SME-supporting factor - without own estimates of LGD or conversion factors

C 08.02

Column

005

Obligor grade

C 08.02

Column

010

Internal rating System - PD assigned to the obligor grade or pool

C 08.02

Column

020

Original exposure conversion factors

C 08.02

Column

030

Of which: large financial sector entities and unregulated financial entities

C 08.02

Column

038

Credit risk mitigation (CRM) techniques with substitution effects on the exposure

C 08.02

Column

039

Unfunded credit protection

C 08.02

Column

040

(-) Guarantees

C 08.02

Column

050

(-) Credit derivatives

C 08.02

Column

060

(-) Other funded credit protection

C 08.02

Column

069

Substitution of the exposure due to CRM

C 08.02

Column

070

(-) Total outflows

C 08.02

Column

080

Total inflows (+)

C 08.02

Column

090

Exposure after CRM substitution effects pre conversion factors

C 08.02

Column

100

Of which: off balance sheet items

C 08.02

Column

110

Exposure value

C 08.02

Column

120

Of which: off balance sheet items

C 08.02

Column

130

Of which: arising from counterparty credit risk

C 08.02

Column

140

Of which: large financial sector entities and unregulated financial entities

C 08.02

Column

148

Credit risk mitigation techniques taken into account in lgd estimates excluding double default treatment

C 08.02

Column

149

Own estimates of lgd's are used:

C 08.02

Column

150

Guarantees

C 08.02

Column

160

Credit derivatives

C 08.02

Column

169

Funded credit protection

C 08.02

Column

170

Own estimates of lgd's are used:

C 08.02

Column

180

Eligible financial collateral

C 08.02

Column

189

Other eligible collateral

C 08.02

Column

190

Real estate

C 08.02

Column

200

Other physical collateral

C 08.02

Column

210

Receivables

C 08.02

Column

219

Subject to double default treatment

C 08.02

Column

220

Unfunded credit protection

C 08.02

Column

230

Exposure weighted average lgd (%)

C 08.02

Column

240

Exposure weighted average LGD (%) for large financial sector entities and unregulated financial entities

C 08.02

Column

250

Exposure-weighted average maturity value (days)

C 08.02

Column

255

Risk weighted exposure amount pre SME-supporting factor

C 08.02

Column

260

Risk weighted exposure amount after SME-supporting factor

C 08.02

Column

270

Of which: large financial sector entities and unregulated financial entities

C 08.02

Column

279

Memorandum items:

C 08.02

Column

280

Expected loss amount

C 08.02

Column

290

(-) value adjustments and provisions

C 08.02

Column

300

Number of obligors

C 08.02

Row

999

Open

C 08.02

Sheet

001

Total with own estimates of LGD and/or conversion factors

C 08.02

Sheet

002

Total without own estimates of LGD or conversion factors

C 08.02

Sheet

003

Central governments and central banks with own estimates of LGD and/or conversion factors

C 08.02

Sheet

004

Central governments and central banks without own estimates of LGD or conversion factors

C 08.02

Sheet

005

Institutions with own estimates of LGD or conversion factors

C 08.02

Sheet

006

Institutions without own estimates of LGD or conversion factors

C 08.02

Sheet

007

Corporates - SME with own estimates of LGD or conversion factors

C 08.02

Sheet

008

Corporates - SME without own estimates of LGD or conversion factors

C 08.02

Sheet

009

Corporates - Specialised Lending with own estimates of LGD or conversion factors

C 08.02

Sheet

010

Corporates - Specialised Lending without own estimates of LGD or conversion factors

C 08.02

Sheet

011

Corporates - Other with own estimates of LGD or conversion factors

C 08.02

Sheet

012

Corporates - Other without own estimates of LGD or conversion factors

C 08.02

Sheet

013

Retail - Secured by immovable property SME - with own estimates of LGD or conversion factors

C 08.02

Sheet

014

Retail - Secured by immovable property non-SME - with own estimates of LGD or conversion factors

