Index
Constraints
DPM Mapeba_tC_47.00 - C 47.00 (LRCalc)
| C 47.00 | ||
| Amount / Ratio | ||
| 0010 | ||
| Exposure Values | 0009 | |
| SFTs: Exposure value | 0010 | |
| SFTs: Add-on for counterparty credit risk | 0020 | |
| Derogation for SFTs: Add-on in accordance with Article 429e(5) and 222 CRR | 0030 | |
| Counterparty credit risk of SFT agent transactions | 0040 | |
| (-) Exempted CCP leg of client-cleared SFT exposures | 0050 | |
| Derivatives: replacement cost under the SA-CCR (without the effect of collateral on NICA) | 0061 | |
| (-) Effect of the recognition of collateral on NICA on QCCP client-cleared transactions (SA-CCR - replacement cost) | 0065 | |
| (-) Effect of the eligible cash variation margin received offset against derivatives market value (SA-CCR - replacement cost) | 0071 | |
| (-) Effect of the exempted CCP leg of client-cleared trade exposures (SA-CCR -replacement cost) | 0081 | |
| Derivatives: Potential future exposure contribution under SA-CCR (multiplier at 1) | 0091 | |
| (-) Effect lower multiplier for QCCP client-cleared transactions on the PFE contribution (SA-CCR - Potential future exposure) | 0092 | |
| (-)Effect of the exempted CCP leg of client-cleared trade exposures (SA-CCR approach-potential future exposure) | 0093 | |
| Derogation for derivatives: replacement costs contribution under the simplified standardised approach | 0101 | |
| (-) Effect of exempted CCP leg of client-cleared trade exposures (simplified standardised approach - replacement costs) | 0102 | |
| Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach (multiplier at 1) | 0103 | |
| (-)Effect of exempted CCP leg of client-cleared trade exposures (simplified standardised approach - potential future exposure) | 0104 | |
| Derogation for derivatives: original exposure method | 0110 | |
| (-) Exempted CCP leg of client-cleared trade exposures (original exposure method) | 0120 | |
| Capped notional amount of written credit derivatives | 0130 | |
| (-) Eligible purchased credit derivatives offset against written credit derivatives | 0140 | |
| Off-balance sheet items with a 10% CCF in accordance with Article 429f CRR | 0150 | |
| Off-balance sheet items with a 20% CCF in accordance with Article 429f CRR | 0160 | |
| Off-balance sheet items with a 50% CCF in accordance with Article 429f CRR | 0170 | |
| Off-balance sheet items with a 100% CCF in accordance with Article 429f CRR | 0180 | |
| (-) General credit risk adjustments to off balance sheet items | 0181 | |
| Regular-way purchases and sales awaiting settlement: Accounting value under trade date accounting | 0185 | |
| Regular-way sales awaiting settlement: Reverse out of accounting offsetting under trade date accounting | 0186 | |
| (-) Regular-way sales awaiting settlement: offset in accordance with 429g(2) CRR | 0187 | |
| Regular-way purchases awaiting settlement: Full recognition of commitments to pay under settlement date accounting | 0188 | |
| (-) Regular-way purchases or sales awaiting settlement: offset for assets under settlement date accounting in accordance with 429g(3) CRR | 0189 | |
| Other assets | 0190 | |
| (-) General credit risk adjustments to on balance sheet items | 0191 | |
| Cash pooling arrangements that cannot be netted prudentially: value in the accounting framework | 0193 | |
| Cash pooling arrangements that cannot be netted prudentially: effect of grossing-up the netting applied in the accounting framework | 0194 | |
| Cash pooling arrangements that can be netted prudentially: value in the accounting framework | 0195 | |
| Cash pooling arrangements that can be netted prudentially: effect of grossing-up the netting applied in the accounting framework | 0196 | |
| (-) Cash pooling arrangements that can be netted prudentially: Recognition of netting in accordance with Article 429b(2) CRR | 0197 | |
| (-) Cash pooling arrangements that can be netted prudentially: Recognition of netting in accordance with Article 429b(3) CRR | 0198 | |
