AS00.01.01 - Basic information AS01.01.01 - MFI holdings of securities FV00.01.01 - Basic information FV01.01.01 - Income and expenditure FV02.01.01 - Assets and liabilities Base items Main category Approach Boolean total Collateral/Guarantees Computability in own funds Callability of the instruments Credit protection Credit quality Counterparty Currency Exposure classes External ratings Event type Geographical area Impairment Type of market NACE code Percentages Positions in the instrument Portfolio Reference period Purpose Related parties/Relationships Role in the securitisation process Type of risk Risk transfer treatment Securitisation structure Type of activity Time interval Underlying exposures in securitisations Correlation Trading Portfolio Liquidity Contingent scenario Scope of consolidation Accounting standard Code Lists Currency conversion approach Interval of amounts Entity National GAAP IFRS 1 - Exposures to individual clients 2 - Exposures to groups of connected clients K - Totally kept P - Partially removed R - Totally removed N - Not applicable A - Vertical slice (securitisation positions) A* - Vertical slice (securitised exposures) B - Revolving exposures C - On-balance sheet D - First loss E - Exempted U - In breach or unknown Control Interconnectedness Joint stock company Mutual/cooperative Other non-joint stock company Universal banking (retail/commercial and investment banking) Retail/commercial banking Investment banking Specialised lender Quarterly - based on monthly averages End-quarter I - Institutions U - Unregulated financial entities Full consolidation Proportional consolidation Equity method Other than Full consolidation, Proportional consolidation, Equity method Model not authorised by regulator Instrument or underlying not authorised internally Other rationale for exclusion 1 modelling factor 2 modelling factors More than 2 modelling factors Rating Agencies IRB Market implied PDs Other source of PDs Other business model Credit institution Investment firm Financial institution (other) (Mixed) financial holding company Ancillary services undertaking Securitisation special purpose entity (SSPE) Covered bond company Other type of entity Underlying or modelling feature not contemplated internally None 1-6 6-24 24-100 100+ IR - Interest rates FX - Foreign exchange CR - Credit EQ - Equities CO - Commodities Yes (Article 7 CRR Waiver) No (Article 7 CRR Waiver) L.00 - Liabilities excluded from bail-in L.01 - Deposits, not covered but preferential L.02 - Deposits, not covered and not preferential L.03 - Liabilities arising from derivatives (Close-Out Amounts) L.04 - Uncollateralised secured liabilities L.05 - Structured notes L.06 - Senior unsecured liabilities L.07 - Senior non-preferred liabilities L.08 - Subordinated liabilities L.09 - Other MREL eligible liabilities L.10 - Non-financial liabilities L.11 - Residual liabilities L.12 - Tier 2 Capital L.13 - Additional Tier 1 Capital L.14 - Common Equity Tier 1 Capital G.01 - Issuance guarantees G.02 - Counterparty guarantees G.03 - Unlimited guarantees G.04 - Other type of guarantee OBS.01 - Loan commitments received OBS.02 - Financial guarantees received OBS.03 - Other commitments received AT - Einlagensicherung der Banken und Bankiers GmbH AT - Sparkassen-Haftungs AG AT - Österreichische Raiffeisen-Einlagensicherung eGen AT - Volksbank Einlagensicherung eG AT - Hypo Haftungs-Gesellschaft m.b.H. BE - Garantiefonds voor financiële diensten / Fonds de garantie pour les services financiers BG - Фондът за гарантиране на влоговете в банките HR - Državna agencija za osiguranje štednih uloga i sanaciju banaka CY - Σύστημα Εγγύησης των Καταθέσεων και Εξυγίανσης Πιστωτικών και Άλλων Ιδρυμάτων CZ - Garanční systém finančního trhu DK - Garantiformuen EE - Tagastisfond FI - Talletussuojarahasto FR - Fonds de Garantie des Dépôts et de Résolution DE - Entschädigungseinrichtung deutscher Banken GmbH DE - Entschädigungseinrichtung des Bundesverbandes Öffentlicher Banken Deutschlands GmbH DE - Sicherungseinrichtung des Deutschen Sparkassen- und Giroverbandes (DSGV-Haftungsverbund) DE - BVR Institutssicherung GmbH GR - Ταμείο Εγγύησης Καταθέσεων και Επενδύσεων HU - Országos Betétbiztosítási Alap IS - Tryggingarsjóður innstæðueigenda og fjárfesta IE - Irish Deposit Protection Scheme IT - Fondo Interbancario di Tutela dei Depositi IT - Fondo di Garanzia dei Depositanti del Credito Cooperativo LV - Latvijas Noguldījumu garantiju fonds LI - Einlagensicherungs- und Anlegerentschädigungs-Stiftung SV LT - Indėlių ir investicijų draudimas LU - Fond de garantie des Dépôts Luxembourg MT - Depositor Compensation Scheme NL - De Nederlandsche Bank, Depositogarantiestelsel NO - Bankenes sikringsfond PL - Bankowy Fundusz Gwarancyjny PT - Fundo de Garantia de Depósitos PT - Fundo de Garantia do Crédito Agrícola Mútuo RO - Fondul de Garantare a Depozitelor in Sistemul Bancar SK - Fond ochrany vkladov SI - Banka Slovenije ES - Fondo de Garantía de Depósitos de Entidades de Crédito SE - Riksgälden UK - Financial Services Compensation Scheme GI - Gibraltar Deposit Guarantee Scheme Other deposit guarantee scheme H - High MH - Medium high ML - Medium low L - Low 1 - Human resources support 1.1 - Staff administration, including administration of contracts and remuneration 1.2 - Internal communication 2 - Information technology 2.1 - IT and communication hardware 2.2 - Data storage and processing 2.3 - Other IT infrastructure, workstations, telecommunications, servers, data centres and related services 2.4 - Administration of software licenses and application software 2.5 - Access to external providers, in particular data and infrastructure providers 2.6 - Application maintenance, including software application maintenance and related data flows 2.7 - Report generation, internal information flows and data bases 2.8 - User support 2.9 - Emergency and disaster recovery 3 - Transaction processing, including legal transactional issues, in particular anti-money lain accordanceing 4 - Real estate and facility provision or management and associated facilities 4.1 - Office premises and storage 4.2 - Internal facilities management 4.3 - Security and access control 4.4 - Real estate portfolio management 4.5 - Other, please specify 5 - Legal services and compliance functions 5.1 - Corporate legal support 5.2 - Business and transactional legal services 5.3 - Compliance support 6 - Treasury-related services 6.1 - Coordination, administration and management of the treasury activity 6.2 - Coordination, administration and management of entity refinancing, including collateral management 6.3 - Reporting function, in particular with respect to regulatory liquidity ratios 6.4 - Coordination, administration and management of medium and long-term funding programs, and refinancing of group entities 6.5 - Coordination, administration and management of refinancing, in particular short-term issues 7 - Trading/asset management 7.1 - Operations processing: trade capture, design, realisation, servicing of trading products 7.2 - Confirmation, settlement, payment 7.3 - Position and counterparty management, with respect to data reporting and counterparty relationships 7.4 - Position management (risk and reconciliation) 8 - Risk management and valuation 8.1 - Central or business line or risk type-related risk management 8.2 - Risk report generation 9 - Accounting 9.1 - Statutory and regulatory reporting 9.2 - Valuation, in particular of market positions 9.3 - Management reporting 10 - Cash handling Not assessed PS (I)CSD SSS CCP-Securities CCP-Derivatives TR Other type of FMI Not applicable (FMI system type) Direct Indirect Custom-Built Software For Business Support Software Purchased As-Is Software Purchased With Custom Modifications Application / External Portal Not applicable (Mode of participation in FMI) Investment firm.Initial capital according to Article 28 (2) of Directive 2013/36/EU Investment firm.Initial capital other than according to Article 28 (2) of Directive 2013/36/EU Financial institution (excluding holdings) Type of entity other than institution, financial institution and insurance company Point of Entry Other Entity Yes (parent) Yes (subsidiary) r0110 - Covered deposits (BRRD art. 44/2/a) r0120 - Secured liabilities - collateralized part (BRRD art. 44/2/b) r0130 - Client liabilities, if protected in insolvency (BRRD art. 44/2/c) r0140 - Fiduciary liabilities, if protected in insolvency (BRRD art. 44/2/d) r0150 - Institution liabilities < 7 days (BRRD art. 44/2/e) r0160 - System (operator) liabilities < 7 days (BRRD art. 44/2/f) r0170 - Employee liabilities (BRRD art. 44/2/g/i) r0180 - Critical service liabilities (BRRD art. 44/2/g/ii) r0190 - Tax and social security authorities liabilities, if preferred (BRRD art. 44/2/g/iii) r0200 - DGS liabilities (BRRD art. 44/2/g/iv) r0310 - Deposits, not covered but preferential (BRRD art. 108) r0320 - Deposits, not covered and not preferential r0340 - Uncollateralized secured liabilities r0350 - Structured notes r0360 - Senior unsecured liabilities r0365 - Senior non-preferred liabilities r0370 - Subordinated liabilities (not recognised as own funds) r0380 - Other MREL eligible liabilities r0390 - Non-financial liabilities r0400 - Residual liabilities r0511 - o/w capital instruments/share capital r0512 - o/w instruments ranking pari passu with ordinary shares r0521 - o/w (part of) subordinated liabilities recognised as own funds r0531 - o/w (part of) subordinated liabilities recognised as own funds Rank 1 - Ranking in insolvency (master scale) Rank 2 - Ranking in insolvency (master scale) Rank 3 - Ranking in insolvency (master scale) Rank 4 - Ranking in insolvency (master scale) Rank 5 - Ranking in insolvency (master scale) Rank 6 - Ranking in insolvency (master scale) Rank 7 - Ranking in insolvency (master scale) Rank 8 - Ranking in insolvency (master scale) Rank 9 - Ranking in insolvency (master scale) Rank 10 - Ranking in insolvency (master scale) Rank 11 - Ranking in insolvency (master scale) Rank 12 - Ranking in insolvency (master scale) Rank 13 - Ranking in insolvency (master scale) Rank 14 - Ranking in insolvency (master scale) Rank 15 - Ranking in insolvency (master scale) Rank 16 - Ranking in insolvency (master scale) Rank 17 - Ranking in insolvency (master scale) Rank 18 - Ranking in insolvency (master scale) Rank 19 - Ranking in insolvency (master scale) Rank 20 - Ranking in insolvency (master scale) Secured Unsecured Non-structured/Vanilla Structured Other non-standard terms Default Solvency-related Liquidity-related Other than default, solvency-related or liquidity-related c001x - Households c002x - Micro & SME c003x - Corporates c004x - Institutions c005x - Other financial corporations c006x - Insurance firms & pension funds c008x - Government, central banks & supranationals c009x - Non identified, listed on an exchange platform c010x - Non-identified, not listed on an exchange platform c013x - Intragroup c014x - Issuances under non-EU MS jurisdiction/law, excluding intra-group Fixed coupon Floating coupon Zero-Coupon Public placement Private placement Master agreements (derivatives - ISDA MAs and similar) ISDA 2002 MA ISDA 1992 MA ISDA 1987 MA ISDA 1986 MA ISDA 1985 MA Other MA Global master repurchase agreements (ICMA GMRAs and similar) ICMA 2011 GMRA ICMA 2000 GMRA ICMA 1995 GMRA ICMA 1992 GMRA Other GMRA Single Contract Yes (Is resolution-proof) No (Is not resolution-proof) Yes (Contractual recognition of bail-in powers) No (Contractual recognition of bail-in powers) Not applicable (Contractual recognition of bail-in powers) Insurance companies Hierarchy root for code lists Intra-group Clean-up call option meeting the requirements of Article 244(4)(g) of the CRR Other clean-up call option Other type of call option Structured coupon Yes - ISDA Universal Protocol Yes - ISDA JMP Module No resolution stay recognition Yes - Other Agreement for resolution stay recognition Derivatives H: large MH: medium ML: small L: negligible Crossborder indicators based on number of countries H: >5 countries MH: [4-5 countries] ML: [2-3 countries] L: ≤1 country Crossborder indicators based on share of crossborder activity H: ≥25% MH: [15 - 25%) ML: [5 - 15%) L: <5% H: <5 competitors MH: >=5 and <10 competitors ML: >=10 and <20 competitors L: ≥20 competitors H: >6 months MH: >1 month and <= 6 months ML: >= 1 week and <=1 month L: <1 week H: >1 month MH: >1 week and <= 1 month ML: >1 day and <= 1 week L: <=1 day H: >1 week MH: >2 days and <= 1 week ML: >1 and <= 2 days H: critical barriers MH: substantial barriers ML: some barriers L: no major barriers H: critical requirements MH: substantial requirements ML: some requirements L: no major requirements Trading venue Yes (Article 7 or 10 CRR Waiver) No (Article 7 or 10 CRR Waiver) Market implied transition matrices Other source of transition matrices 1250% for positions not subject to any method Advanced Measurement Approach Advanced method Alternative Standardised Approach Approach for general risk for equities Approach for specific risk for correlation trading portfolio Approach for specific risk for equities Approach for specific risk for non securitisation debt instruments Approach for specific risk for securitisation instruments Approaches for general risk for debt instruments Approaches for options Basic Indicator Approach Risk weighted exposure amounts calculated using PD, LGD and M Alternative treatment for exposures secured by real estate Risk weighted exposure amounts calculated using RW, other Ratings Based Method Supervisory formula method Specialized lending slotting criteria Duration-based approach Extended maturity ladder approach External rating not available Internal Assessment Approach (IAA) Internal models approach for market risk IRB Approach IRB approach - Securitisation exposures Risk weighted exposure amounts calculated using RW Look-Through-Approach Maturity ladder approach Maturity-based approach Internal models approach PD/LGD approach Simple Risk Weight approach Methods to calculate risk weights do not apply Methods using external ratings Original Exposure Method Particular approach for CIUs reported as debt instruments Particular approach for CIUs reported as equity Simplified approach Standardised Approach Standardised approach for equity risk Standardised approach for foreign-exchange risk Standardised Approach, IRB Approach Standardised approaches for commodities risk Standardised approaches for interest rate risk Standardised approaches for market risk Standardised Method Other than Original Exposure Method Approaches for securitisation exposures Modified risk weights for targeting asset bubbles in the residential and commercial property Basic Indicator Approach, Standardised Approach, Advanced measurement approaches Advanced method, Standardised Method, Original Exposure Method Standardised approaches for market risk, Internal models approach for market risk Risk weighted exposure amounts calculated using PD, LGD and M, Risk weighted exposure amounts calculated using RW Risk weighted exposure amounts calculated for equities - PD/LGD approach, Simple Risk Weight approach, Internal models approach Permanent partial use Temporary partial use Simplified method Delta plus approach, additional requirements for gamma risk Delta plus approach, additional requirements for vega risk Scenario matrix approach Approaches for specific risk for debt instruments Advanced IRB Approach Foundation IRB Approach Fixed risk weights Other than financial collateral method Financial collateral simple method. Fixed Overheads approach Not applicable/ All approaches Methods to calculate risk weights apply Proxy used to determine credit spread Mark-to-market method Basel 1 SME supporting factor treatment Not applicable (approach) Internal model for correlation trading Internal models approach for market risk. VaR Internal models approach for market risk. Stressed VaR Historical simulation Monte Carlo simulation Parametric methodology Combination/Other methodology Unweighted (VaR data weighting) Weighted (VaR data weighting) Higher of weighted and unweighted (VaR data weighting) Market convention LGD used in IRB Other source of LGD IRC Model Initial stock plus net amount by maturity bucket Net amount by maturity bucket Leverage ratio add-on for counterparty credit risk. Leverage ratio add-on for counterparty credit risk. Financial collateral simple method Leverage ratio adjustments of accounting entries. Receivables for eligible cash variation margin provided in derivatives transactions Leverage ratio adjusted notional exposures for written credit derivatives Leverage ratio exempted exposures Leverage ratio adjustments of accounting entries. Fiduciary assets Leverage ratio add-on mark-to-market method Leverage ratio adjustments of accounting entries. Reverse of derecognition of assets given as derivatives collateral Leverage ratio credit derivatives same reference name Net leverage ratio exposure amounts resulting from the additional treatment for credit derivatives Leverage ratio replacement cost Leverage ratio original exposure method Leverage ratio adjustments of accounting entries.Secured financial transactions sales accounting Approaches for specific risk for market risk Particular approach for CIUs IFRS 9 impairment IAS 37 or IFRS 4 IFRS 9 fair valued commitments and financial guarantees IAS 39 n-GAAP Ratings Based Method or 1250% for positions not subject to any method Delta plus approach, fallback approach for non-continuous options and warrants Core approach prudent valuation Expert based approach Original securitisation framework (2014 - 2019) Revised securitisation framework (applicable from 2019) Internal ratings-based approach for securitisation positions (SEC-IRBA) Internal ratings-based approach for securitisation positions (SEC-IRBA). Common approach (no differentiated capital treatment) Internal ratings-based approach for securitisation positions (SEC-IRBA). Differentiated capital treatment Standardised approaches for interest rate risk. Approach for specific risk for securitisation instruments Standardised approach for securitisations (SEC-SA) Standardised approach for securitisations (SEC-SA). Common approach (no differentiated capital treatment) Standardised approach for securitisations (SEC-SA). Differentiated capital treatment External ratings-based approach for securitisation positions (SEC-ERBA) External ratings-based approach for securitisation positions (SEC-ERBA). Common approach (no differentiated capital treatment) External ratings-based approach for securitisation positions (SEC-ERBA). Differentiated capital treatment Internal assessment approach (IAA). Common approach (no differentiated capital treatment) Internal assessment approach (IAA). Differentiated capital treatment Common approach (no differentiated capital treatment) Differentiated capital treatment Other (original securitisation framework) Multiple approaches Basel I or standardised approach Approach for specific risk for securitisation instruments. SEC-IRBA Approach for specific risk for securitisation instruments. Standardised approach for securitisations (SEC-SA) Approach for specific risk for securitisation instruments. SEC-ERBA Approach for specific risk for securitisation instruments. Internal Assessment Approach (IAA) Approach for specific risk for correlation trading portfolio. Internal ratings-based approach for securitisation positions (SEC-IRBA) Approach for specific risk for correlation trading portfolio. Standardised approach for securitisations (SEC-SA) Approach for specific risk for correlation trading portfolio. External ratings-based approach for securitisation positions (SEC-ERBA) Approach for specific risk for correlation trading portfolio. Internal Assessment Approach (IAA) Approach for specific risk for securitisation instruments. 1250% for positions not subject to any method Approach for specific risk for correlation trading portfolio. 