C 08.02

Sheet

015

Retail - Qualifying revolving - with own estimates of LGD or conversion factors

C 08.02

Sheet

016

Retail - Other SME - with own estimates of LGD or conversion factors

C 08.02

Sheet

017

Retail - Other non-SME - with own estimates of LGD or conversion factors

C 09.01.a

Column

010

ORIGINAL EXPOSURE PRE CONVERSION FACTORS

C 09.01.a

Column

050

General credit risk adjustments

C 09.01.a

Column

055

Specific credit risk adjustments

C 09.01.a

Column

060

Of which: write-offs

C 09.01.a

Column

075

EXPOSURE VALUE

C 09.01.a

Column

080

RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR

C 09.01.a

Column

090

RISK WEIGHTED EXPOSURE AMOUNT AFTER SME-SUPPORTING FACTOR

C 09.01.a

Row

010

Central governments or central banks

C 09.01.a

Row

020

Regional governments or local authorities

C 09.01.a

Row

030

Public sector entities

C 09.01.a

Row

040

Multilateral Development Banks

C 09.01.a

Row

050

International Organisations

C 09.01.a

Row

060

Institutions

C 09.01.a

Row

070

Corporates

C 09.01.a

Row

075

Of which: SME

C 09.01.a

Row

080

Retail

C 09.01.a

Row

085

Of which: SME

C 09.01.a

Row

090

Secured by mortgages on immovable property

C 09.01.a

Row

095

Of which: SME

C 09.01.a

Row

100

Exposures in default

C 09.01.a

Row

110

Items associated with particularly high risk

C 09.01.a

Row

120

Covered bonds

C 09.01.a

Row

130

Claims on institutions and corporate with a short-term credit assessment

C 09.01.a

Row

140

Claims in the form of CIU

C 09.01.a

Row

150

Equity exposures

C 09.01.a

Row

160

Other items

C 09.01.a

Row

170

Total exposures

C 09.01.a

Sheet

999

Country

C 09.01.b

Column

020

Exposures in default

C 09.01.b

Column

040

Observed new defaults for the period

C 09.01.b

Column

070

Credit risk adjustments/write-offs for observed new defaults

C 09.01.b

Row

010

Central governments or central banks

C 09.01.b

Row

020

Regional governments or local authorities

C 09.01.b

Row

030

Public sector entities

C 09.01.b

Row

040

Multilateral Development Banks

C 09.01.b

Row

050

International Organisations

C 09.01.b

Row

060

Institutions

C 09.01.b

Row

070

Corporates

C 09.01.b

Row

075

Of which: SME

C 09.01.b

Row

080

Retail

C 09.01.b

Row

085

Of which: SME

C 09.01.b

Row

090

Secured by mortgages on immovable property

C 09.01.b

Row

095

Of which: SME

C 09.01.b

Row

110

Items associated with particularly high risk

C 09.01.b

Row

120

Covered bonds

C 09.01.b

Row

130

Claims on institutions and corporate with a short-term credit assessment

C 09.01.b

Row

140

Claims in the form of CIU

C 09.01.b

Row

150

Equity exposures

C 09.01.b

Row

160

Other exposures

C 09.01.b

Row

170

Total exposures

C 09.01.b

Sheet

999

Country

C 09.02

Column

010

ORIGINAL EXPOSURE PRE CONVERSION FACTORS

C 09.02

Column

030

Of which: defaulted

C 09.02

Column

040

Observed new defaults for the period

C 09.02

Column

050

General credit risk adjustments

C 09.02

Column

055

Specific credit risk adjustments

C 09.02

Column

060

Write-offs

C 09.02

Column

070

Credit risk adjustments/write-offs for observed new defaults

C 09.02

Column

080

PD ASSIGNED TO THE OBLIGOR GRADE OR POOL (%)

C 09.02

Column

090

EXPOSURE WEIGHTED AVERAGE LGD (%)

C 09.02

Column

100

Of which: defaulted

C 09.02

Column

105

EXPOSURE VALUE

C 09.02

Column

110

RISK WEIGHTED EXPOSURE AMOUNT PRE SME-SUPPORTING FACTOR

C 09.02

Column

120

Of which: defaulted

C 09.02

Column

125

RISK WEIGHTED EXPOSURE AMOUNT PRE AFTER SME-SUPPORTING FACTOR

C 09.02

Column

130

EXPECTED LOSS AMOUNT

C 09.02

Row

010

Central governments or central banks

C 09.02

Row

020

Institutions

C 09.02

Row

030

Corporates

C 09.02

Row

040

Of Which: Specialised Lending

C 09.02

Row

050

Of Which: SME

C 09.02

Row

060

Retail

C 09.02

Row

070

Retail – Secured by real estate property

C 09.02

Row

080

SME

C 09.02

Row

090

Non-SME

C 09.02

Row

100

Qualifying Revolving

C 09.02

Row

110

Other Retail

C 09.02

Row

120

SME

C 09.02

Row

130

Non-SME

C 09.02

Row

140

Equity

C 09.02

Row

150

Total exposures

C 09.02

Sheet

999

Country

C 09.03

Column

010

Amount

C 09.03

Row

010

Own fund requirements for credit risk

C 09.03

Sheet

999

Country

C 10.01

Column

008

Internal rating system

C 10.01

Column

010

PD assigned to the obligor grade or pool (%)

C 10.01

Column

020

Original exposure pre conversion factors

C 10.01

Column

028

Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure

C 10.01

Column

029

Unfunded credit protection

C 10.01

Column

030

(-) Guarantees

C 10.01

Column

040

(-) Credit derivatives

C 10.01

Column

050

(-) Substitution of the exposure due to CRM (-) Total outflows

C 10.01

Column

060

Exposure value

C 10.01

Column

070

Exposure weighted average LGD (%)

C 10.01

Column

080

Risk weighted exposure amount

C 10.01

Column

090

Memorandum item: Expected loss amount

C 10.01

Row

010

Total IRB Equity Exposures

C 10.01

Row

020

PD/LGD approach: Total

C 10.01

Row

050

Simple risk weight approach: Total

C 10.01

Row

060

Breakdown of total exposures under the simple risk weight Approach by risk weights:

C 10.01

Row

070

190%

C 10.01

Row

080

290%

C 10.01

Row

090

370%

C 10.01

Row

100

Internal models approach

C 10.01

Row

110

Equity exposures subject to risk weights

C 10.02

Column

005

Obligor grade

C 10.02

Column

008

Internal rating system

C 10.02

Column

010

PD assigned to the obligor grade or pool (%)

C 10.02

Column

020

Original exposure pre conversion factors

C 10.02

Column

028

Credit Risk Mitigation(CRM) techniques with substitution effects on the exposure

C 10.02

Column

029

Unfunded credit protection

C 10.02

Column

030

(-) Guarantees

C 10.02

Column

040

(-) Credit derivatives

C 10.02

Column

050

(-) Substitution of the exposure due to CRM (-) Total outflows

C 10.02

Column

060

Exposure value

C 10.02

Column

070

Exposure weighted average LGD (%)

C 10.02

Column

080

Risk weighted exposure amount

C 10.02

Column

090

Memorandum item: Expected loss amount

C 10.02

Row

999

Open

C 11.00

Column

010

Unsettled transactions at settlement price

C 11.00

Column

020

Price difference exposure due to unsettled transactions

C 11.00

Column

030

Own funds requirements

C 11.00

Column

040

Total settlement risk exposure amount

C 11.00

Row

010

Total unsettled transactions in the Non-trading Book

C 11.00

Row

020

Transactions unsettled up to 4 days (Factor 0%)

