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

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EU Legislation

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

01/01/2021EU

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
Row		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	Own funds requirement weights	Countercyclical capital buffer rate
		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