1250% for positions not subject to any method Additional stricter prudential requirements based on Article 124 CRR Additional stricter prudential requirements based on Article 164 CRR Additional stricter prudential requirements based on Article 458 CRR Daily computation of the stressed VaR calibrated to one continuous 12-month period starting from Weekly computation of the stressed VaR calibrated to one continuous 12-month period starting from Daily computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from Weekly computation of the stressed VaR calibrated to different continuous 12-month periods during the stressed VaR reporting dates given starting from Maximum of daily computation of the stressed VaR calibrated to more than one single 12-month period Maximum of weekly computation of the stressed VaR calibrated to more than one single 12-month period Other choices for the stressed VaR calibration ALBANIA AUSTRIA BELGIUM BULGARIA Countries not relevant for MKR purposes CYPRUS CZECH REPUBLIC DENMARK ESTONIA FINLAND FRANCE GERMANY GREECE HUNGARY IRELAND ITALY JAPAN LATVIA LITHUANIA LUXEMBOURG MACEDONIA, THE FORMER YUGOSLAV REPUBLIC OF MALTA NETHERLANDS NORWAY Not applicable/All geographical areas Other Countries POLAND PORTUGAL ROMANIA RUSSIAN FEDERATION SERBIA SLOVAKIA SLOVENIA SPAIN SWEDEN SWITZERLAND TURKEY UKRAINE UNITED KINGDOM UNITED STATES AFGHANISTAN ÅLAND ISLANDS ALGERIA AMERICAN SAMOA ANDORRA ANGOLA ANGUILLA ANTARCTICA ANTIGUA AND BARBUDA ARGENTINA ARMENIA ARUBA AUSTRALIA AZERBAIJAN BAHAMAS BAHRAIN BANGLADESH BARBADOS BELARUS BELIZE BENIN BERMUDA BHUTAN BOLIVIA, PLURINATIONAL STATE OF BONAIRE, SINT EUSTATIUS AND SABA BOSNIA AND HERZEGOVINA BOTSWANA BOUVET ISLAND BRAZIL BRITISH INDIAN OCEAN TERRITORY BRUNEI DARUSSALAM BURKINA FASO BURUNDI CAMBODIA CAMEROON CANADA CAPE VERDE CAYMAN ISLANDS CENTRAL AFRICAN REPUBLIC CHAD CHILE CHINA CHRISTMAS ISLAND COCOS (KEELING) ISLANDS COLOMBIA COMOROS CONGO CONGO, THE DEMOCRATIC REPUBLIC OF THE COOK ISLANDS COSTA RICA CÔTE D'IVOIRE CROATIA CUBA CURAÇAO DJIBOUTI DOMINICA DOMINICAN REPUBLIC ECUADOR EGYPT EL SALVADOR EQUATORIAL GUINEA ERITREA ETHIOPIA FALKLAND ISLANDS (MALVINAS) FAROE ISLANDS FIJI FRENCH GUIANA FRENCH POLYNESIA FRENCH SOUTHERN TERRITORIES GABON GAMBIA GEORGIA GHANA GIBRALTAR GREENLAND GRENADA GUADELOUPE GUAM GUATEMALA GUERNSEY GUINEA GUINEA-BISSAU GUYANA HAITI HEARD ISLAND AND MCDONALD ISLANDS HOLY SEE (VATICAN CITY STATE) HONDURAS HONG KONG ICELAND INDIA INDONESIA IRAN, ISLAMIC REPUBLIC OF IRAQ ISLE OF MAN ISRAEL JAMAICA JERSEY JORDAN KAZAKHSTAN KENYA KIRIBATI KOREA, DEMOCRATIC PEOPLE'S REPUBLIC OF KOREA, REPUBLIC OF KUWAIT KYRGYZSTAN LAO PEOPLE'S DEMOCRATIC REPUBLIC LEBANON LESOTHO LIBERIA LIBYA LIECHTENSTEIN MACAO MADAGASCAR MALAWI MALAYSIA MALDIVES MALI MARSHALL ISLANDS MARTINIQUE MAURITANIA MAURITIUS MAYOTTE MEXICO MICRONESIA, FEDERATED STATES OF MOLDOVA, REPUBLIC OF MONACO MONGOLIA MONTENEGRO MONTSERRAT MOROCCO MOZAMBIQUE MYANMAR NAMIBIA NAURU NEPAL NEW CALEDONIA NEW ZEALAND NICARAGUA NIGER NIGERIA NIUE NORFOLK ISLAND NORTHERN MARIANA ISLANDS OMAN PAKISTAN PALAU PALESTINIAN TERRITORY, OCCUPIED PANAMA PAPUA NEW GUINEA PARAGUAY PERU PHILIPPINES PITCAIRN PUERTO RICO QATAR RÉUNION RWANDA SAINT BARTHÉLEMY SAINT HELENA, ASCENSION AND TRISTAN DA CUNHA SAINT KITTS AND NEVIS SAINT LUCIA SAINT MARTIN (FRENCH PART) SAINT PIERRE AND MIQUELON SAINT VINCENT AND THE GRENADINES SAMOA SAN MARINO SAO TOME AND PRINCIPE SAUDI ARABIA SENEGAL SEYCHELLES SIERRA LEONE SINGAPORE SINT MAARTEN (DUTCH PART) SOLOMON ISLANDS SOMALIA SOUTH AFRICA SOUTH GEORGIA AND THE SOUTH SANDWICH ISLANDS SOUTH SUDAN SRI LANKA SUDAN SURINAME SVALBARD AND JAN MAYEN SWAZILAND SYRIAN ARAB REPUBLIC TAIWAN, PROVINCE OF CHINA TAJIKISTAN TANZANIA, UNITED REPUBLIC OF THAILAND TIMOR-LESTE TOGO TOKELAU TONGA TRINIDAD AND TOBAGO TUNISIA TURKMENISTAN TURKS AND CAICOS ISLANDS TUVALU UGANDA UNITED ARAB EMIRATES UNITED STATES MINOR OUTLYING ISLANDS URUGUAY UZBEKISTAN VANUATU VENEZUELA, BOLIVARIAN REPUBLIC OF VIET NAM VIRGIN ISLANDS, BRITISH VIRGIN ISLANDS, U.S. WALLIS AND FUTUNA WESTERN SAHARA YEMEN ZAMBIA ZIMBABWE International organisations (as pseudo geographic area) United Nations organisations IMF (International Monetary Fund) WTO (World Trade Organisation) IBRD (International Bank for Reconstruction and Development) IDA (International Development Association) Other UN Organisations (includes 1H, 1J-1T) UNESCO (United Nations Educational, Scientific and Cultural Organisation) FAO (Food and Agriculture Organisation) WHO (World Health Organisation) IFAD (International Fund for Agricultural Development) IFC (International Finance Corporation) MIGA (Multilateral Investment Guarantee Agency) UNICEF (United Nations Children’s Fund) UNHCR (United Nations High Commissioner for Refugees) UNRWA (United Nations Relief and Works Agency for Palestine) IAEA (International Atomic Energy Agency) ILO (International Labour Organisation) ITU (International Telecommunication Union) Rest of UN Organisations n.i.e. All the European Union Institutions excluding the institutions of the euro area EMS (European Monetary System) EIB (European Investment Bank) EC (European Commission) EDF (European Development Fund) ECB (European Central Bank) EIF (European Investment Fund) ECSC (European Coal and Steel Community) Neighbourhood Investment Facility FEMIP (Facility for Euro-Mediterranean Investment and Partnership) Other European Union Institutions, Organs and Organisms covered by General budget European Parliament Council of the European Union Court of Justice Court of Auditors European Council Economic and Social Committee Committee of the Regions EU-Africa Infrastructure Trust Fund ESM (European Stability Mechanism) Joint Committee of the European Supervisory Authorities (ESAs) All the European Union Institutions financed via the EU Budget All the European Union Institutions not financed via the EU Budget All European Community Institutions, Organs and Organisms, including ECB and ESM Other small European Union Institutions (Ombudsman, Data Protection Supervisor etc.) OECD (Organisation for Economic Co-operation and Development) BIS (Bank for International Settlements) IADB (Inter-American Development Bank) AfDB (African Development Bank) AsDB (Asian Development Bank) EBRD (European Bank for Reconstruction and Development) IIC (Inter-American Investment Corporation) NIB (Nordic Investment Bank) ECCB (Eastern Caribbean Central Bank) IBEC (International Bank for Economic Co-operation) IIB (International Investment Bank) CDB (Caribbean Development Bank) AMF (Arab Monetary Fund) BADEA (Banque arabe pour le développement économique en Afrique) BCEAO (Banque Centrale des Etats de l'Afrique de l'Ouest) CASDB (Central African States Development Bank) African Development Fund Asian Development Fund Fonds spécial unifié de développement CABEI (Central American Bank for Economic Integration) ADC (Andean Development Corporation) Other International Organisations (financial institutions) BEAC (Banque des Etats de l'Afrique Centrale) CEMAC (Communauté Économique et Monétaire de l'Afrique Centrale) ECCU (Eastern Caribbean Currency Union) Other International Financial Organisations Other International Organisations (non-financial institutions) NATO (North Atlantic Treaty Organisation) Council of Europe ICRC (International Committee of the Red Cross) ESA (European Space Agency) EPO (European Patent Office) EUROCONTROL (European Organisation for the Safety of Air Navigation) EUTELSAT (European Telecommunications Satellite Organisation) WAEMU (West African Economic and Monetary Union) INTELSAT (International Telecommunications Satellite Organisation) EBU/UER (European Broadcasting Union/Union européenne de radio-télévision) EUMETSAT (European Organisation for the Exploitation of Meteorological Satellites) ESO (European Southern Observatory) ECMWF (European Centre for Medium-Range Weather Forecasts) EMBL (European Molecular Biology Laboratory) CERN (European Organisation for Nuclear Research) IOM (International Organisation for Migration) IDB (Islamic Development Bank) EDB (Eurasian Development Bank) Paris Club Creditor Institutions CEB (Council of Europe Development Bank) Other International Non-Financial Organisations International Organisations excluding European Union Institutions International Union of Credit and Investment Insurers Multilateral Lending Agencies Country of the reporting institution All national markets outside the Union Euro area European Financial Stability Facility (EFSF) ICSID (International Centre for Settlement of Investment Disputes) World Bank Group Bank Group EURATOM Black Sea Trade and Development Banks AFREXIMBANK (African Export-Import Bank) BLADEX (Banco Latino Americano De Comercio Exterior) FLAR (Fondo Latino Americano de Reservas) Fonds Belgo-Congolais d'Amortissement et de Gestion IFFIm (International Finance Facility for Immunisation) EUROFIMA (European Company for the Financing of Railroad Rolling Stock) International organization excluding the BIS and the IMF All countries European Economic Area (EEA) European Union (EU) Countries other than country of incorporation of the reporting institution / location of critical function KOSOVO Country sub-region Associates Entities of the financial sector Joint ventures Joint ventures, Associates Key management of the institution or its parent Not applicable/All relationships Other than entities of the financial sector Parent and parent entities with joint control or significant influence Post-employment benefit plans with defined benefits Related parties other than Parent and parent entities with joint control or significant influence, Subsidiaries, Associates and joint ventures, Key management of the institution or its parent Subsidiaries Unconsolidated structured entities in which the reporting institution has interests Entities of the group Financial entities included in IFRS scope but not in prudential scope of consolidation Securitisation entities recognized under IFRS scope of consolidation but derecognized for prudential purposes Commercial entities included in IFRS scope but not in prudential scope of consolidation Commercial entities included in IFRS scope but not in prudential scope of consolidation. Below proportionality threshold Insurance companies Entities other than entities of the group Entities other than SSPE or entities of the group Institutions belonging to a network in accordance with legal or statutory provisions Customer with existing deposit relationship Entities of the group not included in the funding plan scope of consolidation Institutional protection scheme or cooperative network Intra-group or institutional protection scheme Established relationships Institution acts as an agent Institution is a clearing member of a qualifying central credit counterparty and not obligated to reimburse for any losses Institution does not act as an agent All related parties Non intra-group or institutional protection scheme Intra-group Non intra-group Direct parent Issuer of the capital instrument / liability, guarantee recipient Investor, creditor, guarantee provider Provider of critical service Investor, creditor Guarantor Obligor under guarantee Paying agent Trustee Securities exchange Settlement system Registrar holder Central Securities Depository (CSD) Entity the report refers to Ultimate parent Recipient of critical service Parent Subsidiary Sister Funding plan Accounting scope of consolidation Accounting scope of consolidation. Financial entities not included in prudential scope of consolidation Accounting scope of consolidation. Securitisation entities derecognized for prudential purposes Accounting scope of consolidation. Commercial entities not included in prudential scope of consolidation Not applicable/ Not specified Prudential scope of consolidation Individual Consolidated Sub-consolidated Resolution Group Member State/country report Not applicable/All roles in the securitisation process Investor Originator Originator, Investor Originator, Sponsor Sponsor Original Lender A - Agriculture, forestry and fishing B - Mining and quarrying C - Manufacturing D - Electricity, gas, steam and air conditioning supply E - Water supply F - Construction G - Wholesale and retail trade H - Transport and storage I - Accommodation and food service activities J - Information and communication L - Real estate activities M - Professional, scientific and technical activities N - Administrative and support service activities O - Public administration and defence, compulsory social security P - Education Q - Human health services and social work activities R - Arts, entertainment and recreation S - Other services Not applicable/ All NACE Codes K - Financial and insurance activities A2 - Forestry and logging A3 - Fishing and aquaculture B5 - Mining of coal and lignite B6 - Extraction of crude petroleum and natural gas B7 - Mining of metal ores B8 - Other mining and quarrying B9 - Mining support service activities C10 - Manufacture of food products C11 - Manufacture of beverages C12 - Manufacture of tobacco products C13 - Manufacture of textiles C14 - Manufacture of wearing apparel C15 - Manufacture of leather and related products C16 - Manufacture of wood and of products of wood and cork, except furniture; manufacture of articles of straw and plaiting materials C17 - Manufacture of paper and paper products C18 - Printing and reproduction of recorded media C19 - Manufacture of coke and refined petroleum products C20 - Manufacture of chemicals and chemical products C21 - Manufacture of basic pharmaceutical products and pharmaceutical preparations C22 - Manufacture of rubber and plastic products C23 - Manufacture of other non-metallic mineral products C24 - Manufacture of basic metals C25 - Manufacture of fabricated metal products, except machinery and equipment C26 - Manufacture of computer, electronic and optical products C27 - Manufacture of electrical equipment C28 - Manufacture of machinery and equipment n.e.c. C29 - Manufacture of motor vehicles, trailers and semi-trailers C30 - Manufacture of other transport equipment C31 - Manufacture of furniture C32 - Other manufacturing C33 - Repair and installation of machinery and equipment D35 - Electricity, gas, steam and air conditioning supply E36 - Water collection, treatment and supply E37 - Sewerage E38 - Waste collection, treatment and disposal activities; materials recovery E39 - Remediation activities and other waste management services F41 - Construction of buildings F42 - Civil engineering F43 - Specialised construction activities G45 - Wholesale and retail trade and repair of motor vehicles and motorcycles G46 - Wholesale trade, except of motor vehicles and motorcycles G47 - Retail trade, except of motor vehicles and motorcycles H49 - Land transport and transport via pipelines H50 - Water transport H51 - Air transport H52 - Warehousing and support activities for transportation H53 - Postal and courier activities I55 - Accommodation I56 - Food and beverage service activities J58 - Publishing activities J59 - Motion picture, video and television programme production, sound recording and music publishing activities J60 - Programming and broadcasting activities J61 - Telecommunications J62 - Computer programming, consultancy and related activities J63 - Information service activities K64 - Financial service activities, except insurance and pension funding K65 - Insurance, reinsurance and pension funding, except compulsory social security K66 - Activities auxiliary to financial services and insurance activities L68 - Real estate activities M69 - Legal and accounting activities M70 - Activities of head offices; management consultancy activities M71 - Architectural and engineering activities; technical testing and analysis M72 - Scientific research and development M73 - Advertising and market research M74 - Other professional, scientific and technical activities M75 - Veterinary activities N77 - Rental and leasing activities N78 - Employment activities N79 - Travel agency, tour operator and other reservation service and related activities N80 - Security and investigation activities N81 - Services to buildings and landscape activities N82 - Office administrative, office support and other business support activities O84 - Public administration and defence; compulsory social security P85 - Education Q86 - Human health activities Q87 - Residential care activities Q88 - Social work activities without accommodation R90 - Creative, arts and entertainment activities R91 - Libraries, archives, museums and other cultural activities R92 - Gambling and betting activities R93 - Sports activities and amusement and recreation activities S94 - Activities of membership organisations S95 - Repair of computers and personal and household goods S96 - Other personal service activities T - Activities of households as employers; undifferentiated goods and services-producing activities of households for own use T97 - Activities of households as employers of domestic personnel T98 - Undifferentiated goods- and services-producing activities of private households for own use U - Activities of extraterritorial organisations and bodies U99 - Activities of extraterritorial organisations and bodies A1 - Crop and animal production, hunting and related service activities Central banks Central governments or central banks Counterparties other than central banks Counterparties other than financial corporations Counterparties other than SME Credit institutions Financial corporations Financial entities General governments Households Institutions International Organisations Large regulated financial entities and unregulated financial entities Multilateral Development Banks Non-financial corporations Not applicable/ All counterparties Public sector entities Regional governments or local authorities Regulated financial entities not large Retail SME Central governments or central banks, regional governments and local authorities, MDBs and International organisation and PSE Multilateral Development Banks and International Organisations Non-financial corporations and households Regional governments and local authorities, MDBs and International organisation and PSE BIS, IMF, EC, MDBs or guaranteed by BIS, IMF, EC, MDBs Central Banks or guaranteed by central banks Central governments Central governments or guaranteed by central governments Central governments, central banks, PSEs Collective Investment Undertakings Counterparties other than retail and financial customers Credit Institutions sponsored by a Member State central or regional government Financial corporations other than credit institutions Member State central or regional government PSEs, regional governments and local authorities or guaranteed by PSEs, regional governments and local authorities SSPE Central banks, general governments SME subject to SME-supporting factor Corporates BIS, IMF, EC, MDBs BIS, IMF, EC, MDBs, EFSF and ESM or guaranteed by them Central banks and non-central government PSE Central banks and non-central government PSE or guaranteed by Central banks and non-central government PSE Central Credit Institutions or members of an Institutional Protection Scheme Central Credit Institutions or members of an Institutional Protection Scheme or guaranteed by then Central government, PSE, MDB Central governments, central Banks or guaranteed by central governments or central banks Companies included in major index Counterparties other than Central governments, central banks, non-central government PSE, Fiscal autonomy regions and local authorities, BIS, IMF, EC, MDBs, EFSF and ESM or guaranteed by them Deposit Guarantee Scheme or assimilated EFSF and ESM ESSF and ESM or guaranteed by ESSF and ESM Financial customers Financial customers other than Credit institutions Financial customers other than Financial corporations and SSPE Local governments MDBs or guaranteed by MDBs Natural persons other than commercial sole proprietors and partnerships Non-central government PSE, Fiscal autonomy regions and local authorities or guaranteed by them Non-financial customer Non-financial customers other than Central Banks, Non-financial corporations and Retail Non-financial customers other than Retail, Central governments, central banks, PSEs Other financial corporations (deprecated) Counterparties other than Other financial institutions Financial corporations, Non-financial corporations. Private Households, Non-financial corporations. Private National or supra-national authority Non-financial corporations. Private