C 11.00

Row

030

Transactions unsettled between 5 and 15 days (Factor 8%)

C 11.00

Row

040

Transactions unsettled between 16 and 30 days (Factor 50%)

C 11.00

Row

050

Transactions unsettled between 31 and 45 days (Factor 75%)

C 11.00

Row

060

Transactions unsettled for 46 days or more (Factor 100%)

C 11.00

Row

070

Total unsettled transactions in the Trading Book

C 11.00

Row

080

Transactions unsettled up to 4 days (Factor 0%)

C 11.00

Row

090

Transactions unsettled between 5 and 15 days (Factor 8%)

C 11.00

Row

100

Transactions unsettled between 16 and 30 days (Factor 50%)

C 11.00

Row

110

Transactions unsettled between 31 and 45 days (Factor 75%)

C 11.00

Row

120

Transactions unsettled for 46 days or more (Factor 100%)

C 12.00

Column

010

TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED

C 12.00

Column

019

SYNTHETIC SECURITISATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES

C 12.00

Column

020

(-) FUNDED CREDIT PROTECTION (Cva)

C 12.00

Column

029

(-) TOTAL OUTFLOWS

C 12.00

Column

030

(-) UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*)

C 12.00

Column

040

NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION

C 12.00

Column

049

SECURITISATION POSITIONS

C 12.00

Column

050

ORIGINAL EXPOSURE PRE CONVERSION FACTORS

C 12.00

Column

060

(-) VALUE ADJUSTMENTS AND PROVISIONS

C 12.00

Column

070

EXPOSURE NET OF VALUE ADJUSTMENTS AND PROVISIONS

C 12.00

Column

079

CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE

C 12.00

Column

080

(-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga)

C 12.00

Column

090

(-) FUNDED CREDIT PROTECTION

C 12.00

Column

099

SUBSTITUTION OF THE EXPOSURE DUE TO CRM

C 12.00

Column

100

(-) TOTAL OUTFLOWS

C 12.00

Column

110

TOTAL INFLOWS

C 12.00

Column

120

NET EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS

C 12.00

Column

130

(-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam)

C 12.00

Column

140

FULLY ADJUSTED EXPOSURE VALUE (E*)

C 12.00

Column

149

BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS

C 12.00

Column

150

0%

C 12.00

Column

160

>0% and <=20%

C 12.00

Column

170

>20% and <=50%

C 12.00

Column

180

>50% and <=100%

C 12.00

Column

190

EXPOSURE VALUE

C 12.00

Column

200

(-) DEDUCTED FROM OWN FUNDS

C 12.00

Column

210

SUBJECT TO RISK WEIGHTS

C 12.00

Column

218

BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS

C 12.00

Column

219

RATED (CREDIT QUALITY STEPS)

C 12.00

Column

220

CQS 1

C 12.00

Column

230

CQS 2

C 12.00

Column

240

CQS 3

C 12.00

Column

250

CQS 4

C 12.00

Column

260

ALL OTHER CQS

C 12.00

Column

269

1250%

C 12.00

Column

270

UNRATED

C 12.00

Column

280

LOOK-THROUGH

C 12.00

Column

290

OF WHICH: SECOND LOSS IN ABCP

C 12.00

Column

300

OF WHICH: AVERAGE RISK WEIGHT (%)

C 12.00

Column

310

INTERNAL ASSESMENT APPROACH

C 12.00

Column

320

OF WHICH: AVERAGE RISK WEIGHT (%)

C 12.00

Column

330

RISK-WEIGHTED EXPOSURE AMOUNT

C 12.00

Column

340

OF WHICH: SYNTHETIC SECURITISATIONS

C 12.00

Column

350

OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS

C 12.00

Column

360

ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES

C 12.00

Column

369

TOTAL RISK-WEIGHTED EXPOSURE AMOUNT

C 12.00

Column

370

BEFORE CAP

C 12.00

Column

380

AFTER CAP

C 12.00

Column

390

MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM THE SA SECURITISATION TO OTHER EXPOSURE CLASSES

C 12.00

Row

010

TOTAL EXPOSURES

C 12.00

Row

020

OF WHICH: RE-SECURITISATIONS

C 12.00

Row

030

ORIGINATOR: TOTAL EXPOSURES

C 12.00

Row

040

ON-BALANCE SHEET ITEMS

C 12.00

Row

050

SECURITISATIONS

C 12.00

Row

060

RE-SECURITISATIONS

C 12.00

Row

070

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 12.00

Row

080

SECURITISATIONS

C 12.00

Row

090

RE-SECURITISATIONS

C 12.00

Row

100

EARLY AMORTISATION

C 12.00

Row

110

INVESTOR: TOTAL EXPOSURES

C 12.00

Row

120

ON-BALANCE SHEET ITEMS

C 12.00

Row

130

SECURITISATIONS

C 12.00

Row

140

RE-SECURITISATIONS

C 12.00

Row

150

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 12.00

Row

160

SECURITISATIONS

C 12.00

Row

170

RE-SECURITISATIONS

C 12.00

Row

180

SPONSOR: TOTAL EXPOSURES

C 12.00

Row

190

ON-BALANCE SHEET ITEMS

C 12.00

Row

200

SECURITISATIONS

C 12.00

Row

210

RE-SECURITISATIONS

C 12.00

Row

220

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 12.00

Row

230

SECURITISATIONS

C 12.00

Row

240

RE-SECURITISATIONS

C 12.00

Row

249

BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:

C 12.00

Row

250

CQS 1

C 12.00

Row

260

CQS 2

C 12.00

Row

270

CQS 3

C 12.00

Row

280

CQS 4

C 12.00

Row

290

ALL OTHER CQS AND UNRATED

C 13.00

Column

010

TOTAL AMOUNT OF SECURITISATI0N EXPOSURES ORIGINATED

C 13.00

Column

019

SYNTHETIC SECURITISATIONS: CREDIT PROTECTION TO THE SECURITISED EXPOSURES

C 13.00

Column

020

(-) FUNDED CREDIT PROTECTION (Cva)

