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Status: Please note you should read all Brexit changes to the FCA Handbook and BTS alongside the main FCA transitional directions. Where these directions apply the 'standstill', firms have the choice between complying with the pre-IP completion day rules, or the post-IP completion day rules. To see a full list of Handbook modules affected, please see Annex B to the main FCA transitional directions.

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ANNEX I STANDARD FORMAT FOR DISCLOSURE OF INFORMATION IN RELATION TO THE COMPLIANCE OF INSTITUTIONS WITH THE REQUIREMENT FOR A COUNTERCYCLICAL CAPITAL BUFFER

Table 1 Geographical distribution of credit exposures relevant for the calculation of the countercyclical capital buffer

Row

General credit exposures

Trading book exposure

Securitisation exposure

Own funds requirements

Own funds requirement weights

Countercyclical capital buffer rate

Exposure value for SA

Exposure value IRB

Sum of long and short position of trading book

Value of trading book exposure for internal models

Exposure value for SA

Exposure value for IRB

Of which: General credit exposures

Of which: Trading book exposures

Of which: Securitisation exposures

Total

010

020

030

040

050

060

070

080

090

100

110

120

010

Breakdown by country

Country:001

002

NNN

020

Table 2 Amount of institution-specific countercyclical capital buffer

Row

Column

010

010

Total risk exposure amount

020

Institution specific countercyclical buffer rate

030

Institution specific countercyclical buffer requirement