State, public authority or public-owned entity 10th largest counterparty 1st largest counterparty 2nd largest counterparty 3rd largest counterparty 4th largest counterparty 5th largest counterparty 6th largest counterparty 7th largest counterparty 8th largest counterparty 9th largest counterparty BIS, IMF, EU, MDBs or guaranteed by BIS, IMF, EU, MDBs Counterparties other than Central Credit Institutions or members of an Institutional Protection Scheme Counterparties other than retail Counterparties other than the ten largest EFSF and ESM or guaranteed by EFSF and ESM No Guarantors or guarantors other than a Deposit Guarantee Scheme or assimilated Non-financial customers Non-financial customers other than Retail Ten largest counterparties Ten largest funding counterparties 1st funding counterparty 2nd funding counterparty 3rd funding counterparty 4th funding counterparty 5th funding counterparty 6th funding counterparty 7th funding counterparty 8th funding counterparty 9th funding counterparty 10th funding counterparty Funding counterparties other than the ten largest Financial customers and central banks Credit institutions, multilateral development banks and PSEs Central governments, multilateral development banks, public sector entities Counterparty is central government, public sector entity <= RW20%, multi lateral development bank Counterparties other than central banks, central government, public sector entity <= RW20%, multi lateral development bank Central governments, central banks, multilateral development banks and public sector entities Regulated institutions other than credit institutions Central governments or central banks, regional governments and local authorities and PSE Financial customers other than central banks Non-financial customers other than retail, non-financial corporations, central governments, MDBs, PSEs Intragroup or IPS inflows from maturing securities Financial corporations other than credit institutions and investment firms Investment firms Unknown counterparty All counterparties other than employees Tax authorities, social security authorities Employee Payment and Securities Systems, their operators or participants Institutions.BRRD definition Client Other than SME (…..to be substituted by x11) Specific Deposit Guarantee Scheme Counterparties other than financial corporations and central banks Specified type of counterparty or subsector (1) Specified type of counterparty or subsector (2) Specified type of counterparty or subsector (3) Monetary financial institutions (MFIs) Counterparties other than Monetary financial institutions (MFIs) Insurance companies, pension funds FMI, representative institution, other liquidity provider Central banks, credit institutions All counterparties Accounting portfolios for debt instruments subject to impairment Accounting portfolios for equity instruments subject to impairment Accounting portfolios for financial assets non-subject to impairment Accounting portfolios for financial assets subject to impairment Accounting portfolios for trading financial instruments Accounting portfolios for financial instruments not measured at fair value through profit or loss Available-for-sale financial assets Available-for-sale financial assets. At cost Available-for-sale financial assets. At fair value Banking and trading book Banking book Cash and cash balances at central banks and other demand deposits Classified as held for sale Financial assets designated at fair value through profit or loss Financial assets designated at fair value through profit or loss, Financial liabilities designated at fair value through profit or loss Financial assets designated at fair value through profit or loss. Accounting mismatch, Financial liabilities designated at fair value through profit or loss. Accounting mismatch Financial assets designated at fair value through profit or loss. At cost Financial assets designated at fair value through profit or loss. Evaluation on a fair value basis, Financial liabilities designated at fair value through profit or loss. Evaluation on a fair value basis Financial assets designated at fair value through profit or loss. Hybrid contracts, Financial liabilities designated at fair value through profit or loss. Hybrid contracts Financial assets held for trading Financial assets held for trading. At cost Financial assets held for trading. At cost, Financial assets designated at fair value through profit or loss. At cost, Available-for-sale financial assets. At cost Accounting portfolios for trading financial instruments. Economic hedges Financial liabilities designated at fair value through profit or loss Financial liabilities held for trading Financial liabilities measured at amortised cost Hedge accounting Hedge accounting. Cash flow hedges Hedge accounting. Fair value hedges Hedge accounting. Hedges of net investments in foreign operations Hedge accounting. Interest rate risk Hedge accounting. Portfolio Cash flow hedges of interest rate risk Hedge accounting. Portfolio Fair value hedges of interest rate risk Held-to-maturity investments Non-Significant Investment Investment property Investment property. Cost model Investment property. Fair value model Investment property. Fair value model, Property, plan and equipment. Fair value model Investments in subsidiaries, joint ventures and associates Loans and receivables Measurement for Intangible assets. Other than Goodwill. Cost model Measurement for Intangible assets. Other than Goodwill. Revaluation model Not applicable/All portfolios Property, plant and equipment Property, plant and equipment. Cost model Property, plant and equipment. Fair value model Property, plant and equipment. Revaluation model Significant Investment Trading book Measurement for Intangible assets. Other than Goodwill Financial liabilities designated at fair value through profit or loss. Accounting mismatch Financial liabilities designated at fair value through profit or loss. Evaluation on a fair value basis Financial liabilities designated at fair value through profit or loss. Hybrid contracts Financial assets designated at fair value through profit or loss. Accounting mismatch Financial assets designated at fair value through profit or loss. Evaluation on a fair value basis Financial assets designated at fair value through profit or loss. Hybrid contracts Financial assets held for trading, Financial assets designated at fair value through profit or loss, Available-for-sale financial assets Loans and receivables, Held-to-maturity investments Accounting portfolios for non-trading financial instruments Non-trading non-derivative financial assets measured at a cost-based method Non-trading non-derivative financial assets measured at fair value through profit or loss Non-trading non-derivative financial assets measured at fair value to equity Non-trading non-derivative financial liabilities measured at a cost-based method Trading financial assets Trading financial assets, Trading financial liabilities Trading financial liabilities Other non-trading non-derivative financial assets Accounting portfolios for financial assets Neither banking nor trading book Partially in banking and trading book Accounting portfolios for financial assets other than classified as held for sale Accounting portfolios for financial liabilities other than classified as held for sale Financial assets at amortised cost Financial assets at fair value other than Held for trading and Trading Financial Assets Financial assets other than Held for trading and Trading Financial Assets Not subject to own funds requirements Other than classified as held for sale Other than classified as held for sale and from investments in subsidiaries, joint ventures and associates Other than classified as held for sale and investment property Significant Investment and Non-Significant Investment Non-trading financial assets mandatorily at fair value through profit or loss Financial assets at fair value through other comprehensive income Investments in subsidiaries, joint ventures and associates. Equity method Investments in subsidiaries, joint ventures and associates. Other than equity method Financial assets at amortised cost. Purchased credit-impaired financial assets Financial assets at fair value through other comprehensive income. Purchased credit-impaired financial assets Non-trading non-derivative financial assets measured at a cost-based method. LOCOM Other non-trading non-derivative financial assets. LOCOM Accounting portfolios for trading financial instruments. Cost based method or LOCOM Hedge accounting. At cost based method or LOCOM Accounting mismatch Hybrid contract Management on a fair value basis Management for credit risk Other non-trading non-derivative financial assets. Other than LOCOM Non-trading non-derivative financial assets measured at fair value to equity. Subject to impairment Non-trading non-derivative financial assets measured at fair value to equity. Not subject to impairment Accounting portfolios for financial assets measured at cost based methods Accounting portfolios for financial assets measured at fair value through equity subject to impairment Accounting portfolios for financial assets at fair value or strict LOCOM not subject to impairment Accounting portfolios for financial and non-financial assets Management of credit risk. Upon designation Management of credit risk. After the designation Accounting portfolios for financial assets under IFRS Accounting portfolios for financial liabilities under IFRS Accounting portfolios for financial assets under GAAP Accounting portfolios for financial liabilities under GAAP Financial liabilities held for trading, trading financial liabilities Financial assets at fair value through other comprehensive income, non-trading non-derivative financial assets measured at fair value to equity Non-trading financial assets mandatorily at fair value through profit or loss, financial assets designated at fair value through profit or loss or from non-trading financial assets measured at fair value through profit or loss Investments in subsidiaries, joint ventures and associates.Measured at fair value Accounting portfolios for liabilities measured at fair value Portfolios under Core approach Portfolios under Core approach.Trading book Pre-diversification.Diversification method 2 Post-diversification.Diversification method 2 Post-diversification Pre-diversification Diversification benefit Diversification benefit.Method 1 Diversification benefit.Method 2 Portfolios under Core approach.Main Portfolios under Core approach.Fallback Accounting portfolios for assets and liabilities measured at fair value Accounting portfolios for assets measured at fair value Other non-trading non-derivative financial assets.Measured at fair value Accounting portfolios for financial assets measured at cost based methods, excluding cash and cash balances at central banks and other demand deposits Accounting portfolios for financial assets other than classified as held for sale, excluding financial assets held for trading, trading financial assets and cash and cash balances at central banks and other demand deposits Other than property, plant and equipment Other than property, plant and equipment, classified as held for sale Accounting portfolios for financial assets excluding financial assets held for trading, trading financial assets and cash and cash balances at central banks and other demand deposits Transferred. Entirely derecognised Transferred. Entirely recognised Transferred. Partially derecognized Transferred. Partially or entirely derecognized Transferred. Recognized to the extent of the institutions continuing involvement Transferred financial assets Not applicable/All risk transfer treatments Securitization Repurchase agreements Synthetic transactions Traditional transactions ABCP programme ABCP transaction Not applied for SRT and the firm risk weights its securitised exposures Achieved SRT under Articles 244 (2) (a) or 245 (2) (a) of CRR Achieved SRT under Articles 244 (2) (b) or 245 (2) (b) of CRR Achieved SRT under Articles 244 (3) (a) or 245 (3) (a) of CRR Applying a 1250% RW or deducting retained positions according to Articles 244 (1) (b) or 245 (1) (b) of CRR Commercial mortgages Consumer loans Covered Bonds Credit card receivables Leasing Loans to corporates or SMEs Not applicable/ All types of underlying exposures Other assets Other liabilities Residential mortgages Securitisation, Re-Securitisation Trade receivables Underlying positions others than securitisation positions Securitisation Re-securitisation Underlying positions others than securitisation positions. At least 70% SMEs Retail Wholesale Liabilities Loans to SMEs (treated as retail) Other retail exposures Loans to corporates Loans to SMEs (treated as corporates) Other wholesale exposures CTP Non-CTP Not applicable/ All CTPs Capital ratio Prudential filters Surplus/Deficit of own funds Gains and losses from hedge accounting Accounting Hedges. Fair value changes of the hedged item attributable to the hedged risk Accounting Hedges. Fair value changes of the hedging instrument [including discontinuation] Accounting Hedges. Ineffectiveness in profit or loss from cash flow hedges Accounting Hedges. Ineffectiveness in profit or loss from hedges of net investments in foreign operations Accumulated other comprehensive income Accumulated other comprehensive income. Available-for-sale financial assets Accumulated other comprehensive income. Cash flow hedges Accumulated other comprehensive income. Classified as held for sale Accumulated other comprehensive income. Defined benefit plans Accumulated other comprehensive income. Foreign currency translation Accumulated other comprehensive income. Hedges of net investments in foreign operations Accumulated other comprehensive income. Intangible assets Accumulated other comprehensive income. Investments in subsidiaries, joint ventures and associates Accumulated other comprehensive income. Tangible assets Securitisation positions Administrative expenses Administrative expenses. Other than staff Administrative expenses. Staff Administrative expenses. Staff. Pension and similar expenses Administrative expenses. Staff. Share based payments All assets All assets, all liabilities, all off balance sheet items All assets, All Off balance sheet items, Derivatives, Short positions, Debt securities issued, Deposits All equity All equity, All liabilities All exposures All liabilities Assets involved in the services provided by the institution Assets other than Cash on hand, Derivatives, Debt securities, Loans and advances, Equity instruments, Fair value changes of the hedged items in portfolio hedge of interest rate risk, Tangible assets, Intangible assets, Tax assets Assets other than Cash on hand, Derivatives, Equity instruments, Debt securities, Loans and advances, Investment property, Intangible assets Assets other than Cash on hand, Derivatives, Equity instruments. Other than Investments in subsidiaries, joint ventures and associates, Debt securities, Loans and advances Assets other than Derivatives, Debt securities, Loans and advances Assets other than Cash on Hand, Derivatives, Equity instruments, Debt securities, Loans and advances, Tangible assets, Intangible assets Assets other than Derivatives, Equity instruments, Debt securities, Loans and advances Assets other than Equity instruments, Debt securities, Loans and advances, Tangible assets Assets other than Equity instruments, Debt securities, Loans and advances, Tangible assets. Real estate Capital conservation buffer Cash on hand Equity instruments, Debt securities, Loans and advances, Deposits, Debt securities issued, Other financial liabilities Cash on hand, Loans and advances. On demand [call] and short notice [current account] CIUs Collateral received Other than Real estate, Deposits, Debt securities issued Other than Real estate Combined buffer CTP positions hedging n-th to default credit derivatives CTP positions hedging securitisation positions Current tax assets Current tax liabilities Debt instruments Debt instruments, Equity instruments, Derivatives, Off balance sheet instruments Debt securities Debt securities issued Debt securities issued. Asset-backed securities Debt securities issued. Certificates of deposits Debt securities issued. Covered bonds Debt securities issued. Hybrid contracts Debt securities issued. Other than Certificates of deposits, Asset-backed securities, Covered bonds, Hybrid contracts Debt securities issued. Other than Certificates of deposits, Asset-backed securities, Covered bonds, Hybrid contracts. Convertible compound financial instruments Debt securities issued. Other than Certificates of deposits, Asset-backed securities, Covered bonds, Hybrid contracts. Non-convertible Debt securities, Loans and advances Debt securities, Loans and advances, Off-balance sheet exposures subject to credit risk Deductible deferred tax assets that rely on future profitability and arise from temporary differences Deductible deferred tax assets that rely on future profitability and arise from temporary differences and Equity instruments Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences Deductions related to alternative treatment of exposures Deferred tax assets Deferred tax assets that do not rely on future profitability Deferred tax assets that rely on future profitability and arise from temporary differences Deferred tax assets that rely on future profitability and do not arise from temporary differences Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities Deferred tax liabilities Deferred tax liabilities associated to defined benefit pension fund assets Deferred tax liabilities associated to Intangible assets other than Goodwill Deferred tax liabilities deductible from deferred tax assets that rely on future profitability Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability Defined benefit obligations Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assets Defined benefit pension fund assets which the institution has an unrestricted ability to use Defined benefit plan assets Defined benefit plans Deposits Deposits, Debt securities issued Deposits, Debt securities issued, Other financial liabilities Deposits. Current accounts / overnight deposits Deposits. Redeemable at notice Deposits. Repurchase agreements Deposits. With agreed maturity Depreciation Derivatives Derivatives & long settlement transactions excluding Contractual Cross Product Netting Derivatives excluding Contractual Cross Product Netting - Centrally cleared through a QCCP Derivatives, Debt securities, Loans and advances Derivatives, Debt securities, Loans and advances, Equity instruments Derivatives, Deposits, Debt securities issued Derivatives, Deposits, Debt securities issued, Equity instruments issued Derivatives, Deposits, Debt securities issued, Other financial liabilities Derivatives, Equity instruments Derivatives, Equity instruments, Debt securities, Loans and advances, Short positions, Deposits, Debt securities issued, Other financial liabilities Derivatives, Securities financial transactions Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities Derivatives. Credit default swaps Derivatives. Credit spread options Derivatives. Credit. Protection bought Derivatives. Credit. Protection sold Derivatives. Credit. Protection sold. Not subject to close out clause Derivatives. Credit. Protection sold. Subject to close out clause Derivatives. Financial Derivatives. Options Derivatives. Other than Credit default swaps, Credit spread options, Total return swaps Derivatives. Other than options Derivatives. Purchased Derivatives. Sold Derivatives. Total return swaps Dividend income Eligible capital for the purposes of qualifying holdings outside the financial sector and large exposures Eligible minority interest Eligible minority interest, Instruments issued by subsidiaries that are given recognition in own funds Equity exposures and equivalents to the effects of CR Equity instruments Equity instruments and subordinated financial assets Equity instruments issued Equity instruments issued. Capital Equity instruments issued. Capital. Paid up Equity instruments issued. Capital. Paid up and subordinated