C 13.00

Column

029

(-) TOTAL OUTFLOWS

C 13.00

Column

030

(-) UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*)

C 13.00

Column

040

NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION

C 13.00

Column

049

SECURITISATION POSITIONS

C 13.00

Column

050

ORIGINAL EXPOSURE PRE CONVERSION FACTORS

C 13.00

Column

059

CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE

C 13.00

Column

060

(-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (Ga)

C 13.00

Column

070

(-) FUNDED CREDIT PROTECTION

C 13.00

Column

079

SUBSTITUTION OF THE EXPOSURE DUE TO CRM

C 13.00

Column

080

(-) TOTAL OUTFLOWS

C 13.00

Column

090

TOTAL INFLOWS

C 13.00

Column

100

EXPOSURE AFTER CRM SUBSTITUTION EFFECTS PRE CONVERSION FACTORS

C 13.00

Column

110

(-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (Cvam)

C 13.00

Column

120

FULLY ADJUSTED EXPOSURE VALUE (E*)

C 13.00

Column

129

BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*) OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION FACTORS

C 13.00

Column

130

0%

C 13.00

Column

140

>0% and <=20%

C 13.00

Column

150

>20% and <=50%

C 13.00

Column

160

>50% and <=100%

C 13.00

Column

170

EXPOSURE VALUE

C 13.00

Column

180

(-) DEDUCTED FROM OWN FUNDS

C 13.00

Column

190

SUBJECT TO RISK WEIGHTS

C 13.00

Column

198

BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS

C 13.00

Column

199

RATED (CREDIT QUALITY STEPS)

C 13.00

Column

200

CQS 1 & S/T CQS 1

C 13.00

Column

210

CQS 2

C 13.00

Column

220

CQS 3

C 13.00

Column

230

CQS 4 & S/T CQS 2

C 13.00

Column

240

CQS 5

C 13.00

Column

250

CQS 6

C 13.00

Column

260

CQS 7 & S/T CQS 3

C 13.00

Column

270

CQS 8

C 13.00

Column

280

CQS 9

C 13.00

Column

290

CQS 10

C 13.00

Column

300

CQS 11

C 13.00

Column

310

ALL OTHER CQS

C 13.00

Column

319

1250%

C 13.00

Column

320

UNRATED

C 13.00

Column

330

SUPERVISORY FORMULA METHOD

C 13.00

Column

340

AVERAGE RISK WEIGHT (%)

C 13.00

Column

350

LOOK-THROUGH

C 13.00

Column

360

OF WHICH: AVERAGE RISK WEIGHT (%)

C 13.00

Column

370

INTERNAL ASSESSMENT APPROACH

C 13.00

Column

380

OF WHICH: AVERAGE RISK WEIGHT (%)

C 13.00

Column

390

(-) REDUCTION IN RISK WEIGHTED EXPOSURE AMOUNT DUE TO VALUE ADJUSTMENTS AND PROVISIONS

C 13.00

Column

400

RISK-WEIGHTED EXPOSURE AMOUNT

C 13.00

Column

410

OF WHICH: SYNTHETIC SECURITISATIONS

C 13.00

Column

420

OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS

C 13.00

Column

430

ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES

C 13.00

Column

439

TOTAL RISK-WEIGHTED EXPOSURE AMOUNT

C 13.00

Column

440

BEFORE CAP

C 13.00

Column

450

AFTER CAP

C 13.00

Column

460

MEMORANDUM ITEM: RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM THE IRB SECURITISATION TO OTHER EXPOSURE CLASSES

C 13.00

Row

010

TOTAL EXPOSURES

C 13.00

Row

020

OF WHICH: RE-SECURITISATIONS

C 13.00

Row

030

ORIGINATOR: TOTAL EXPOSURES

C 13.00

Row

040

ON-BALANCE SHEET ITEMS

C 13.00

Row

049

SECURITISATIONS

C 13.00

Row

050

A

C 13.00

Row

060

B

C 13.00

Row

070

C

C 13.00

Row

079

RE-SECURITISATIONS

C 13.00

Row

080

D

C 13.00

Row

090

E

C 13.00

Row

100

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 13.00

Row

109

SECURITISATIONS

C 13.00

Row

110

A

C 13.00

Row

120

B

C 13.00

Row

130

C

C 13.00

Row

139

RE-SECURITISATIONS

C 13.00

Row

140

D

C 13.00

Row

150

E

C 13.00

Row

160

EARLY AMORTISATION

C 13.00

Row

170

INVESTOR: TOTAL EXPOSURES

C 13.00

Row

180

ON-BALANCE SHEET ITEMS

C 13.00

Row

189

SECURITISATIONS

C 13.00

Row

190

A

C 13.00

Row

200

B

C 13.00

Row

210

C

C 13.00

Row

219

RE-SECURITISATIONS

C 13.00

Row

220

D

C 13.00

Row

230

E

C 13.00

Row

240

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 13.00

Row

249

SECURITISATIONS

C 13.00

Row

250

A

C 13.00

Row

260

B

C 13.00

Row

270

C

C 13.00

Row

279

RE-SECURITISATIONS

C 13.00

Row

280

D

C 13.00

Row

290

E

C 13.00

Row

300

SPONSOR: TOTAL EXPOSURES

C 13.00

Row

310

ON-BALANCE SHEET ITEMS

C 13.00

Row

319

SECURITISATIONS

C 13.00

Row

320

A

C 13.00

Row

330

B

C 13.00

Row

340

C

C 13.00

Row

349

RE-SECURITISATIONS

C 13.00

Row

350

D

C 13.00

Row

360

E

C 13.00

Row

370

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 13.00

Row

379

SECURITISATIONS

C 13.00

Row

380

A

C 13.00

Row

390

B

C 13.00

Row

400

C

C 13.00

Row

409

RE-SECURITISATIONS

C 13.00

Row

410

D

C 13.00

Row

420

E

C 13.00

Row

429

BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION:

