Index
Constraints
DPM Mapsrb_tf_04.d - Section D. ‘Additional risk indicators to be determined by the resolution authority’ pillar
| Value | ||
| 1 | ||
| Additional risk indicator D.i) Trading activities, expressed as Risk exposure amount for market risk on traded debt instruments and equity out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets | ||
| Risk exposure amount for market risk on traded debt instruments and equity, at the reporting level selected in Field ID 4A9 | 4D1 | |
| a) Divided by Total Risk Exposure (automatic - not to fill in) | 4D2 | |
| b) Divided by CET1 Capital (automatic - not to fill in) | 4D3 | |
| c) Divided by Total Assets (automatic - not to fill in) | 4D4 | |
| Additional risk indicator D.i) Off-balance sheet nominal amount out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets | ||
| Total off-balance sheet nominal amount, at the reporting level selected in Field ID 4A9 | 4D5 | |
| a) Divided by Total Risk Exposure (automatic - not to fill in) | 4D6 | |
| b) Divided by CET1 Capital (automatic - not to fill in) | 4D7 | |
| c) Divided by Total Assets (automatic - not to fill in) | 4D8 | |
| Additional risk indicator D.i) Total derivative exposures out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets | ||
| Total derivative exposure, at the reporting level selected in Field ID 4A9 | 4D9 | |
| Of which: derivatives cleared through a central counterparty (CCP), at the reporting level selected above | 4D10 | |
| a) Divided by Total Risk Exposure (automatic - not to fill in) | 4D11 | |
| b) Divided by CET1 Capital (automatic - not to fill in) | 4D12 | |
| c) Divided by Total Assets (automatic - not to fill in) | 4D13 | |
| Additional risk indicator D.ii) Membership in an Institutional Protection Scheme (IPS) | ||
| Is the institution member of an ‘Institutional Protection Scheme’ (IPS)? (automatic - not to fill in) | 1C3 | |
| Has the competent authority granted the permission referred to in Article 113(7) of the CRR? (automatic - not to fill in) | 1C4 | |
| Name of the IPS (only if Yes above) | 4D14 | |
| Additional risk indicator D.iii) Extent of previous extraordinary public financial support | ||
| Does the institution meet the three conditions specified for this field (see definitions & guidance) at the reference date? | 4D17 | |
| For institutions that are part of a group: Name of the EU parent (to fill in even if 'No' above) | 4D18 | |
| For institutions that are part of a group: LEI code of the EU parent (to fill in even if 'No' above) | 4D19 | |