loans Equity instruments issued. Capital. Paid up, own equity instruments issued and subordinated loans Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued, Retained earnings, Accumulated other comprehensive income, Other reserves, Funds for general banking risks Equity instruments issued. Capital. Unpaid which has been called up Equity instruments issued other than capital. Equity component of compound financial instruments Equity instruments issued other than capital. Other than equity component of compound financial instruments Equity instruments issued other than capital Equity instruments, debt securities, loans and advances Equity instruments. Other than Investments in subsidiaries, joint ventures and associates Equity issued other than Equity instruments issued Equity other than Accumulated other comprehensive income Excess of deduction from lower level capital Excess of deduction from the level of capital Exchange differences Expenses on equity instruments issued Fair value changes of the hedged items in portfolio hedge of interest rate risk Fee and commission Financial guarantees given Financial guarantees received Instruments subject to market risk Assets and liabilities other than derivatives Agricultural products (softs) Base metals Energy products (oil, gas) Other than precious metals, base metals, agricultural products (softs) Assets and liabilities other than debt instruments and CIU Interest rate future Forward rate agreements Forward commitments to buy or sell debt instruments Swaps Credit derivatives Total return swap Credit default swap Derivatives, other On-balance sheet items Asset items Liability items On balance sheet items other than asset items, liabilities items Off-balance sheet items Irrevocable guarantees and similar instruments Stock index futures Funds for general banking risks Gains and losses on derecognition Gains and losses on derecognition, Gains and losses from remeasurements Gains and losses other comprehensive income Gains and losses other comprehensive income. Foreign currency translation Goodwill Goodwill accounted for as intangible assets Goodwill and Deferred tax liabilities associated to goodwill Impairment Indirect holdings Instruments in the CTP Instruments issued by subsidiaries that are given recognition in own funds Instruments subject to capital requirements Instruments subject to credit risk Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment Instruments subject to large exposures regime Instruments subject to requirements for exposures to a CCP Instruments subject to securitisation credit risk treatment Instruments subject to securitisation credit risk treatment - Revolving securitisations with early amortisation Instruments subject to securitisation credit risk treatment except Revolving securitisations with early amortisation Instruments subject to securitisation credit risk treatment except Revolving securitisations with early amortisation - Off-balance sheet items and derivatives Instruments subject to securitisation credit risk treatment - Off-balance sheet items and derivatives Instruments subject to securitisation credit risk treatment - On-balance sheet items Off balance sheet items other than irrevocable guarantees and similar instruments Forward exchange transactions Currency futures Gold futures Derivatives other than forward exchange transactions, options and warrants Intangible assets Intangible assets other than Goodwill Intangible assets other than Goodwill and Deferred tax liabilities associated to Intangible assets other than Goodwill Interest Interim dividends IRB excess or shortfall of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses IRB Excess of provisions over expected loss IRB shortfall of credit risk adjustments to expected losses Gold Liabilities other than Derivatives, Deposits, Debt securities issued, Other financial liabilities Liabilities other than Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities, Fair value changes of hedged items in portfolio hedge of interest rate risk, Provisions, Tax liabilities, Share capital repayable on demand Loan commitments given Loan Commitments given, Other Commitments given Loan commitments received Loan commitments received, Financial guarantees received, Other commitments received Loans and advances Loans and advances. Advances that are not loans Loans and advances. On demand [call] and short notice [current account] Loans and advances. Term loans. Credit card debt Loans and advances. Term loans. Finance leases Loans and advances. Term loans. Other than Trade receivables, Credit card debt, Finance leases, Reverse repurchase loans Loans and advances. Term loans. Reverse repurchase loans Loans and advances. Term loans. Trade receivables Derivatives subject to securitisation credit risk treatment Loss events Losses Main categories that generate fixed overheads Main categories that generate operational risk under AMA Main categories that generate operational risk under BIA, ASA and TSA Negative goodwill Non credit-obligation assets Non-ABCP programmes N-th to default credit derivatives Off balance sheet exposures subject to credit risk excluding instruments subject to securitisation credit risk treatment Off balance sheet instruments Off-balance sheet exposures subject to credit risk On and off-balance sheet exposures subject to credit risk excluding instruments subject to securitisation credit risk treatment On balance sheet exposures subject to credit risk excluding instruments subject to securitisation credit risk treatment Operational losses Options and warrants OTC-Derivatives excluding Contractual Cross Product Netting OTC-Securities financing transactions excluding Contractual Cross Product Netting Instruments subject to market risk other than stock-index futures Other and transitional risk exposures Other Commitments given Other Commitments Received Other financial liabilities Other operating Other operating. Generated by tangible assets. Changes in fair value Other operating. Generated by tangible assets. Other than changes in fair value Other operating. Other than generated by tangible assets Other reserves Other Reserves. Other than Reserves or accumulated losses of investments in subsidiaries, joint ventures and associates and Funds for banking risks Other Reserves. Reserves or accumulated losses of investments in subsidiaries, joint ventures and associates Own equity instruments issued Own equity instruments issued and subordinated loans Regulatory capital items Profit or loss Profit or loss before tax from continuing operations Profit or loss before tax from discontinued operations Profit or loss from continuing operations Profit or loss from discontinued operations Other comprehensive income (net) Profit or loss, other comprehensive income (net) Provisions Provisions. Employee benefits Provisions. Employee benefits. Other than pension and other post-employment defined benefit obligations Provisions. Employee benefits. Pension and other post-employment defined benefit obligations Provisions. Off-balance sheet exposures subject to credit risk Provisions. Other than Employee benefits, Restructuring, Pending legal issues and tax litigation, Off-balance sheet exposures subject to credit risk Provisions. Pending legal issues and tax litigation Provisions. Restructuring Commodity futures Real estate Real estate. Commercial Real estate. Residential Reciprocal cross holdings Forward commitments Regulatory adjustments Relevant indicator OPR Relevant indicator OPR, Loan and advances Re-Securitisation positions Retained earnings Revaluation reserves Revolving securitisations with early amortisation Right to reimbursement of the expenditure required to settled a defined benefit obligation Schemes subject to look-through Securities financing transactions Securities financing transactions excluding Contractual Cross Product Netting - Centrally cleared through a QCCP Securities financing transactions and Derivatives & long settlement transactions Securities financing transactions and Derivatives & long settlement transactions under Contractual Cross Product Netting Securities financing transactions excluding Contractual Cross Product Netting Securitisation debt instruments Debt instruments subject to securitisation credit risk treatment Securitisation positions Off-balance sheet & derivatives Securitisation positions On-balance sheet Securitised exposures Share capital repayable on demand Share of profit or loss Share premium Short positions Institution specific countercyclical capital buffer Synthetic holdings Systemic risk buffer Tangible assets Tangible assets, Intangible assets Tangible assets. Real Estate Tax assets Tax from continuing operations Tax from discontinued operations Tax liabilities Tax other comprehensive income Total expected loss eligible for inclusion in the adjustment to capital in respect of the difference between expected loss and provisions (excluding equity expected loss amounts) Total/Not applicable Transitional adjustments. Additional filters and deductions Grandfathered instruments not constituting state aid Transitional adjustments. Due to minority interests and equivalents Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalents Transitional adjustments. Deductions Assets other than derivatives and securities financing transactions Derecognised fiduciary items according to Article 416 (11) of the CRR Covered by an eligible master netting agreement Non Qualifying Revolving. Unconditionally cancellable commitments Not covered by an eligible master netting agreement Not subject to cross product netting agreement On balance sheet exposures subject to credit risk On balance sheet exposures subject to securitisation credit risk treatment Qualifying revolving Subject to cross product netting agreement Unconditionally cancellable commitments Under official export credit insurance scheme Amount to be added due to CRR 416 (4), 2nd subparagraph Other than Unconditionally cancellable commitments Project finance loans Subordinated financial instrument Subordinated financial liabilities Retained earnings, Profit or loss Direct holdings, permitted offsetting short positions Direct holdings Indirect holdings, permitted offsetting short positions Holdings Synthetic holdings, permitted offsetting short positions Grandfathered instruments Grandfathered instruments constituting state aid Unrealised gains Unrealised losses Deferred tax assets that are dependent on future profitability and arise from temporary differences, Holdings Actual or contingent obligations to purchase holdings Prudential filter for increases in equity resulting from securitised assets Prudential filter for cash flow hedge reserve Prudential filter for cumulative gains and losses due to changes in own credit risk on fair valued liabilities Prudential filter for value adjustments due to the requirements for prudent valuation Equity instruments issued. Capital and subordinated loans Off-balance sheet instruments. Full risk Off-balance sheet instruments. Low risk Off-balance sheet instruments. Medium risk Off-balance sheet instruments. Medium/Low risk On balance sheet items On balance sheet items. Covered bonds On balance sheet items. Other than covered bonds Securities financing transactions and long settlement transactions Qualifying revolving. Unconditionally cancellable commitments. Credit cards Permitted offsetting short positions of direct holdings Permitted offsetting short positions of indirect holdings Permitted offsetting short positions of synthetic holdings Additional value adjustments and other own funds reductions Credit risk adjustments General credit risk adjustments Grandfathered instruments constituting state aid that did not qualify as own funds according to 2006/48/EC Grandfathered instruments constituting state aid that qualified as own funds according to 2006/48/EC Grandfathered instruments not constituting state aid. Excess of the applicable limit of higher level of capital. Re-Securitisation in the most senior tranche and none of the underlying exposures being re-securitisation exposures Securitisation. Effective number of exposures securitised less than six. Securitisation. Most senior tranche. Specific credit risk adjustments Target capital ratio Other capital elements or deductions Index Single name instrument Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State All liabilities, Off-balance sheet exposures subject to credit risk Assets other than Cash on hand, derivatives, debt securities, equity instruments, loans and advances and precious metals Collateral given Debt securities issued. Art 52 (4) Directive 2009/65/EC Debt securities issued. Other than covered bonds and Art 52 (4) Directive 2009/65/EC Debt securities. Art 52 (4) Directive 2009/65/EC Equity Instruments, debt securities Financial guarantees given, Other commitments given Liabilities other than derivatives, deposits and debt securities issued Loans and advances, debt securities Non secured lending or capital market driven transaction Off-balance sheet items "medium risk" and "medium/low" risk. Loan commitments given Other financial liabilities, accruals Own debt securities issued Precious metals other than gold Secured lending or capital market driven transaction Pillar II adjustments Financial instruments which can be subject to market risk requirements Capital ratio including Pillar II adjustments Transitional adjustments. Due to equivalents Transitional adjustments. Due to minority interests Regulatory capital items. Share premium. Retained earnings Assets under reinsurance and insurance contracts Liabilities under reinsurance and insurance contracts Pledge > 1 month <= 3 months Pledge > 1 year <= 2 years Pledge > 2 weeks <= 1 month Pledge > 3 months <= 6 months Pledge > 6 months <= 1 year Pledge with open maturity All assets, collateral received, own debt securities other than ABSs and covered bonds All assets, own debt securities other than ABSs and covered bonds All liabilities, Off-balance sheet items All sources of encumbrance Assets other than equity instruments, debt securities, loans and advances Collateral received, own debt securities other than ABSs and covered bonds Collateral received. Assets other than equity instruments, debt securities, loans and advances Collateral received. Debt securities Collateral received. Equity instruments Collateral received. Loans and advances other than Loans and advances. On demand [call] and short notice [current account] Collateral received. Loans and advances other than Loans and advances. On demand [call] and short notice [current account]. Mortgages Collateral received. Loans and advances. On demand [call] and short notice [current account] Collateral received. Securitisation debt instruments Debt securities issued other than covered bonds or Asset-backed securities Deposits other than repurchase agreements Loans and advances other than Loans and advances. On demand [call] and short notice [current account] Loans and advances other than Loans and advances. On demand [call] and short notice [current account]. Mortgages Off-balance sheet items other than loan commitments received, financial guarantees received, securities lending transactions Own debt instruments issued other than ABSs and covered bonds Own debt instruments issued. ABSs Own debt instruments issued. ABSs and covered bonds Own debt instruments issued. Covered bonds Securities lending transactions Debt securities. Asset-backed securities Financial guarantees received for exposures with RE Commercial collateral Financial guarantees received for exposures with RE Residential collateral Provisions. Funds for general banking risks Other reserves. Funds for general banking risks Revaluation reserves. Debt securities Revaluation reserves. Equity instruments Revaluation reserves. Other than Tangible assets, Equity instruments, Debt securities Revaluation reserves. Tangible assets Fair value reserves Fair value reserves. Cash flow hedges Fair value reserves. Hedges of net investments in foreign operations Fair value reserves. Hedges other than hedges of net investments in foreign operations, Cash flow hedges Fair value reserves. Non-trading non-derivative financial assets measured at fair value to equity First consolidation differences Profit or loss before tax from extraordinary operations Profit or loss after tax from extraordinary operations Tax from extraordinary operations Total operating income (net) Gains and losses other comprehensive income. Non-current assets Prudential filter for fair value gains and losses arising from the institution's own credit risk related to derivative liabilities Specific credit risk adjustments and positions treated similarly Systemically important risk buffer Systemically important institution buffer for global systemically important institutions Systemically important institution buffer for other systemically important institutions Application of stricter requirements by institutions Provisions. Off-balance sheet items subject to credit risk Initial Capital Gains and losses from remeasurements. Changes in fair value attributable to changes in credit risk Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assets - positive amendments due to IAS19 Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assets - negative amendments due to IAS19 Accumulated other comprehensive income. Items that will not be reclassified to profit and loss Accumulated other comprehensive income. Items that may be reclassified to profit and loss Accumulated other comprehensive income. Non-current assets and disposal groups classified as held for sale Accumulated other comprehensive income. Share of other recognised income and expense of investments in subsidiaries, joint ventures and associates Instruments subject to securitisation credit risk treatment except Revolving securitisations with early amortisation - On-balance sheet items All assets, collateral received Collateral given. Excess amount callable at any time Debt securities. Commercial paper Debt securities. Covered bonds Deposits, Loan commitments received Equity instruments. Common equity shares Liquid underlying assets. Art. 416 (1) (a) CRR Liquid underlying assets. Art. 416 (1) (b) & (c) CRR Liquid underlying assets. Art. 416 (1) (d) CRR Loan commitments given. Credit facilities Loan commitments given. Liquidity facilities Non-renewable Non-renewable. Pass-through Option to replace collateral with not qualifying liquid assets Other than Real estate. Residential Other than secured lending or capital market driven transaction Debt securities other than Asset-backed securities Closed list of reported assets Tangible assets. Foreclosed assets Defined benefit pension fund assets Defined benefit pension fund assets, Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assets Pledge <= 1 day Pledge > 1 day <= 7 days Pledge > 7days <= 14 days Pledge > 2 years <= 3 years Pledge > 3 years <= 5 years Pledge > 5 years <= 10 years Pledge > 10 years a - Primary asset class specified in Art 129.1 (a) b - Primary asset class specified in Art 129.1 (b) c - Primary asset class specified in Art 129.1 (c) d - Primary asset class specified in Art 129.1 (d) e - Primary asset class specified in Art 129.1 (e) f - Primary asset class specified in Art 129.1 (f) g - Primary asset class specified in Art 129.1 (g) h - Primary asset class not specified in Art 129.1 Accumulated impairment. Loans and advances. Term loans. Other than reverse repurchase loans Assets other than Cash and cash balances at central banks, Reverse repurchase agreements, Loans to households, Loans to private non-financial corporates, Loans to financial corporates, Derivatives Credit supply incentives programme Deposit-like instruments Guarantee scheme programme Innovative debt-like instruments LCR Liabilities other than Repurchase agreements, Deposits from households, Deposits from private non-financial corporates, Deposits from financial corporates, Total debt securities, Derivatives, Equity Loan commitments other than forward deposits Loans and advances. Term loans. Other than reverse repurchase loans NSFR Repo funding programme Operational losses >= 10,000 and < 20,000 Operational losses >= 20,000 and < 100,000 Operational losses >= 100,000 and < 1,000,000 Operational losses >= 1,000,000 Assets other than Cash on hand, Derivatives, Equity instruments, Debt securities, Loans and advances Provisions. Other than commitments and guarantees given All assets, Loan commitments received Debt securities issued. Other than Hybrid contracts Debt securities. Asset backed securities Derivatives. FX-swaps Derivatives. Other than FX-swaps Equity instruments, Gold Interest collection Interest payments Non including subordination clauses Notice period <= 30 days Notice period > 30 days Off-balance sheet items and All liabilities other that Debt securities issued, Deposits and Derivatives. With material penalty for early withdrawal Without material penalty for early withdrawal Other than loan commitments and financial guarantees given Other than loan commitments and financial guarantees received UWF UWNF SFT IGCP CB ABS SrB SubB CP US CrCl Eq LiqL OPT Eligible capital for the purposes of qualifying holdings outside the financial sector Eligible capital for large exposures Without negative pledge With negative pledge Non subordinated Instruments other than Instruments in the CTP Consolidating supervisor Host supervisor All inflows Inflows from unsecured transactions/deposits Secured Lending and capital market-driven transactions Outflows from unsecured transactions/deposits Collateral received, collateral given Liquidity buffer Net Liquidity Outflow Regulatory adjustments. Value of an asset Leverage Ratio exposure full phased-in definition of Tier 1 Leverage Ratio exposure transitional definition of Tier 1 On balance sheet items, Off balance sheet items Leverage Ratio All outflows Liquidity coverage ratio Pillar 2 requirement Excess inflows Non cash assets Not subject to close out clause Subject to close out clause Hedging instrument Hedged item Gains or losses from reclassifications Haircuts for trading assets at fair value Haircuts for trading liabilities at fair value Accumulated other comprehensive income. Fair value changes of equity instruments Accumulated other comprehensive income. Hedge ineffectiveness for equity instruments Accumulated other comprehensive income. Fair value changes of a financial liability attributable to changes in its credit risk Accumulated other comprehensive income. Fair value changes of debt instruments Accumulated other comprehensive income. Hedging instruments [not designated elements] Debt securities, Loans and advances, Deposits, Debt securities issued, Other financial liabilities Modifications. Without derecognition All assets, all liabilities Fair value hedge Cash flow hedge Hedge of net investments in a foreign operation Portfolio fair value hedge of interest rate risk Portfolio cash flow hedge of interest rate risk Cost price hedge Fair value hedge. Micro hedge Fair value hedge. Macro hedge Fair value hedge. Micro hedge. Individual instrument Fair value hedge. Micro hedge. Net position hedge Fair value hedge. Micro hedge. Continued Fair value hedge. Micro hedge. Discontinued Accounting Hedges. Ineffectiveness in profit or loss Fair value changes Economic hedge Economic hedge. With use of fair value option Economic hedge. Other Short positions, Deposits, Debt securities issued, Other financial liabilities Not applicable / all hedges Hedges other than cash flow hedge and hedge of net investment in a foreign operation Other than certificates of deposits, asset-backed securities, covered bonds, hybrid contracts Other than certificates of deposits, asset-backed securities, covered bonds, hybrid contracts. Convertible compound financial instruments Other than certificates of deposits, asset-backed securities, covered bonds, hybrid contracts. Non-covertible Asset-backed securities Certificates of deposits Covered bonds Hybrid contracts Current accounts / overnight deposits Redeemable at notice Repurchase agreements With agreed maturity Credit spread option Option Other than Credit default swaps, Credit spread options, Total return swaps Other than options Capital Capital. Paid up Capital. Unpaid which has been called up Other than capital. Equity component of compound financial instruments Other than capital. Other than equity component of compound financial instruments Other than capital Advances that are not loans On demand [call] and short notice [current account] Term loans. Credit card debt Term loans. Finance leases Term loans. Other than Trade receivables, Credit card debt, Finance leases, Reverse repurchase loans Term loans. Reverse repurchase loans Term loans. Trade receivables Employee benefits. Other than pension and other post-employment defined benefit obligations Employee benefits. Pension and other post-employment defined benefit obligations Other than Employee benefits, Restructuring, Pending legal issues and tax litigation, Off-balance sheet exposures subject to credit risk Pending legal issues and tax litigation Restructuring Hedging item All financial liabilities other than derivatives and short positions Direct recoveries Recoveries from insurance and other risk transfer mechanisms All liabilities other than secured lending or capital market driven transaction, debt securities issued, deposits and derivatives All assets other than secured lending or capital market driven transaction, loans and advances, derivatives and debt securities All liabilities. Excluding FX swap All assets. Excluding FX swap Relevant credit exposures Deferred tax assets net of deductible tax liabilities Derivatives. Negative fair value Derivatives. Positive fair value Contingencies. Outflows from committed facilities Contingencies. Committed credit facilities. Contingencies. Committed credit facilities. Considered as Level 2B by the receiver Contingencies. Committed credit facilities. Other Contingencies. Liquidity facilities Debt securities issued. Other than Unsecured bonds due, Regulated covered bonds and Securitisations due Tax overpayments and tax loss carry backs All assets, collaterals All assets, collaterals, loan commitments received Transitional adjustments. Due to IFRS9 Transitional adjustments including grandfathered instruments and minority interests OSWF OFP Total SREP capital requirement ratio (TSCR) Overall capital requirement ratio (OCR) OCR and Pillar 2 Guidance (P2G) Excluded from bail-in Not excluded from bail-in Other Pillar 1 Specific (National) Requirements Leverage ratio requirement Contractual netting agreements, mark-to-market adjustments Contractual netting agreements, mark-to-market adjustments, collateral offset Contractual netting agreements, mark-to-market adjustments, collateral offset, estimated close-out amounts Prudential netting rules Deposits other than covered deposits Structured notes Deposits, Other financial liabilities Provisions and Liabilities other than Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities, Fair value changes of hedged items in portfolio hedge of interest rate risk, Provisions, Tax liabilities, Share capital repa Tax liabilities and Liabilities other than Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities, Fair value changes of hedged items in portfolio hedge of interest rate risk, Provisions, Tax liabilities, Share capital Fiduciary liabilities Market price uncertainty Close-out costs Model risk Concentrated positions Unearned credit spreads Investing and funding costs Future administrative costs Early termination Operational risk Day 1 P&L 100% of net unrealised profit 10% of notional value of derivatives 25% of inception value of non-derivatives Liabilities associated with daily operational functioning Short positions, Debt securities issued, Other financial liabilities, Fair value changes of hedged items in portfolio hedge of interest rate risk, Provisions, Tax liabilities, Share capital repayable on demand Total SREP capital requirement ratio (TSCR).Pillar 2 requirement component OCR and Pillar 2 Guidance (P2G). P2G component Other Pillar 2 Specific (National) Requirements Protected (insolvency law) Preferential (BRRD) Not preferential (BRRD) Legal coverage (excluding deposits guaranteed by a DGS on contractual basis) Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities, Equity instruments issued, Equity issued other than Equity instruments issued, Loan commitments received, Financial guarantees received, Other commitments received Specific type of liability, equity instrument or off-balance sheet item Specific type of liability (Additonal) contractual coverage Specified instrument / product type (1) Specified instrument / product type (2) Specified instrument / product type (3) Deposits, Debt securities issued, other financial liabilities, Loan commitments received Derivatives, Debt securities, Loans and advances, Equity instruments, Loan commitments given / received, Financial guarantees given / received, Other Commitments given / received, Deposits, Debt securities issued, Other financial liabilities Debt securities, Loans and advances, Equity instruments, Loan commitment given Specific type of commitment received Instruments subject to market risk. Securitisation positions Loan commitments given, financial guarantees given, other commitments given Senior.Standard (BRRD) Senior.Non-preferred (BRRD) Capital instruments / share capital Instruments ranking pari passu with ordinary shares Collateral posted Debt securities issued, equity instruments issued, Equity issued other than Equity instruments issued Liabilities other than deposits and debt securities issued Collateral posted net of collateral received Deposits. Secured financing arrangements Deposits stemming from secured financing arrangements Initial Capital. Credit institutions and investiment firms Deposits. Deposits other than covered deposits. Term deposits Issuance Counterparty Unlimited Other types of guarantee than issuance guarantees, counterparty guarantees and unlimited guarantees Covered Bond Secured Bond Certificate of Deposit Structured Note Bond Share Other type of securities Due commitments Short-term securitisation Long-term securitisation STS securitisation Synthetic securitisation. Most senior tranche. Securitisation structure On-balance sheet Securitisation structure Off-balance sheet & derivatives Securitisation structure Short positions, other financial liabilities Liabilities other than Derivatives, Short positions, Deposits, Debt securities issued, Other financial liabilities Instruments subject to capital requirements.Loans and advances Loans and advances, Deposits Euro Medium Term Note (EMTN) Promissory note Registered note Bill of exchange Silent Partnership Contributions Financial liabilities other than debt securities issued, deposits, promissory notes, registered notes, bills of exchange, silent partnership contributions Deferred income Liabilities other than financial liabilities, provisions, tax liabilities, deferred income Proprietary account Client account Client account.Omnibus account Client account.Segregated account Loan commitments received, Financial guarantees received, Other commitments received, Derivatives Inflow to non-performing exposures Outflow from non-performing exposures Commercial real estate (CRE) loans Lease liabilities Term loans.Finance leases; lease liabilities Loans and advances, other financial liabilities Other than Real estate, movable property, deposits, debt securities issued, equity instruments, debt securities Movable property Information Technology expenses Information Technology expenses. IT outsourcing Information Technology expenses. IT expenses other than IT outsourcing expenses Taxes and duties (other than income taxes) Expenses for consulting and professional services Expenses for advertising, marketing and communication Expenses related to credit risk Litigation expenses not covered by provisions Real estate expenses Leasing expenses Other expenses than IT exp., taxes and duties (other), exp. for consulting / professional services, exp. for advertising / marketing / communication, exp. related to credit risk, litigation exp. not covered by provisions, real estate exp., leasing exp. Reclassification from / to performing not forborne Reclassification from / to performing forborne Purchase / sale Accrued interest Other type / source / reason of flow Repayment (partial or total) Collateral liquidation Collateral liquidation.Related write-offs Collateral taken into possession Collateral taken into possession. Related write-offs Purchase / sale.Related write-offs Risk transfer / securitisation Risk transfer / securitisation.Related write-offs Write-offs Reclassification from / to held for sale Inflow of collateral obtained by taking possession (collateral obtained during the period) Outflow of collateral obtained by taking possession Debt balance reduction related to inflow of collateral obtained by taking possession (collateral obtained during the period) Real estate. Residential. Under construction / development Real estate. Commercial. Under construction / development Real estate. Commercial.Land (excluding agricultural land) Real estate. Commercial. Land (excluding agricultural land).With planning permission Real estate. Commercial. Land (excluding agricultural land).Without planning permission Outflow with replacement by financial instrument Right-of-use assets (leased assets) Pension and similar expenses Share based payments Wages and salaries Social security contributions Severance payments Staff expenses other than pension and similar expenses, share based payments, wages and salaries, social security contributions and severance payments Staff expenses other than remuneration Fixed remuneration Variable remuneration Collateral received for exposures with RE Commercial collateral Collateral received for exposures with RE Residential collateral Provisions.Payment commitments to resolution funds and deposit guarantee schemes Assets other than Equity instruments, Debt securities, Tangible assets Inflow of collateral obtained by taking possession New collateral obtained during the period Revaluation of collateral obtained in preceding periods Outflow due to sale against cash Cash contributions to resolution funds and deposit guarantee schemes Provisions. Other than commitments and guarantees given and payment commitments to resolution funds and deposit guarantee schemes Instruments subject to credit risk excluding instruments subject to securitisation credit risk or equity risk treatment ALL OTHER CQS CQS 1 CQS 1 & S/T CQS 1 CQS 10 CQS 11 CQS 2 CQS 3 CQS 4 CQS 4 & S/T CQS 2 CQS 5 CQS 6 CQS 7 & S/T CQS 3 CQS 8 CQS 9 CQS other Not applicable/ All credit quality steps CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer CQS 3-6 or unrated Other than CQS 1-6 or RWA assigned based on senior unsecured exposures of the issuer CQS 1-3 CQS 7 CQS 2 / CQS 3 CQS 3-5 CQS 1-2 CQS 4-6 CQS 4-6 or unrated CQS 1-6 or unrated CQS 12 CQS 13 CQS 14 CQS 15 CQS 16 CQS 17 Other CQS than CQS1-CQS3 Other CQS than CQS1-CQS17 CQS 1.Short term CQS 2.Short term CQS 3.Short term CQS 4.Short term CQS 5.Short term CQS 6.Short term CQS 7.Short term CQS 8.Short term CQS 9.Short term CQS 10.Short term CQS 11.Short term CQS 12.Short term CQS 13.Short term CQS 14.Short term CQS 15.Short term CQS 16.Short term CQS 17.Short term Other CQS than CQS1-CQS3.Short term CQS 1.Long term CQS 2.Long term CQS 3.Long term CQS 4.Long term CQS 5.Long term CQS 6.Long term CQS 7.Long term CQS 8.Long term CQS 9.Long term CQS 10.Long term CQS 11.Long term CQS 12.Long term CQS 13.Long term CQS 14.Long term CQS 15.Long term CQS 16.Long term CQS 17.Long term Other CQS than CQS1-CQS17.Long term Equity exposures Exposures to corporates other than specialised lending Exposures to corporates - specialised lending Exposure classes excluding equities, securitisations and other non credit-obligation assets Exposures to corporates Other non credit-obligation assets Retail exposures - other Retail exposures - qualifying revolving Retail exposures secured by immovable property Not applicable/ All exposure classes Exposure classes excluding securitisation exposure class Exposures in default Exposures in the form of covered bonds Exposures in the form of units or shares in CIUs Exposures secured by mortgages on immovable property Exposures to central governments or central banks Exposures to corporates without a short-term credit assessment Exposures to institutions and corporates with a short-term credit assessment Exposures to institutions without a short-term credit assessment Exposures to international organisations Exposures to multilateral development banks Exposures to public sector entities Exposures to regional governments or local authorities Items associated with a particular high risk Other items Retail exposures Items representing securitisation positions Equity exposures, Items representing securitisation positions, Other non-credit obligation assets Retail exposures, Exposures to corporate Exposures to central governments or central banks, Exposures to regional governments or local authorities, Exposures to multilateral development banks, Exposures to international organisations, Exposures to public sector entities Exposures to multilateral development banks, Exposures to international organisations Exposures to regional governments or local authorities, Exposures to multilateral development banks, Exposure to international organisations, Exposures to public sector entities Items associated with a particular high risk, Exposures to institutions and corporates with a short-term credit assessment, Exposures in the form of units or shares in CIUs , Equity claims, Other items Exposures classes other than central governments or central banks Exposures to institutions Exposures other than in the form of covered bonds IRB Claims or contingent claims excluding equity claims and securitisation positions Exposures classes other than Retail exposures Exposure classes excluding securitisations and other non credit-obligation assets Exposures to corporates other than specialised lending. SMEs Exposures to corporates - specialised lending. Non-SMEs Exposures to corporates other than specialised lending. Non-SMEs Retail exposures secured by immovable property. SMEs Retail exposures secured by immovable property. Non-SMEs Retail exposures - qualifying revolving. Non-SMEs Retail exposures - other. SMEs Retail exposures - other. Non SMEs Not applicable (exposure class) Exposures other than exposures to central governments, central banks, regional governments or local authorities, public sector entities and international organisations Exposures other than exposures to central governments or central banks and institutions > 1 year > 180 days <= 1 year > 30 days <= 60 days > 60 days <= 90 days > 90 days <= 180 days <= 3 months <= 30 days >= 2,5 years >= 46 days >= 5 days 0-4 days 16-30 days 31 to 45 days 5-15 days Not applicable/ All time intervals Time interval applicable for free deliveries > 3 months <= 6 months > 6 months <= 9 months > 9 months <= 12 months > 12 months > 10 years > 2 years > 5 years > 6 months <= 2 weeks > 1 month <= 3 months > 1 year <= 2 years > 2 weeks <= 1 month > 2 years <= 5 years > 6 months <= 1 year Open maturity Not past due or past due <= 30 days Not past due or past due <= 90 days <= 1 month > 1 month <= 2 months > 2 months <= 3 months > 3 months <= 4 months > 4 months <= 5 months > 5 months <= 6 months > 6 months <= 7 months > 7 months <= 8 months > 8 months <= 9 months > 9 months <= 10 months > 10 months <= 11 months > 11 months <= 12 months > 12 months <= 15 months > 15 months <= 18 months > 18 months <= 21 months > 21 months <= 24 months > 24 months <= 27 months > 27 months <= 30 months > 30 months <= 33 months > 33 months <= 36 months > 3 years <= 5 years > 5 years <= 10 years > 30 days >0days Open maturity but callable within 30 days <= 1 day > 1 day <= 7 days > 7 days <= 14 days > 2 years <= 3 years < 1 year >= 1 year >= 3 years > 1 day <= 1 week > 1 day <= 2 days > 1 week <= 1 month > 1 week <= 2 weeks > 2 days <= 3 days > 2 weeks <= 3 weeks > 3 days <= 4 days > 3 weeks <= 30 days > 4 days <= 5 days > 30 days <= 5 weeks > 5 day <= 6 days > 5 weeks <= 2 months > 6 days <= 1 week 1 day re-scaled to 10 days 10 days with overlapping periods 10 days other