C 13.00

Row

430

CQS 1 & S/T CQS 1

C 13.00

Row

440

CQS 2

C 13.00

Row

450

CQS 3

C 13.00

Row

460

CQS 4 & S/T CQS 2

C 13.00

Row

470

CQS 5

C 13.00

Row

480

CQS 6

C 13.00

Row

490

CQS 7 & S/T CQS 3

C 13.00

Row

500

CQS 8

C 13.00

Row

510

CQS 9

C 13.00

Row

520

CQS 10

C 13.00

Row

530

CQS 11

C 13.00

Row

540

ALL OTHER CQS

C 14.00

Column

005

ROW NUMBER

C 14.00

Column

010

INTERNAL CODE

C 14.00

Column

020

IDENTIFIER OF THE SECURITISATION

C 14.00

Column

030

IDENTIFIER OF THE ORIGINATOR

C 14.00

Column

040

SECURITISATION TYPE: (TRADITIONAL / SYNTHETIC)

C 14.00

Column

050

ACCOUNTING TREATMENT: Securitised assets are kept or removed from the balance sheet?

C 14.00

Column

060

SOLVENCY TREATMENT: Securitisation positions subject to own funds requirements?

C 14.00

Column

070

SECURITISATION OR RE-SECURITISATION ?

C 14.00

Column

079

RETENTION

C 14.00

Column

080

TYPE OF RETENTION APPLIED

C 14.00

Column

090

% OF RETENTION AT REPORTING DATE

C 14.00

Column

100

COMPLIANCE WITH THE RETENTION REQUIREMENT?

C 14.00

Column

110

ROLE OF THE INSTITUTION: (ORIGINATOR / SPONSOR / ORIGINAL LENDER / INVESTOR)

C 14.00

Column

119

NON-ABCP PROGRAMMES

C 14.00

Column

120

ORIGINATION DATE

C 14.00

Column

130

TOTAL AMOUNT OF SECURITISED EXPOSURES AT ORIGINATION DATE

C 14.00

Column

139

SECURITISED EXPOSURES

C 14.00

Column

140

TOTAL AMOUNT

C 14.00

Column

150

INSTITUTION'S SHARE (%)

C 14.00

Column

160

TYPE

C 14.00

Column

170

Approach APPLIED (SA/IRB/MIX)

C 14.00

Column

180

NUMBER OF EXPOSURES

C 14.00

Column

190

COUNTRY

C 14.00

Column

200

ELGD (%)

C 14.00

Column

210

(-) VALUE ADJUSTMENTS AND PROVISIONS

C 14.00

Column

220

OWN FUNDS REQUIREMENTS BEFORE SECURITISATION (%)

C 14.00

Column

228

SECURITISATION STRUCTURE

C 14.00

Column

229

ON-BALANCE SHEET ITEMS

C 14.00

Column

230

SENIOR

C 14.00

Column

240

MEZZANINE

C 14.00

Column

250

FIRST LOSS

C 14.00

Column

259

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 14.00

Column

260

SENIOR

C 14.00

Column

270

MEZZANINE

C 14.00

Column

280

FIRST LOSS

C 14.00

Column

289

MATURITY

C 14.00

Column

290

FIRST FORESEEABLE TERMINATION DATE

C 14.00

Column

300

LEGAL FINAL MATURITY DATE

C 14.00

Column

302

SECURITISATION POSITIONS

C 14.00

Column

304

ORIGINAL EXPOSURE PRE CONVERSION FACTORS

C 14.00

Column

306

ON-BALANCE SHEET ITEMS

C 14.00

Column

310

SENIOR

C 14.00

Column

320

MEZZANINE

C 14.00

Column

330

FIRST LOSS

C 14.00

Column

339

OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 14.00

Column

340

SENIOR

C 14.00

Column

350

MEZZANINE

C 14.00

Column

360

FIRST LOSS

C 14.00

Column

369

MEMORANDUM ITEMS: OFF-BALANCE SHEET ITEMS AND DERIVATIVES

C 14.00

Column

370

DIRECT CREDIT SUBSTITUTES

C 14.00

Column

380

IRS / CRS

C 14.00

Column

390

ELIGIBLE LIQUIDITY FACILITIES

C 14.00

Column

400

OTHER (including non-eligible LF)

C 14.00

Column

405

EARLY AMORTISATION

C 14.00

Column

410

CONVERSION FACTOR APPLIED

C 14.00

Column

420

(-) EXPOSURE VALUE DEDUCTED FROM OWN FUNDS

C 14.00

Column

429

TOTAL RISK WEIGHTED EXPOSURE AMOUNT

C 14.00

Column

430

BEFORE CAP

C 14.00

Column

440

AFTER CAP

C 14.00

Column

449

SECURITISATION POSITIONS - TRADING BOOK

C 14.00

Column

450

CTP OR NON-CTP?