| Gross up for derivatives collateral provided | 0200 | |
| (-) Receivables for cash variation margin provided in derivatives transactions | 0210 | |
| (-) Exempted CCP leg of client-cleared trade exposures (initial margin) | 0220 | |
| Adjustments for SFT sales accounting transactions | 0230 | |
| (-) Reduction of the exposure value of pre-financing or intermediate loans | 0235 | |
| (-) Fiduciary assets | 0240 | |
| (-) Intragroup exposures (solo basis) exempted in accordance with point (c) of Article 429a(1) CRR | 0250 | |
| (-) IPS exposures exempted in accordance with point (c) of Article 429a(1) CRR | 0251 | |
| (-) Excluded guaranteed parts of exposures arising from export credits | 0252 | |
| (-) Excluded excess collateral deposited at triparty agents | 0253 | |
| (-) Excluded securitised exposures representing significant risk transfer | 0254 | |
| (-) Exposures to the central bank exempted in accordance with point (n) of Article 429a(1) CRR | 0255 | |
| (-) Excluded banking-type ancillary services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR | 0256 | |
| (-) Excluded banking-type ancillary services of designated institutions in accordance with point (p) of Article 429a(1) CRR | 0257 | |
| (-) Exposures exempted in accordance with point (j) of Article 429a(1) CRR | 0260 | |
| (-) Excluded exposures of public development credit institutions - Public sector investments | 0261 | |
| (-) Excluded exposures of public development credit institutions - Promotional loans granted by a public development credit institution | 0262 | |
| (-) Excluded exposures of public development credit institutions - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State | 0263 | |
| (-) Excluded exposures of public development credit institutions - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution | 0264 | |
| (-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by a public development credit institution | 0265 | |
| (-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member Stat | 0266 | |
| (-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through | 0267 | |
| (-) Asset amount deducted - Tier 1 - fully phased-in definition | 0270 | |
| Asset amount deducted (-) or added (+) - Tier 1 capital - transitional definition | 0280 | |
| Total Leverage Ratio exposure measure - using a fully phased-in definition of Tier 1 capital | 0290 | |
| Total Leverage Ratio exposure measure - using a transitional definition of Tier 1 capital | 0300 | |
| Capital | 0309 | |
| Tier 1 capital - fully phased-in definition | 0310 | |
| Tier 1 capital - transitional definition | 0320 | |
| Leverage Ratio | 0329 | |
| Leverage Ratio - using a fully phased-in definition of Tier 1 capital | 0330 | |
| Leverage Ratio - using a transitional definition of Tier 1 capital | 0340 | |
| Requirements: amounts | 0349 | |
| Pillar 2 requirement (P2R) to address risks of excessive leverage | 0350 | |
| of which: to be made up of CET1 capital | 0360 | |
| G-SII leverage ratio buffer | 0370 | |
| Pillar 2 guidance (P2G) to address risks of excessive leverage | 0380 | |
| of which: to be made up of CET1 capital | 0390 | |
| of which: to be made up of Tier 1 capital | 0400 | |
| Requirements: ratios | 0409 | |
| Pillar 1 Leverage Ratio requirement | 0410 | |
| Total SREP leverage ratio requirement (TSLRR) | 0420 | |
| TSLRR: to be made up of CET1 capital | 0430 | |
| Overall leverage ratio requirement (OLRR) | 0440 | |
| Overall leverage ratio requirement (OLRR) and Pillar to Guidance (P2G) ratio | 0450 | |
| OLRR and P2G: to be made up of CET1 capital | 0460 | |
| OLRR and P2G: to be made up of Tier 1 capital | 0470 | |
| Memorandum items | 0479 | |
| Leverage ratio as if IFRS 9 or analogous ECL transitional arrangements had not been applied | 0480 | |
| Leverage ratio as if the temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income have not been applied | 0490 | |