Methodology 1 year > 3 years 3 months <= 2 days <= 3 days <= 4 days <= 5 days <= 6 days <= 1 week <= 3 weeks <= 4 weeks <= 5 weeks <= 2 months <= 6 months <= 9 months <= 12 months <= 2 years <= 3 years <= 5 years <= 10 years < 30 days > 30 days <= 90 days > 90 days > 1 year <= 5 years >= 1 day <= 30 days < 3 months >= 3 months < 1 year >= 1 year < 2 years >= 2 years < 3 years >= 3 years < 5 years >= 5 years < 10 years >= 10 years < 7 days > 1 month < 1 year >= 2 years > 1 month <= 6 months > 1 week No contract regulating the service > 5 years <= 7 years > 7 years <= 24 months All allowances Collective allowances for incurred but not reported losses Defaulted Impaired Non defaulted Non-impaired Past due Specific allowances. Collectively assessed financial assets Specific allowances. Individually assessed financial assets Written-off Exposure with forbearance measures Exposure with forbearance measures. Debt totally or partially refinanced Exposure with forbearance measures. Instruments with modified terms and conditions Exposure with forbearance measures. Refinancing debt Non-performing exposures Performing exposures Performing exposures. Exited from NPE in the last 12 months Not applicable/ Total exposures Impaired or defaulted General allowances Specific allowances for credit risk General allowances for credit risk General allowances for banking risks Non past due. Non expected non-performance within 30 days Exposure with forbearance measures. Of non performing exposures Non past due. Non expected non-performance Low default portfolios High default portfolios Not applicable (default status) Exposure with forbearance measures. Non performing before forbearance Instruments without significant increase in credit risk (Stage 1) Instruments with significant increase in credit risk (Stage 2) Instruments with significant increase in credit risk. Credit impaired assets (Stage 3) General allowances for banking risk. Part affecting carrying amount General allowances for credit risk. Part affecting carrying amount Collectively measured allowances Individually measured allowances To stage 2 from stage 1 To stage 2 from stage 3 To stage 3 from stage 1 To stage 3 from stage 2 To stage 1 from stage 2 To stage 1 from stage 3 Subject to impairment Not subject to impairment Pre litigation In litigation Instruments with an accumulated coverage ratio of > 90% Multiple reclassifications.Exposures that were NPEs and became performing under probation before being reclassified to NPE again Multiple reclassifications.Reclassified to NPE multiple times during the period Exposures classified as NPE during the current reporting period Exposure with forbearance measures. Forborne twice Exposure with forbearance measures. Forborne more than twice Exposure with forbearance measures.Forbearance measures granted in addition to already existing forbearance measures Non-performing exposures. Failed reclassification to performing at end of probation period Grace period/payment moratorium Reduction of interest rate Extension of maturity/term Rescheduled payments Debt forgiveness Debt asset swaps FB measures other than grace period/moratorium, interest rate reduction, extension of maturity/term, rescheduled payments, debt forgiveness, debt asset swaps Business disruption and system failures Clients, products & business practices Damage to physical assets Employment practices and workplace safety Execution, delivery & process management External fraud Internal fraud Not applicable/ All events Lek Argentine Peso Australian Dollar Brazilian Real Bulgarian Lev Canadian Dollar Currencies closely correlated Currencies not closely correlated Czech Koruna Danish Krone Egyptian Pound Euro Pound Sterling Forint Yen Latvian Lats Lithuanian Litas Denar Mexican Peso Not applicable/ All currencies Other (interest rate) OTHER (foreign exchange, internal models) Zloty New Romanian Leu Russian Ruble Serbian Dinar Swedish Krona Swiss Franc Turkish Lira Hryvnia US Dollar Iceland Krona Norwegian Krone Hong Kong Dollar New Taiwan Dollar New Zealand Dollar Singapore Dollar Won Yuan Renminbi Currencies other than the reporting currency Currency of the Stock Exchange member state Domestic currency of the central bank and public sector entity Domestic currency or non-domestic (if used to match liquidity risk) ADB Unit of Account Afghani Algerian Dinar Armenian Dram Aruban Florin Azerbaijanian Manat Bahamian Dollar Bahraini Dinar Baht Balboa Barbados Dollar Belarussian Ruble (2000 Series) Belize Dollar Bermudian Dollar Bolivar Boliviano Bond Markets Unit European Composite Unit (EURCO) Bond Markets Unit European Monetary Unit (E.M.U.-6) Bond Markets Unit European Unit of Account 17 (E.U.A.-17) Bond Markets Unit European Unit of Account 9 (E.U.A.-9) Brunei Dollar Burundi Franc Cape Verde Escudo Cayman Islands Dollar CFA Franc BCEAO CFA Franc BEAC CFP Franc Chilean Peso Codes specifically reserved for testing purposes Colombian Peso Comoro Franc Congolese Franc Convertible Mark Cordoba Oro Costa Rican Colon Croatian Kuna Cuban Peso Dalasi Djibouti Franc Dobra Dominican Peso Dong East Caribbean Dollar El Salvador Colon Ethiopian Birr Falkland Islands Pound Fiji Dollar Ghana Cedi Gibraltar Pound Gold (one Troy ounce) Gourde Guarani Guinea Franc Guyana Dollar Indian Rupee Iranian Rial Iraqi Dinar Jamaican Dollar Jordanian Dinar Kenyan Shilling Kina Kip Kuwaiti Dinar Kwacha Kwanza Kyat Lari Lebanese Pound Lempira Leone Liberian Dollar Libyan Dinar Lilangeni Loti Malagasy Ariary Malaysian Ringgit Mauritius Rupee Mexican Unidad de Inversion (UDI) Moldovan Leu Moroccan Dirham Mozambique Metical Mvdol Naira Nakfa Namibia Dollar Nepalese Rupee Netherlands Antillean Guilder New Israeli Sheqel Ngultrum North Korean Won Nuevo Sol Ouguiya Pa’anga Pakistan Rupee Palladium (one Troy ounce) Pataca Peso Convertible Peso Uruguayo Philippine Peso Platinum (one Troy ounce) Pula Qatari Rial Quetzal Rand Rial Omani Riel Rufiyaa Rupiah Rwanda Franc Saint Helena Pound Saudi Riyal SDR (Special Drawing Right) Seychelles Rupee Silver (one Troy ounce) Solomon Islands Dollar Som Somali Shilling Somoni South Sudanese Pound Sri Lanka Rupee Sucre Sudanese Pound Surinam Dollar Syrian Pound Taka Tala Tanzanian Shilling Tenge Code assigned for transactions where no currency is involved Trinidad and Tobago Dollar Tugrik Tunisian Dinar Turkmenistan New Manat UAE Dirham Uganda Shilling UIC-Franc Unidad de Valor Real Unidades de fomento Uruguay Peso en Unidades Indexadas (URUIURUI) US Dollar (Next day) US Dollar (Same day) Uzbekistan Sum Vatu WIR Euro WIR Franc Yemeni Rial Zambian Kwacha (replaced January 1, 2013) Zimbabwe Dollar Other Currency (open axis tables) Belarusian Ruble Zambian Kwacha Currencies closely correlated. Reporting currency Off-shore Yuan Renminbi Currencies other than Euro, Pound Sterling, US Dollar, Swiss Franc, Yen AT1 Capital CET1 Capital Eligible Capital Non-eligible Non-eligible as AT1 due to reversible situations Non-eligible as CET1 due to reversible situations Non-eligible as T2 due to reversible situations T1 Capital T2 Capital Total own funds Transitionally recognised as AT1 Capital items Transitionally recognised as CET1 Capital items Transitionally recognised as Own funds items Transitionally recognised as T2 Capital items Not applicable/ All own funds AT1 Capital, temporally waived from deduction CET1 Capital, temporally waived from deduction T2 Capital, temporally waived from deduction Non eligible No Partially (A)T1 and T2 T2 in phase-out Grandfathered T2 Fully Compliant T2 Grandfathered AT1 Fully Compliant AT1 CET1 Activities other than Clearing and settlement, Custody, Servicing fees from securitization activities Activities other than Securities, Clearing and settlement, Asset management, Custody, Central administration services for collective investiments, Fiduciary transactions, Payment services, Customer resources distributed but not managed, Structured Finance, Loan servicing activities Activities other than Securitisation activities, Asset management Agency services Asset management Asset management. Collective investment Asset management. Customer portfolios managed on a discretionary basis Asset management. Pension funds Central administrative services for collective investment Clearing and settlement Commercial Banking Corporate finance Corporate items Custody Custody. Collective investment Custody. Custody other than Collective investment Custody. Entrusted to other entities Customer resources distributed but not managed Customer resources distributed but not managed. Collective investment Customer resources distributed but not managed. Insurance products Customer resources distributed but not managed. Other than collective investments, insurance products Fiduciary transactions Investment firms under Article 95 paragraph 2 and Article 98 of CRR Investment firms under Article 96 paragraph 2 and Article 97 of CRR Asset management, Investment vehicles other than Collective investment, Pension funds, Customer portfolios managed on a discretionary basis Not applicable/All activities Payment and settlement Payment services Retail Banking Retail Brokerage Securities Securities. Issuances Securities. Other than issuances and transfer orders Securities. Transfer orders Securitisation activities via Special Purpose Entities Loan servicing activities Structured finance Trading and sales Trade finance Qualifying CCLT Activities other than trade finance Transfer of on-balance sheet items Cash services Payment services, cash services, clearing and settlement, custody Securities settlement services CCP clearing services Specified service / activity / function (1) Specified service / activity / function (2) Specified service / activity / function (3) Capital market activities Derivatives trading Trading on secondary markets (excluding derivatives) Underwriting (primary markets) 1.1 - Deposits: Households 1.2 - Deposits: Non-financial corporations - SMEs 1.3 - Deposits: Non-financial corporations - non-SMEs 1.4 - Deposits: General Governments 1.5 - Deposits: Other sectors / counterparties (1) 1.6 - Deposits: Other sectors / counterparties (2) 1.7 - Deposits: Other sectors / counterparties (3) 2.1 - Lending: Households - lending for house purchase 2.2 - Lending: Households - other lending 2.3 - Lending: Non-financial corporations - SMEs 2.4 - Lending: Non-financial corporations - non-SMEs 2.5 - Lending: General Governments 2.6 - Lending: Other sectors / counterparties (1) 2.7 - Lending: Other sectors / counterparties (2) 2.8 - Lending: Other sectors / counterparties (3) 3.1 - Payment, Cash, Settlement, Clearing, Custody: Payment services to MFIs 3.2 - Payment, Cash, Settlement, Clearing, Custody: Payment services to non-MFIs 3.3 - Payment, Cash, Settlement, Clearing, Custody: Cash services 3.4 - Payment, Cash, Settlement, Clearing, Custody: Securities settlement services 3.5 - Payment, Cash, Settlement, Clearing, Custody: CCP clearing services 3.6 - Payment, Cash, Settlement, Clearing, Custody: Custody services 3.7 - Payment, Cash, Settlement, Clearing, Custody: Other services / activities / functions (1) 3.8 - Payment, Cash, Settlement, Clearing, Custody: Other services / activities / functions (2) 3.9 - Payment, Cash, Settlement, Clearing, Custody: Other services / activities / functions (3) 4.1 - Capital Markets: Derivatives held for trading - OTC 4.2 - Capital Markets: Derivatives held for trading - non-OTC 4.3 - Capital Markets: Secondary markets / trading 4.4 - Capital Markets: Primary Markets / underwriting 4.5 - Capital Markets: Other services / activities / functions (1) 4.6 - Capital Markets: Other services / activities / functions (2) 4.7 - Capital Markets: Other services / activities / functions (3) 5.1 - Wholesale Funding: Borrowing 5.2 - Wholesale Funding: Derivatives (assets) 5.3 - Wholesale Funding: Lending 5.4 - Wholesale Funding: Derivatives (liabilities) 5.5 - Wholesale Funding: Other product types (1) 5.6 - Wholesale Funding: Other product types (2) 5.7 - Wholesale Funding: Other product types (3) Hierarchy root for Type of activity Corporate Finance services Corporate Finance services. M&A advisory Corporate Finance services. Treasury services Corporate Finance services. Services other than M&A advisory, treasury services Advisory services excluding asset management and M&A advisory Payment services. Current accounts Payment services. Credit cards Payment services. Debit cards and other card payments Payment services. Transfers and other payment orders Payment services. Other than current accounts, credit cards, debit cards and other card payments, transfers and other payment orders Foreign exchange services Commodities services Activities other than securities, corporate finance serv., clearing and settlement, asset managem., custody, central admin. services for collective investm., fiduciary transactions, payment serv., customer resources distributed but not managed, structured finance, loan servicing, lending activities / guantees, FX, commodities Payment services. Credit cards, debit cards, other cards Distribution of products Activities other than securities, clearing and settlement, asset management, custody, payment services, loan servicing, loan commitments / guarantees received, distribution of products, FX services Liquidation of collateral received for non-performing exposures Sale of non-performing exposures Securitisation of non-performing exposures / risk transfer Sale of collateral obtained by taking posession against cash Athens Clearing Office (ACO) ATHEX (Athens Stock Exchange) ATHEX CSD ATHEXClear SA The Clearing House ACH Automated Clearing Settlement System (ACSS) BACS (Bankers' Automated Clearing Services) Bankgirot (Bankgirocentralen BGC AB) BI-COMP BISERA (Bank Integrated System for Electronic Payments) Bloomberg Trade Repository Limited BME BME Clearing BOGS (Bank of Greece Securities Settlement System) BOJ-NET BondSpot S.A. BORICA Borsa Italiana SpA Bratislava Stock Exchange Budapest Stock Exchange Bulgarian Stock Exchange Bursa de Valori Bucaresti Burza cenných papírů Praha, a.s. (Prague Stock Exchange) Canadian depository for securities (CDS) Canadian Derivatives Clearing Corporation Cassa Compensazione e Garantia (CC&G) CCP Austria CEC/UCV CEESEG AG (Wiener Borse) Central Depository & Clearing Company Central Depository AD Central Depository and Central Registry Centralna klirinško depotna družba (KDD) Centrální depozitár cenných papíru SR a.s. (CDCP) / Central Depository of Securities Prague Centrálny Depositár Cenných Papierov (CDCP) SR CENTROlink CERTIS (Czech Express Real Time Interbank Gross Settlement System) CHAPS (Clearing House Automated Payment System ) Cheque & Credit Clearing System Ltd CHIPS Clearing Service Austria (CSA) Clearing Service International (CSI) Clearstream Banking AG Clearstream Banking Luxembourg CLS CME Trade Repository Ltd (CME TR) Cyprus Clearing House Cyprus Stock Exchange Dataclearing Depozitarul Central S.A. Deutsche Börse AG DIAS (Interbanking Systems S.A.) DTC (Depository Trust Company) DTCC Derivatives Repository Plc Electronic Clearing System (EKS) ELIXIR Equens EUREX Clearing AG EURO 1 Euroclear Bank Euroclear Belgium (ESES) Euroclear Finland Euroclear France (ESES) Euroclear Netherlands (ESES) Euroclear Sweden AB (VPC systemet) Euroclear UK & Ireland Limited (EUI) (CREST) Euronext Amsterdam Cash Market Euronext Brussels SA Euronext Lisbon SA European CCP NV European Commodity Clearing (ECC) Express Elixir Faster Payments Service (FPS) FedACH Services Fedwire Funds Service Fedwire Securities Services Fixed Income Clearing Corp (FICC) Gielda Papierow Wartosciowych w Warszawie (Warsaw Stock Exchange) Government Securities Depository (GSD) HSVP (RTGS) Iberclear ICE Clear ICE Clear Europe Limited ICE Clear Netherlands ICE Trade Vault Europe Limited (ICE TVEL) ID2S/RSSS Interbank Clearing System (ICS) INTERBOLSA IntradagClearing IRGiT Izba Rozliczeniowa Giełd Towarowych S.A (Commodity Clearing House Irish Paper Clearing Company (IPCC) Irish Stock Exchange Ltd Japan Securities Clearing Corporation JASDEC JASDEC DVP JCC KDPW S.A. KDPW_CCP S.A. KDPW-TR KELER CCP KELER CSD KRONOS KUBAS Large Value Transfer System (LVTS) LCH Ltd LCH SA Ljubljana Stock Exchange LME Clear Limited London Stock Exchange Ltd (LSE) LUX CSD Malta Clearing House Malta Stock Exchange Malta Stock Exchange CSD MEFF Sociedad Rectora de Productos Derivados S. A. Mercados de Deuda Pública en Anotaciones Monte Titoli MTS Národný Centralny Depositar Cennych Papierov (nCDCP) as Nasdaq CSD SE Nasdaq Helsinki Nasdaq OMX Clearing Nasdaq OMX Stockholm National Securities Clearing Corp. (NSCC) NBB SSS NBP bills and treasury bills Register NEX Abide Trade Repository AB NICS (Norwegian Inter Bank Clearing System) NKS ( National Clearing System)/EuroNKS NYSE Euronext Paris OeKB CSD GmbH (WSB System) OMI Clear POPS REGIS Regis-TR RINGS (Real-time INterbank Gross-settlement System) RIX RM-SYSTEM Czech Stock Exchange RoClear RPS RT1 SAFIR SENT SICOI SIMP - PS SIP SPlatobný systém SIX SIX InterbankClearing (SIC)/EuroSIC SIX Swiss Exchange SIX x-clear SKD (Short Term Bond System) SNCE (Sistema Nacional de Compensación Electrónica) Société de la Bourse du Luxembourg SA SORBNET2 STEP 1 STEP 2 STET/CORE Straksclearingen Sumclearingen T2S (SSS - only for direct connectivity) TARGET2 TIPS UnaVista Limited Verdipapirsentralen (VPS) VIBER VP Lux VP Securities A/S 10% CET1 threshold 17.65% CET1 threshold Accounting consolidation Accounting standard Accounting treatment of the securitisation Accumulated changes in fair value due to credit risk Accumulated impairment Accumulated write-offs Acquisition cost Actuarial gains and losses (flow) Actuarial gains or losses from changes in demographic assumptions (flow) Actuarial gains or losses from changes in financial assumptions (flow) Additions (flow) Additions, including increases in existing provisions (flow) Adjusted stressed VaR Adjusted VaR Adjustment to the risk-weighted exposure amount due to maturity mismatches Adjustment to Value used for market risk, net, weighted after cap due to infringement of the due diligence provisions After transitional provisions All changes in Defined benefit obligations (flow) All changes in Provisions (flow) All price risk capital charge for CTP All price risk capital charge for CTP Floor All price risk charge for CTP 12 weeks average All price risk charge for CTP last measure All Reclassifications (flow) Alleviation of own funds requirements due to diversification Alleviation of own funds requirements due to risk mitigation techniques Alleviation of own funds requirements due to the expected loss captured in business practices Amount assigned to direct credit substitutes Amount assigned to eligible liquidity facilities Amount assigned to IRS / CRS Amount assigned to other off-balance sheet items Amount contractually required to pay at maturity Amount of Assets involved in the services provided by the institution Amount of changes in fair value attributable to changes in credit risk (flow) Amount of cumulative change in fair values attributable to changes in credit risk Amount of gains (flow) Amount of losses (flow) Amount that exceeds the limit for grandfathering of instruments not constituting State aid Amount that exceeds the limits for grandfathering Amount used for LGD adjustment Amounts derecognised for capital purposes Amounts exempted from the LE regime Amounts not recognised as an asset, due to limits of paragraph 58 (b) Amounts used (flow) Applicable limit for institutions Applicable percentage limit for institutions Applicable limit for non institutions Approach used for the securitised exposures ASA modified nominal amount Assumed charge for CTP floor - weighted positions after cap Average incremental default and migration risk capital charge Average risk weight Amount of accumulated impairment Base amount for calculating the limit Base for calculating the limit for grandfathering of instruments not constituting State aid Amount fully phased-in definition Benefits paid (flow) Business combinations or divestitures (flow) Capital buffer Capital Reduction (flow) Carrying amount Carrying amount (flow) Carrying amount [before restatement] Carrying amount of Collateral obtained Carrying amount of Collateral