C 14.00

Column

459

NET POSITIONS

C 14.00

Column

460

LONG

C 14.00

Column

470

SHORT

C 14.00

Column

479

TOTAL OWN FUNDS REQUIREMENTS (SA)

C 14.00

Column

480

SPECIFIC RISK

C 14.00

Row

999

Open

C 15.00

Column

005

Losses

C 15.00

Column

010

Sum of losses stemming from lending up to the reference percentages

C 15.00

Column

020

of which: immovable property valued with mortgage lending value

C 15.00

Column

030

Sum of overall losses

C 15.00

Column

040

of which: immovable property valued with mortgage lending value

C 15.00

Column

045

Exposures

C 15.00

Column

050

Sum of the exposures

C 15.00

Row

010

collateralised by: Residential property

C 15.00

Row

020

collateralised by: Commercial immovable property

C 15.00

Sheet

999

Country

C 16.00.a

Column

010

RELEVANT INDICATOR YEAR-3

C 16.00.a

Column

020

RELEVANT INDICATOR YEAR-2

C 16.00.a

Column

030

RELEVANT INDICATOR LAST YEAR

C 16.00.a

Column

040

LOANS AND ADVANCES YEAR-3

C 16.00.a

Column

050

LOANS AND ADVANCES YEAR-2

C 16.00.a

Column

060

LOANS AND ADVANCES LAST YEAR

C 16.00.a

Column

070

Own funds requirements

C 16.00.a

Column

071

Total operational risk exposure amount

C 16.00.a

Row

010

BANKING ACTIVITIES SUBJECT TO BASIC INDICATOR Approach(BIA)

C 16.00.a

Row

020

BANKING ACTIVITIES SUBJECT TO STANDARDISED (TSA) / ALTERNATIVE STANDARDISED (ASA) APPROACHES

C 16.00.a

Row

025

Subject to TSA

C 16.00.a

Row

030

CORPORATE FINANCE (CF)

C 16.00.a

Row

040

TRADING AND SALES (TS)

C 16.00.a

Row

050

RETAIL BROKERAGE (RBr)

C 16.00.a

Row

060

COMMERCIAL BANKING (CB)

C 16.00.a

Row

070

RETAIL BANKING (RB)

C 16.00.a

Row

080

PAYMENT AND SETTLEMENT (PS)

C 16.00.a

Row

090

AGENCY SERVICES (AS)

C 16.00.a

Row

100

ASSET MANAGEMENT (AM)

C 16.00.a

Row

110

COMMERCIAL BANKING (CB)

C 16.00.a

Row

120

RETAIL BANKING (RB)

C 16.00.b

Column

010

RELEVANT INDICATOR YEAR-3

C 16.00.b

Column

020

RELEVANT INDICATOR YEAR-2

C 16.00.b

Column

030

RELEVANT INDICATOR LAST YEAR

C 16.00.b

Column

070

Own funds requirements

C 16.00.b

Column

071

Total operational risk exposure amount

C 16.00.b

Column

075

AMA memorandum items

C 16.00.b

Column

080

OF WHICH: DUE TO AN ALLOCATION MECHANISM

C 16.00.b

Column

090

OWN FUNDS REQUIREMENT BEFORE ALLEVIATION DUE TO EXPECTED LOSS, DIVERSIFICATION AND RISK MITIGATION TECHNIQUES

C 16.00.b

Column

100

(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO THE EXPECTED LOSS CAPTURED IN BUSINESS PRACTICES

C 16.00.b

Column

110

(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO DIVERSIFICATION

C 16.00.b

Column

120

(-) ALLEVIATION OF OWN FUNDS REQUIREMENT DUE TO RISK MITIGATION TECHNIQUES (INSURANCE AND OTHER RISK TRANSFER MECHANISMS)

C 16.00.b

Row

125

Subject to ASA

C 16.00.b

Row

130

BANKING ACTIVITIES SUBJECT TO ADVANCED MEASUREMENT APPROACHES AMA

C 17.00.a

Column

005

Event types

C 17.00.a

Column

010

INTERNAL FRAUD

C 17.00.a

Column

020

EXTERNAL FRAUD

C 17.00.a

Column

030

EMPLOYMENT PRACTICES AND WORKPLACE SAFETY

C 17.00.a

Column

040

CLIENTS, PRODUCTS & BUSINESS PRACTICES

C 17.00.a

Column

050

DAMAGE TO PHYSICAL ASSETS

C 17.00.a

Column

060

BUSINESS DISRUPTION AND SYSTEM FAILURES

C 17.00.a

Column

070

EXECUTION, DELIVERY & PROCESS MANAGEMENT

C 17.00.a

Column

080

TOTAL EVENT TYPES

C 17.00.a

Row

009

CORPORATE FINANCE [CF]

C 17.00.a

Row

010

Number of events

C 17.00.a

Row

020

Total loss amount

C 17.00.a

Row

030

Maximum single loss

C 17.00.a

Row

040

Sum of the five largest losses

C 17.00.a

Row

109

TRADING AND SALES [TS]

C 17.00.a

Row

110

Number of events

C 17.00.a

Row

120

Total loss amount

C 17.00.a

Row

130

Maximum single loss

C 17.00.a

Row

140

Sum of the five largest losses

C 17.00.a

Row

209

RETAIL BROKERAGE [RBr]

C 17.00.a

Row

210

Number of events

C 17.00.a

Row

220

Total loss amount

C 17.00.a

Row

230

Maximum single loss

C 17.00.a

Row

240

Sum of the five largest losses

C 17.00.a

Row

309

COMMERCIAL BANKING [CB]

C 17.00.a

Row

310

Number of events

C 17.00.a

Row

320

Total loss amount

C 17.00.a

Row

330

Maximum single loss

C 17.00.a

Row

340

Sum of the five largest losses

C 17.00.a

Row

409

RETAIL BANKING [RB]

C 17.00.a

Row

410

Number of events

C 17.00.a

Row

420

Total loss amount

C 17.00.a

Row

430

Maximum single loss

C 17.00.a

Row

440

Sum of the five largest losses

C 17.00.a

Row

509

PAYMENT AND SETTLEMENT [PS]

C 17.00.a

Row

510

Number of events

C 17.00.a

Row

520

Total loss amount

C 17.00.a

Row

530

Maximum single loss

C 17.00.a

Row

540

Sum of the five largest losses

C 17.00.a

Row

609

AGENCY SERVICES [AS]