obtained during the period (flow) Changes in allowances for credit losses other than Decreases due to amounts taken against allowances, Transfers between allowances, and Increases due to amounts set aside or decreases due to amounts reversed for estimated loan losses, (flow) Changes in Defined benefit obligations other than Current and past service cost, Interest cost, Contributions paid by plan participants, Actuarial gains and losses, Foreign currency translation, Benefits paid, Business combinations or divestiture (flow) Changes in Equity from business combinations (flow) Changes in Equity from share based payments (flow) Changes in equity other than those explicitly reported (flow) Changes in Provisions other than Additions, including increases in existing provisions, Amounts used, Unused amounts reversed during the period, Increase in the discounted amount and effect of any change in the discount rate (flow) Code of the originator of the securitisation Compliance with the retention requirement Computable amount Computable amount - Individual basis Computable amount, gross Computable amount, net Computable amount, offsetting position Amount including transitional provisions Computable amount, Total Contributions paid by plan participants (flow) Conversion factor applied to revolving securitisation Conversion of debt to equity (flow) Country of origin of the ultimate underlying of the transaction CRM substitution effects Inflows including value adjustments and provisions CRM substitution effects Inflows, net of value adjustments and provisions CRM substitution effects Outflows including value adjustments and provisions CRM Financial collateral: adjusted value (Cvam) CRM Funded credit protection (Cva) CRM substitution effects - Funded credit protection CRM substitution effects - Unfunded credit protection: adjusted values (GA) CRM substitution effects - Value of Credit derivatives CRM substitution effects - Value of Financial collateral: simple method CRM substitution effects - Value of Guarantees CRM substitution effects - Value of Other funded credit protection CRM substitution effects Inflows, including value adjustments and provisions CRM substitution effects Outflows, including value adjustments and provisions CRM substitution effects Outflows, net of value adjustments and provisions CRM Volatility adjustment to the exposure CRM Volatility and maturity adjustments Current period (flow) Current service cost (flow) Decreases in allowances due to amounts reversed for estimated loan losses during the period (flow) Decreases due to amounts taken against allowances (flow) Derivative treatment Dividends (flow) Effects of changes in accounting policies Effects of corrections of errors ELGD Eligible amount without transitional provisions Entry date Exercise/Expiration of equity Instruments other than capital Instruments (flow) Expected loss amount Exposure after CRM substitution effects pre conversion factors, including value adjustments and provisions Exposure after CRM substitution effects pre conversion factors, net of value adjustments and provisions Exposure net of value adjustments and provisions Exposure value Exposure value - all exposures Exposure Value deducted from own funds Exposure value, including value adjustments and provisions Exposure value, including value adjustments and provisions, deducted from own funds Exposure value, including value adjustments and provisions, subject to risk weights Exposure value, net of value adjustments and provisions Exposure value, net of value adjustments and provisions, deducted from own funds Exposure value, net of value adjustments and provisions, subject to risk weights Exposure weighted average LGD Fair value First foreseeable termination date Foreign currency translation (flow) Fully adjusted exposure value (E*), net of value adjustments and provisions Fully adjusted exposure value E* including value adjustments and provisions Goodwill included in carrying amount Accumulated change in fair value before taxes Gross carrying amount Is a group Group structure Increase in the discounted amount and effect of any change in the discount rate (flow) Increases in allowances due to amounts set aside for estimated loan losses during the period (flow) Incremental default and migration risk capital charge Incremental default and migration risk capital charge last measure Incurred CVA Institution type Institution company structure Institution or equivalent Interest cost (flow) Internal code of the securitisation Issuance of equity Instruments other than capital instruments (flow) Issuance of ordinary shares (flow) Issuance of preference shares (flow) Jurisdiction of incorporation Exposure value after application of exemptions and CRM Exposure value before application of exemptions and CRM LE Original exposure LE Percentage against capital before application of exemptions and CRM Legal final maturity date LGD Limit for grandfathering Limit for grandfathering of instruments not constituting State aid Losses stemming from lending collateralised Losses stemming from lending collateralised - Valued with mortgage lending value Maturity value (days) Maximum amount of the collateral/guarantee that can be considered Maximum single loss (flow) Mean credit spread Name of counterparty Name of entity Name of Holding entity Notional amount Notional amount retained or repurchased of credit protection Nominal amount, Maximum collateral/guarantee that can be considered Number of breaches during reporting period Number of counterparties Number of exposures Number of loss events (flow) Number of obligors Number of overshootings Observed new defaults for the period (flow) Original exposure pre conversion factors Origination date of the securitisation Overall effect (adjustment) due to infringement of the due diligence provisions Own funds requirement before alleviation due to expected loss, diversification and risk mitigation techniques Own funds requirements Own funds requirements before securitisation (Kirb) Past service cost (flow) PD assigned to the obligor grade or pool Percentage for calculating transitional adjustments Percentage of participation of the reporting institution in the securitisation Percentage of retention of securitisations at reporting date Present value Latest available stressed VaR Previous day VaR Price difference exposure due to unsettled transactions Principal amount outstanding Prudential consolidation Purchase of Treasury Shares (flow) Qualifying amount Reclassification of financial instruments from equity to liability (flow) Reclassification of financial instruments from liability to equity (flow) Reclassifications other than valuation gains and losses taken to equity, Transferred to profit or loss (flow) Reclassifications other than valuation gains and losses taken to equity, Transferred to profit or loss, Transferred to initial carrying amount of hedged items (flow) Recoveries recorded directly to the statement of profit or loss(flow) Reduction in RWA due to value adjustments and provisions Type of connection with group Reporting calculation method Reporting level Residence Reversals (flow) Risk adjustments and provisions Risk weighted exposure amount Risk weighted exposure amount after CAP Risk weighted exposure amount before CAP Role in the securitisation process Sale/Cancellation of Treasury Shares (flow) Scope of data (levels of consolidation code) Sector Sector of the counterparty Share of eligible capital Share of equity interest Share of ownership instruments Share of voting rights Solvency treatment of the securitisation Stressed VAR Sum of the five largest losses (flow) SVaR Multiplication factor (percentage) Threshold applied in data collection - highest Threshold applied in data collection - lowest Total amount of securitisation exposures originated Total amount of underlying securitised exposures of every originator Total amount of underlying securitised exposures of every originator at origination date Total comprehensive income for the year (flow) Gross loss amount (flow) Total risk exposure amount Total risk exposure amount contribution to the group Total risk exposure amount, Risk weighted exposure amount Is a transaction where there is an exposure to underlying assets Transferred to initial carrying amount of hedged items (flow) Transferred to profit or loss (flow) Transfers among components of Equity (flow) Transfers between allowances (flow) Transitional computable amount Transitional provisions Type of retention applied Type of risk transfer Type of underlying Type of securitisation Change in fair value for the period (flow) Unsettled transactions at settlement price Unused amounts reversed during the period (flow) Valuation gains and losses taken to equity (flow) Value adjustments and provision associated with the original exposure Value adjustments recorded directly to the income statement (flow) Value used for market risk, gross Value used for market risk, net Value used for market risk, net, weighted after cap Value used for market risk, net, weighted before cap Value used for market risk, subject to capital charge Value used for market risk, to be deducted from own funds VAR VaR Multiplication factor (percentage) Alternative LR Exposure Value. Method 2 Alternative LR Exposure Value. Method 3 Leverage ratio exposure value LR Exposure Value. Current replacement cost. Mark-to-Market Method Notional amount (same reference name and bought protection from CCP) Notional amount (same reference name and counterparty or CCP) Notional amount (same reference name) Leverage Ratio - Tier 1 fully phased-in definition Leverage Ratio - Tier 1 transitional definition Carrying amount assuming no netting or other credit risk mitigation Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Assuming no netting or CRM Alternative LR Exposure Value. Add-on. Mark-to-Market Method. Method 2 LR Exposure Value. Add-on. Mark-to-Market Method Correlation Trading Portfolio Amount due 30 days Amount due 30 days net of liquid collateral Amount of additional collateral Payments due 30 days not reflected in the market value Exposure value after application of exemptions and CRM divided by eligible capital Exposure value before application of exemptions and CRM divided by eligible capital Code of the group to which the connected client belongs Threshold for holdings in relevant entities where an institution does not have a significant investment CRM unfunded credit protection adjusted values (G*) - Outflows Cumulative gains and losses due to changes in own credit risk on fair valued liabilities [prudential filter] Nominal amount LEI code Entity code Amount specified for AE purposes Asset-specific value Asset-specific value. Excess of min coverage required Credit rating Name of credit rating agency Nominal amount. Excess of min coverage required Present value (swap) Present value (swap). Excess of min coverage required Accumulated impairment, accumulated changes in fair value due to credit risk Holding company LEI code Holding company code Credit risk adjustments (flow) Notional amount (same reference name and same or higher maturity) LR Exposure Value. Collateralised LR Exposure Value. Non collateralised Exposure net of value adjustments and provisions. Collateralised Exposure net of value adjustments and provisions. Non collateralised Mark-to-market (Mark-to-Model) value Alternative LR Exposure value. Add-on for SFT Risk weighted exposure amount pre SME-supporting factor Risk weighted exposure amount after SME-supporting factor After transitional provisions (mean of monthly values over a quarter) LR Exposure Value (mean of monthly values over a quarter) Leverage Ratio - Tier1 fully phased-in definition Leverage Ratio - Tier1 transitional definition (mean of monthly values over a quarter) Type of counterparty Percentage of capital ratio Group or individual LE Exposure value after application of exemptions and CRM LE Exposure value after application of exemptions and CRM divided by eligible capital Fair value according to regulatory netting Value after prudential haircuts Amount after applicable outflow rate Amount after applicable inflow rate Compliance with Art. 129 CRR Primary asset class of cover pool Identifier of the securitisation Amount maturing since previous reported position Amounts to be issued since previous reporting position Average rate Comments required Percentage of LCR Percentage of NSFR Surplus/(Deficit) of stable funding Surplus/(Deficit) of liquid assets Amount of loss recovery (flow) Maximum amount of the collateral that can be considered Maximum amount of the guarantee that can be considered Amount of new funds Amount of roll-over of liabilities Amount of liabilities maturing Average maturity of new funds (days) Average maturity of roll-over of liabilities (days) Average maturity of liabilities maturing (days) Average maturity of liabilities maturing (net of roll-overs) and new funds (days) Carrying amount, fair value Carrying amount, fair value, nominal value Credit quality step Currency code Fair value, Nominal amount Gross amount before applicable inflow rate Gross amount before applicable outflow rate Net amount before applicable outflow/inflow rate Net amount of roll-overs plus new funds minus liabilities maturing Nominal value Product type (counterbalancing capacity) Product type (funding) Value for CB-eligible collateral use Weighted average original maturity (days) Weighted average residual maturity (days) Average spread (basis points) Accounting consolidation code (IFRS Group) Accounting consolidation code (CRR Group) Exposure class Regulatory approach Internal credit rating Date of most recent rating Credit conversion factor Default rate Loss rate Haircut Name of the model IRBA Risk parameter Joint decision PD Long-run PD Cure rate defaulted assets Recovery rate not cured foreclosed assets Recovery period length not cured foreclosed assets VaR + SVaR model applicable IRC Model applicable CT model applicable Rationale for exclusion Methodology Liquidity Horizon 10 day horizon computation method Length of observation period Data Weighting VaR Multiplication factor. Backtesting add-on VaR Multiplication factor. Regulatory add-on SVaR Multiplication factor. Regulatory add-on Comments required. Data Weighting Comments required. Length of observation period Comments required. Liquidity Horizon Comments required. Methodology Comments required. SVaR Multiplication factor. Regulatory add-on Comments required. VaR Multiplication factor. Backtesting add-on Comments required. VaR Multiplication factor. Regulatory add-on Daily change in portfolio valuation (flow) (numeric value only) Number of modelling factors Source of LGDs Comments required. Number of modelling factors Comments required. Source of LGDs Source of PD Source of transition matrices Default status Internal model identification Exposure weighted average default rate Case weighted average default rate Portfolio identification Market value (numeric value only) All price risk capital charge for CTP (numeric value only) Incremental default and migration risk capital charge (numeric value only) Stressed VAR (numeric value only) VAR (numeric value only) Liquidity coverage ratio percentage Capped notional amount Market value Daily change in portfolio valuation (flow) Leverage ratio exposure amount hypothetically exempted Amounts deducted with fully phased-in definition Amounts deducted including transitional provisions Add-on amount for difference between transaction legs Add-on amount for floor adjustment Value of exempted leg of client-cleared trade exposures Current replacement cost Amount of eligible cash variation margin offset against derivatives market values Potential future exposure value Original exposure value Amount of eligible purchased credit derivatives offset against written credit derivatives Liquidity coverage market value Liquidity coverage applicable weight Liquidity coverage weighted amount Liquidity coverage cash value Liquidity coverage market value of collateral given Liquidity coverage weighted amount of collateral given Liquidity coverage market value of collateral received Liquidity coverage weighted amount of collateral received Amount of reduction for inflows Excess liquid assets amount Liquidity coverage weighted amount adjusted before cap Outflows for adjustment of Liquidity coverage weighted amount Inflows for adjustment of Liquidity coverage weighted amount Liquidity coverage weighted amount adjusted after cap Amount of Pilar 2 requirement Alternative leverage ratio exposure value. Add-on amount Alternative leverage ratio exposure value. Add-on amount assuming no netting or other credit risk mitigation Deficit of total capital as regards the minimum own funds requirements of the Basel I floor Weight applied to the countercyclical buffer rate Countercyclical capital buffer rate set by the Designated Authority Countercyclical capital buffer rate applicable in the country of the institution Institution-specific countercyclical capital buffer rate Use of 2% threshold Accumulated impairment, accumulated changes in fair value due to credit risk, provisions Accumulated impairment, accumulated negative changes in fair value due to credit risk Accumulated negative changes in fair value due to credit risk Accumulated negative value adjustments. Market risk induced Accumulated negative value adjustments. Credit risk induced Accumulated write-offs. Partial Accumulated write-offs. Total Increases in allowances due to origination and acquisition Decreases in allowances due to derecognition Changes in allowances due to change in credit risk (net) Changes in allowances due to modifications without derecognition Changes in allowances due to update in methodology for estimation (net) Decrease in allowances due to write-offs Other adjustments in allowances Amounts written-off directly to the statement of profit or loss Adjustments to carrying amount Positive fair value Negative fair value Carrying amount of non-derivative financial assets (net of direct short positions) Number of loss events subject to loss adjustments (flow) Amount of loss adjustments (flow) Date of accounting Date of occurrence Date of discovery Gross loss amount net of direct recoveries (flow) Business unit Event type Cash value Cash value (net) Carrying amount (net) Fair value (net) Nominal amount (net) Carrying amount, fair value, nominal amount (net) Cash value, market value (net) Total of net amount SVaR Multiplication factor VaR Multiplication factor Number of loss events subject to positive loss adjustments (flow) Number of loss events subject to negative loss adjustments (flow) Amount of positive loss adjustments (flow) Amount of negative loss adjustments (flow) Additional valuation adjustment Upside uncertainty QTD revenue IPV difference Fair value adjustments Type of risk Product group Number of price observations (interval) Underlying (name) Concentrated position.Amount Concentrated position.Unit Length of prudent exit period Comments required. Other excluded valuation positions Comments required. Portfolios under the fall-back approach Valuation model (name) IPV difference.Output testing IPV coverage.Output testing Type of entity Outstanding amount Article 7 Waiver granted Name of Deposit Guarantee Scheme (DGS) Name of institutional protection scheme (IPS) Comments required. Economic function Represents a critical function Market share Monetary amount (criticality assessment of economic functions) Number (criticality assessment of economic functions) Degree of impact on market Degree of substitutability Core business line name Comments required. Core business line Is part of the group Estimated time for substitutability Estimated time for access to contracts Is resolution-proof contract FMI system type FMI name Comments required. FMI services Mode of participation in FMI Name of intermediary facilitating access to an FMI Code of intermediary facilitating access to an FMI Country the law of which governs access to the FMI Type of information system Comments required. Information system Comments required. Reference period for SVaR calculation Reference period for SVaR calculation STS securitisation Approach for the calculation