C 17.00.a

Row

610

Number of events

C 17.00.a

Row

620

Total loss amount

C 17.00.a

Row

630

Maximum single loss

C 17.00.a

Row

640

Sum of the five largest losses

C 17.00.a

Row

709

ASSET MANAGEMENT [AM]

C 17.00.a

Row

710

Number of events

C 17.00.a

Row

720

Total loss amount

C 17.00.a

Row

730

Maximum single loss

C 17.00.a

Row

740

Sum of the five largest losses

C 17.00.a

Row

809

CORPORATE ITEMS [CI]

C 17.00.a

Row

810

Number of events

C 17.00.a

Row

820

Total loss amount

C 17.00.a

Row

830

Maximum single loss

C 17.00.a

Row

840

Sum of the five largest losses

C 17.00.a

Row

909

TOTAL BUSINESS LINES

C 17.00.a

Row

910

Number of events

C 17.00.a

Row

920

Total loss amount

C 17.00.a

Row

930

Maximum single loss

C 17.00.a

Row

940

Sum of the five largest losses

C 17.00.b

Column

090

MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION lowest

C 17.00.b

Column

100

MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION highest

C 17.00.b

Row

019

CORPORATE FINANCE [CF]

C 17.00.b

Row

020

Total loss amount

C 17.00.b

Row

119

TRADING AND SALES [TS]

C 17.00.b

Row

120

Total loss amount

C 17.00.b

Row

219

RETAIL BROKERAGE [RBr]

C 17.00.b

Row

220

Total loss amount

C 17.00.b

Row

319

COMMERCIAL BANKING [CB]

C 17.00.b

Row

320

Total loss amount

C 17.00.b

Row

419

RETAIL BANKING [RB]

C 17.00.b

Row

420

Total loss amount

C 17.00.b

Row

519

PAYMENT AND SETTLEMENT [PS]

C 17.00.b

Row

520

Total loss amount

C 17.00.b

Row

619

AGENCY SERVICES [AS]

C 17.00.b

Row

620

Total loss amount

C 17.00.b

Row

719

ASSET MANAGEMENT [AM]

C 17.00.b

Row

720

Total loss amount

C 17.00.b

Row

819

CORPORATE ITEMS [CI]

C 17.00.b

Row

820

Total loss amount

C 17.00.b

Row

919

TOTAL BUSINESS LINES

C 17.00.b

Row

920

Total loss amount

C 18.00

Column

008

Positions

C 18.00

Column

009

All positions

C 18.00

Column

010

Long

C 18.00

Column

020

Short

C 18.00

Column

029

Net positions

C 18.00

Column

030

Long

C 18.00

Column

040

Short

C 18.00

Column

050

Positions subject to capital charge

C 18.00

Column

060

Own funds requirements

C 18.00

Column

070

Total risk exposure amount

C 18.00

Row

010

TRADED DEBT INSTRUMENTS IN TRADING BOOK

C 18.00

Row

011

General risk

C 18.00

Row

012

Derivatives

C 18.00

Row

013

Other assets and liabilities

C 18.00

Row

020

Maturity-based approach

C 18.00

Row

030

Zone 1

C 18.00

Row

040

0 <= 1 month

C 18.00

Row

050

> 1 <= 3 months

C 18.00

Row

060

> 3 <= 6 months

C 18.00

Row

070

> 6 <= 12 months

C 18.00

Row

080

1.2 Zone 2

C 18.00

Row

090

> 1 <= 2 (1,9 for coupon of less than 3%) years

C 18.00

Row

100

> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years

C 18.00

Row

110

> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years

C 18.00

Row

120

1.3 Zone 3

C 18.00

Row

130

> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years

C 18.00

Row

140

> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years

C 18.00

Row

150

> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years

C 18.00

Row

160

> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years

C 18.00

Row

170

> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years

C 18.00

Row

180

> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years

C 18.00

Row

190

> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years

C 18.00

Row

200

> 20 (> 20 for coupon of less than 3%) years

C 18.00

Row

210

Duration-based approach

C 18.00

Row

220

Zone 1

C 18.00

Row

230

Zone 2

C 18.00

Row

240

Zone 3

C 18.00

Row

250

Specific risk

C 18.00

Row

251

Own funds requirement for non-securitisation debt instruments

C 18.00

Row

260

Debt securities under the first category

C 18.00

Row

270

Debt securities under the second category

C 18.00

Row

280

With residual term <= 6 months

C 18.00

Row

290

With a residual term > 6 months and <= 24 months

C 18.00

Row

300

With a residual term > 24 months

C 18.00

Row

310

Debt securities under the third category

C 18.00

Row

320

Debt securities under the fourth category

C 18.00

Row

321

Rated nth-to default credit derivatives

C 18.00

Row

325

Own funds requirement for securitisation instruments

C 18.00

Row

330

Own funds requirement for the correlation trading portfolio

C 18.00

Row

340

Particular Approach for position risk in CIUs

C 18.00

Row

350

Additional requirements for options (non-delta risks)

C 18.00

Row

360

Simplified method

C 18.00

Row

370

Delta plus approach - additional requirements for gamma risk

C 18.00

Row

380

Delta plus approach - additional requirements for vega risk

C 18.00

Row

390

Scenario matrix approach

C 18.00

Sheet

001

Total

C 18.00

Sheet

002

Euro

C 18.00

Sheet

003

Lek

C 18.00

Sheet

004

Bulgarian Lev

C 18.00

Sheet

005

Czech Koruna

C 18.00

Sheet

006

Danish Krone

C 18.00

Sheet

007

Pound Sterling

C 18.00

Sheet

008

Forint

C 18.00

Sheet

009

Yen

C 18.00

Sheet

010

Latvian Lats

C 18.00

Sheet

011

Lithuanian Litas

C 18.00

Sheet

012

Denar

C 18.00

Sheet

013

Zloty

C 18.00

Sheet

014

Romanian Leu

C 18.00

Sheet

015

Russian Ruble

C 18.00

Sheet

016

Serbian Dinar

C 18.00

Sheet

017

Swedish Krona

C 18.00

Sheet

018

Swiss Franc

C 18.00

Sheet

019

Turkish Lira

C 18.00

Sheet

020

Hryvnia

C 18.00

Sheet

021

US Dollar

C 18.00

Sheet

022

Iceland Krona

C 18.00

Sheet

023

Norwegian Krone

C 18.00

Sheet

024

Egyptian Pound

C 18.00

Sheet

025

Other

C 19.00

Column

009

All positions

C 19.00

Column

010

Long

C 19.00

Column

020

Short

C 19.00

Column

029

(-) POSITIONS DEDUCTED FROM OWN FUNDS

C 19.00

Column

030

(-) Long

C 19.00

Column

040

(-) Short

C 19.00

Column

049

Net positions

C 19.00

Column

050

Long

C 19.00

Column

060

Short

C 19.00

Column

068

BREAKDOWN OF THE NET POSITIONS (LONG) ACCORDING TO SA AND IRB RISK WEIGHTS

C 19.00

Column

069

RISK WEIGHTS < 1250%

C 19.00

Column

070

7 - 10%

C 19.00

Column

080

12 - 18%

C 19.00

Column

090

20 - 35%

C 19.00

Column

100

40 - 75%

C 19.00

Column

110

100%

C 19.00

Column

120

150%

C 19.00

Column

130

200%

C 19.00

Column

140

225%

C 19.00

Column

150

250%

C 19.00

Column

160

300%

C 19.00

Column

170

350%

C 19.00

Column

180

425%

C 19.00

Column

190

500%

C 19.00

Column

200

650%

C 19.00

Column

210

750%

C 19.00

Column

220

850%

C 19.00

Column

229

1250%

C 19.00

Column

230

RATED

C 19.00

Column

240

UNRATED

C 19.00

Column

250

SUPERVISORY FORMULA METHOD

C 19.00

Column

260

AVERAGE RISK WEIGHT (%)

C 19.00

Column

270

LOOK-THROUGH

C 19.00

Column

280

INTERNAL ASSESMENT APPROACH

C 19.00

Column

290

AVERAGE RISK WEIGHT (%)

C 19.00

Column

298

BREAKDOWN OF THE NET POSITIONS (SHORT) ACCORDING TO SA AND IRB RISK WEIGHTS

C 19.00

Column

299

RISK WEIGHTS < 1250%

C 19.00

Column

300

7 - 10%

C 19.00

Column

310

12 - 18%

C 19.00

Column

320

20 - 35%

C 19.00

Column

330

40 - 75%

C 19.00

Column

340

100%

C 19.00

Column

350

150%

C 19.00

Column

360

200%

C 19.00

Column

370

225%

C 19.00

Column

380

250%

C 19.00

Column

390

300%

C 19.00

Column

400

350%

C 19.00

Column

410

425%

C 19.00

Column

420

500%

C 19.00

Column

430

650%

C 19.00

Column

440

750%

C 19.00

Column

450

850%

C 19.00

Column

459

1250%

C 19.00

Column

460

RATED

C 19.00

Column

470

UNRATED

C 19.00

Column

480

SUPERVISORY FORMULA METHOD

C 19.00

Column

490

AVERAGE RISK WEIGHT (%)

C 19.00

Column

500

LOOK-THROUGH

C 19.00

Column

510

INTERNAL ASSESMENT APPROACH

C 19.00

Column

520

AVERAGE RISK WEIGHT (%)

C 19.00

Column

529

OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF THE DUE DILIGENCE PROVISIONS

C 19.00

Column

530

WEIGHTED NET LONG POSITIONS

C 19.00

Column

540

WEIGHTED NET SHORT POSITIONS

C 19.00

Column

549

BEFORE CAP

C 19.00

Column

550

WEIGHTED NET LONG POSITIONS

C 19.00

Column

560

WEIGHTED NET SHORT POSITIONS

C 19.00

Column

570

SUM OF WEIGHTED NET LONG AND SHORT POSITIONS

C 19.00

Column

579

AFTER CAP

C 19.00

Column

580

WEIGHTED NET LONG POSITIONS

C 19.00

Column

590

WEIGHTED NET SHORT POSITIONS

C 19.00

Column

600

SUM OF WEIGHTED NET LONG AND SHORT POSITIONS

C 19.00

Column

610

OWN FUNDS REQUIREMENTS

C 19.00

Row

010

TOTAL EXPOSURES

C 19.00

Row

020

Of which: RE-SECURITISATIONS

C 19.00

Row

030

ORIGINATOR: TOTAL EXPOSURES

C 19.00

Row

040

SECURITISATIONS

C 19.00

Row

050

RE-SECURITISATIONS

C 19.00

Row

060

INVESTOR: TOTAL EXPOSURES

C 19.00

Row

070

SECURITISATIONS

C 19.00

Row

080

RE-SECURITISATIONS

C 19.00

Row

090

SPONSOR: TOTAL EXPOSURES

C 19.00

Row

100

SECURITISATIONS

C 19.00

Row

110

RE-SECURITISATIONS

C 19.00

Row

119

BREAKDOWN OF THE TOTAL SUM OF WEIGHTED NET LONG AND NET SHORT POSITIONS BY UNDERLYING TYPES

C 19.00

Row

120

1. Residential mortgages

C 19.00

Row

130

2. Commercial mortgages

C 19.00

Row

140

3. Credit card receivables

C 19.00

Row

150

4. Leasing

C 19.00

Row

160