of own funds requirements STS securitisation qualifying for differentiated capital treatment Row reference (aggregate template) Ranking in insolvency Contract identifier Country the law of which governs the contract / master agreement Contractual recognition of bail-in powers Outstanding amount. Principal Outstanding amount. Accrued interest Currency in which the transaction / contract is denominated Date of issuance Earliest date of redemption Collateralisation status Type of contractual terms Type of regulatory capital Ranking in insolvency. Of claim resulting from recourse to financial guarantee Type of guarantee Is collateralised Type of event triggering the activation of the guarantee / financial support Column reference (aggregate template) Identifier of the security Type of instrument Type of coupon Coupon rate / interest rate Type of placement Type of master agreement Signatory to ISDA Universal Stay Protocol.Entity Signatory to ISDA Universal Stay Protocol.Counterparty Estimated close-out amount Number of transactions Member State where resolution authority to which the report is provided is located Status of entity in resolution plan Reference date Is included in prudential consolidation perimeter Article 10 Waiver granted Relevant legal entity Identifier (Critical services) Name of information system Location of critical function Critical function ID Non refundable price purchase discount Specific credit risk adjustments on underlying exposures Reduction due to risk weight cap Reduction due to overall cap RW corresponding to the protection provider/instrument Risk weighted exposure amount under SEC-ERBA Risk weighted exposure amount under SEC-SA Scope of issuance Date of latest issuance Percentage of IRB in approach applied Liquidity coverage weighted amount adjusted Liquidity coverage standard amount Risk weighted exposure amount corresponding to the outflow from securitisations toother exposure classes Exposures in default Attachment point Expected loss Unexpected loss Exposure-weighted average maturity of assets CQS Percentage of retail exposure in IRB pools Own funds requirements before securitisations (Ksa) Credit risk adjustments during the current period Number of tranches Detachment point Originator's call option included in transaction Attachment point of risk sold Detachment point of risk sold Risk transfer claimed by originator institution Parent or subsidiary Number of ATMs Type of identifier Relationship of lending entity with issuing entity Type of financial liability Type of resolution stay agreement.Entity Type of resolution stay agreement.Counterparty Type of non-financial liability Number of accounts Importance in terms of size (based on monetary amounts) Importance in terms of size (based on numbers) Importance in terms of cross-border activity Importance in terms of market share Ease of substitution in terms of market concentration Ease of substitution in terms of time for substitution Ease of substitution in terms of legal barriers to entry or expansion Ease of substitution in terms of operational requirements to entry or expansion Value of open positions Nominal amount of transactions (average) Nominal amount of transactions (average). Payment transactions (amounts sent) Nominal amount of transactions (average). Cash withdrawals Nominal amount of transactions (average). Securities settlement (internal and external) Fee and commission Number of transactions.Underwritten transactions MFI code Type of identifier, other than LEI or MFI code Type of report Name of region Reference period for daily averages (first day) Reference period for daily averages (last day) FMI name. In predefined list FMI name. Not in predefined list Is a currency in which transactions / contracts are denominated Comment required. Services provided to FMI / representative institution Communication service provider other than FMI proprietary and SWIFT (name) Comments required. Name of other service provider enabling acces to FMI Contribution to default fund Value of positions Nominal amount of transactions Peak amount of intraday liquidity or collateral requirements Estimated amount of additional liquidity or collateral requirements in a stress situation Type of issuance Type of SRT (significant risk transfer) Number of transactions (average) Number of transactions (average). Payment transactions (amounts sent) Number of transactions (average). Cash withdrawals Number of transactions (average). Securities settlement (internal and external) Currency in which the transaction / contract is denominated (string) Article 7 or 10 Waiver granted Comments required. Point of contact(s) at FMI/ intermediary for matters related to resolution of the entity Communication provider is FMI proprietary Communication provider is SWIFT Comments required. Other services needed for acces to FMI Link Entity is included in the resolution group of reporting entity ID representing combination of user, FMI, system type and intermediary Gross carrying amount (flow) Number of instruments Gross carrying amount of collateral obtained during the period (flow) Accumulated negative changes for collateral obtained Gross carrying amount of collateral obtained Amount of cash or cash equivalents collected net of costs Increase in impairment allowances, accumulated negative changes in fair value due to credit risk Increase in impairment allowances, accumulated negative changes in fair value due to credit risk.On interest accrued Decrease in impairment allowances, accumulated negative changes in fair value due to credit risk Decrease in impairment allowances, accumulated negative changes in fair value due to credit risk.Reversals Decrease in impairment allowances, accumulated negative changes in fair value due to credit risk.Unwinding effect (accounting) Write-offs during the period Write-offs during the period.Debt forgiveness Gross carrying amount of exposures derecognised in exchange for collateral obtained by taking possession Accumulated impairment, accumulated negative changes in fair value due to credit risk for exposures derecognised in exchange for collateral obtained by taking possession Cash collected net of costs in exchange of sold collateral Fair value of financial instruments replacing collateral sold Number of collaterals obtained by taking possession Weighted average of time past due Net cumulated recoveries from litigation procedures concluded during the period Gross carrying amount of exposures derecognised due to litigation procedures concluded during the period Number of staff Reference period for SVaR calculation (code list) Comments required. Source of PDs Comments required. Source of transition matrices Average duration of litigation procedures concluded during the period Value of the collateral (pre haircuts, uncapped) Accumulated negative changes for collateral obtained during the period (flow) Gains and losses on derecognition Currencies other than Pound Sterling and Euro including gold and SDR Currencies of EU countries outside monetary union Currencies of countries outside the EU Local currency Non-local currency Euro and Currencies other than Pound Sterling and Euro including gold and SDR Unconsolidated Solo consolidated Sub-consolidated UK Consolidation group Domestic liquidity sub group Liquidity consolidation Prudential sub-consolidation group Other than ring-fenced banks SR sub-consolidation group Ring-fenced group UK GAAP: FRS 101 UK GAAP: FRS 102 adopting paragraphs 11.2 and 12.2 of FRS 102 UK GAAP: FRS 102 not adopting paragraphs 11.2 and 12.2 of FRS 102 Non-UK GAAP Interbank payment system Central securities depository CCP or Clearing Member Direct access Indirect access Conduits and infrastructure finance vehicles Relevant financial institutions CCP's and Exchanges Other than CCP's and Exchanges Credit institutions and Retail Credit institutions, financial customers and counterparties other than retail Monetary Financial Institutions Monetary Financial Institutions other than the central banks Building societies Monetary financial institutions other than banks and building societies Financial Corporations other than Monetary Financial Institutions Intermediate other financial corporations Credit Unions Institutions not in the UK banking sector, whose main function is to extend credit abroad. Bank Holding companies Finance houses and consumer credit companies which are not in the UK banking sector E-money issuers Guaranteed Export Finance Corporation plc Mortgage finance vehicles Insurance and other financial holding companies Non-intermediate other financial corporations Securities dealers Insurance corporations and pension funds Leasing companies Money market mutual funds Non-money market fund collective investment schemes Factoring companies and discounters Financial Auxiliaries Public sector Non-financial Corporations other than Public sector entities Individual households and individual trusts, Unincorporated businesses other than unlimited liability partnerships, non-profit institutions serving households (NPISHs) Individual households and individual trusts Individuals & Individual Trusts Unincorporated businesses other than unlimited liability partnerships Non-profit institutions serving households (NPISHs) Central banks, Monetary Financial Institutions other than the central banks, Financial corporations other than credit institutions, General governments, Non-financial corporations, Households (including NPISH) Households (including NPISH) Central banks, Monetary Financial Institutions other than the central banks Financial Corporations [Statistics] Reporting institutions banking offices Monetary Financial Institutions, Reporting institutions banking offices, Credit institutions Other than Central banks, Monetary Financial Institutions other than the central banks Securitisation special purpose vehicles Export Credits Guarantee Department "UK Export Finance" Covered bond programme Limited Liability Partnership (LLP) Non-financial Corporations other than Public sector entities. Holding companies of PNFC's Individual Trusts Individual households and individual trusts, unincorporated businesses other than unlimited liability partnerships Financial holding companies, Insurance companies and pension funds, Financial auxiliaries, Non-financial Corporations other than Public sector entities Financial Corporations other than Monetary Financial Institutions excluding Insurance corporations and pension funds UK regulatory authorities and the Treasury Other than Export Credits Guarantee Department "UK Export Finance" All counterparties excluding monetary financial institutions All counterparties excluding Financial Corporations [Statistics] Central clearing counterparties Financial auxiliaries other than central clearing counterparties Financial Corporations other than Monetary Financial Institutions excluding Insurance corporations and pension funds, central clearing counterparties Financial Corporations other than Monetary Financial Institutions excluding Insurance corporations and pension funds, central clearing counterparties, E-money issuers Financial holding companies Banks European Economic Area (EEA) Credit institutions with permission to accept deposits through a UK branch Supervisory authorities of financial intermediaries and markets, but excluding the Financial Conduct
Corporations providing infrastructure for financial markets Financial holding companies Fund management companies Individual households Non-financial Corporations other than Public sector entities, Financial Corporations other than Monetary Financial Institutions and Individual households and individual trusts including unincorporated businesses and NPISHs Monetary Financial Institutions, Reporting institutions banking offices Credit institutions, Central banks Other than credit institutions and central banks Financial corporations other than credit institutions and Insurance corporations and pension funds General governments, Public sector entities, Unincorporated businesses other than unlimited liability partnerships and Non-profit institutions serving households (NPISHs) Non-financial Corporations other than Public sector entities and General governments, Public sector entities, Unincorporated businesses other than unlimited liability partnerships and Non-profit institutions serving households (NPISHs) Insurance corporations and pension funds and General governments, Public sector entities, Unincorporated businesses other than unlimited liability partnerships and Non-profit institutions serving households (NPISHs) Holding companies Banks [counterparty's country law domestic definition] Public sector [counterparty's country law domestic definition] Other non-resident [counterparty's country law domestic definition] Counterparties other than banks [counterparty's country law domestic definition] Banks and building societies Financial Corporations other than Monetary Financial Institutions excluding insurance and pensions funds SME [Statistics] Small sized enterprises [Statistics] Medium sized enterprises [Statistics] Large sized enterprises [Statistics] Other than central banks Non-financial Corporations other than Public sector entities, Individual households and individual trusts, Unincorporated businesses other than unlimited liability partnerships, non-profit institutions serving households (NPISHs) Housing associations Other than Monetary Financial Institutions Other than Monetary Financial Institutions and Financial Corporations other than MFIs Other than MFIs, Financial corporations other than MFIs, private non-financial corporations and individuals and individual trusts 13(2)(a) 13(2)(b) 13(2)(c) 13(2)(d) Industries Use of exemptions Total/No exemptions No use of the exemptions in article 5(1) of the Order Use of the exemptions in article 5(1) of the Order No use of the exemption in articles 6(1) and 6(2) of the Order Use of the exemption in articles 6(1) and 6(2) of the Order No use of the exemptions in articles 14(2), 14(3) and 14(5) of the Order Use of the exemptions in articles 14(2), 14(3) and 14(5) of the Order No use of the exemption in article 6(3)(b) of the Order Use of the exemption in article 6(3)(b) of the Order No use of the exemption in article 6(6)(a) of the Order Use of the exemption in article 6(6)(a) of the Order No use of the exemption in article 6(6)(b) of the Order Use of the exemption in article 6(6)(b) of the Order No use of the exemption in article 5(3)(a) of the Order Use of the exemption in article 5(3)(a) of the Order No use of the exemption in article 5(3)(b) of the Order Use of the exemption in article 5(3)(b) of the Order No use of the exemptions in articles 6(4)(a-d) and 6(5) in relation to the investments described in 6(4)(a), 6(4)(b) and 6(4)(d) of the Order Use of the exemptions in articles 6(4)(a-d) and 6(5) in relation to the investments described in 6(4)(a), 6(4)(b) and 6(4)(d) of the Order No use of the exemptions in articles 7 and 16 of the Order, and no use of the exemption in article 6(3)(a) to buy covered bonds Use of the exemptions in articles 7 and 16 of the Order, or use of the exemption in article 6(3)(a) to buy covered bonds No use of the exemptions in article 8 of the Order Use of the exemptions in article 8 of the Order No use of the exemptions in articles 9-12 of the Order Use of the exemptions in articles 9-12 of the Order No use of the exemptions in article 15 of the Order Use of the exemptions in article 15 of the Order No use of the exemptions in article 17 and 19A of the Order Use of the exemptions in article 17 or 19A of the Order No use of the exemptions in article 14(4)(b)(iii) or (iv) of the Order Use of the exemptions in article 14(4)(b)(iii) or (iv) of the Order Prohibited and excluded activities not covered by exemptions by sub-group members Connected funding Instruments issued by subsidiaries that are institutions Qualifying holdings outside the financial sector Dividends to be deducted Derivatives [PRA 108 definition] Foreign exchange [PRA 108 definition] Interest rate [PRA 108 definition] Credit derivatives [PRA 108 definition] Equity and stock index [PRA 108 definition] Commodity [PRA 108 definition] Other derivatives [PRA 108 definition] Other items [PRA 108 definition] Direct credit substitutes [PRA 108 definition] Transaction related contingents [PRA 108 definition] Trade-related contingents [PRA 108 definition] Asset sales with recourse [PRA 108 definition] Forward asset purchases [PRA 108 definition] Forward forward deposits placed [PRA 108 definition] Uncalled partly-paid shares and securities [PRA 108 definition] NIFs and RUFs [PRA 108 definition] Endorsement of bills [PRA 108 definition] Other commitments [PRA 108 definition] Client Money Derivatives, Other items [PRA 108 definition] Haircuts for trading assets at fair value Haircuts for trading liabilities at fair value Accumulated other comprehensive income. Fair value changes of equity instruments Accumulated other comprehensive income. Hedge ineffectiveness for equity instruments Accumulated other comprehensive income. Fair value changes of a financial liability attributable to changes in its credit risk Accumulated other comprehensive income. Fair value changes of debt instruments Accumulated other comprehensive income. Hedging instruments [not designated elements] Debt securities, Loans and advances, Deposits, Debt securities issued, Other financial liabilities Modifications. Without derecognition All assets, all liabilities Fair value hedge Cash flow hedge Hedge of net investments in a foreign operation Portfolio fair value hedge of interest rate risk Fair value changes Hedges other than cash flow hedge and hedge of net investment in a foreign operation Hedged item Hedging item Capital Capital. Paid up Capital. Unpaid which has been called up Other than capital. Equity component of compound financial instruments Other than capital. Other than equity component of compound financial instruments Other than capital On demand [call] and short notice [current account] Employee benefits. Other than pension and other post-employment defined benefit obligations Employee benefits. Pension and other post-employment defined benefit obligations Other than Employee benefits, Restructuring, Pending legal issues and tax litigation, Off-balance sheet exposures subject to credit risk Pending legal issues and tax litigation Restructuring Margin lending transactions Money market fund (MMF) shares/units Equity instruments other than money market fund (MMF) shares/units Long settlement transactions Interest rate derivative Foreign-exchange contracts and contracts concerning gold Contracts of a similar nature to derivative (as defined in Annex II(3) of Regulation (EU) No 575/2013) Acceptances Forward deposits Undrawn credit facilities Undrawn credit facilities comprising agreements to lend which may be cancelled unconditionally at any time without notice Guarantees having the character of credit substitutes Irrevocable standby letters of credit Current tax liabilities. Bank levy Commodities Commodity derivatives Non-derivative commodities Retained own issued covered bonds Third-party issued covered bonds Other type of exposure [SR definition] Claims under repo transactions Liabilities under repo transactions Outright purchases of investments Outright sales of investments Derivatives. Interest rate swaps Derivatives. FX-options Commodity options Caps Floors Swaptions Other commitments given according to Article 15 of the Order Credit guarantee [SR definition] Liquidity guarantee [SR definition] Loan [SR definition] Syndicated loan [SR definition] Capital market instrument [SR definition] Swap [SR definition] Auto loans [SR definition] Residential mortgages [SR definition] Commercial mortgages [SR definition] Credit card receivables [SR definition] Leasing [SR definition] Loans to corporates or SMEs [SR definition] Consumer loans [SR definition] Trade receivables [SR definition] Securitisation notes [SR definition] Corporate bonds [SR definition] Sovereign and local authority debt [SR definition] Other type of collateral [SR definition] None [SR definition] ABCP Programme [SR definition] Collateralised lending [SR definition] Other type of transaction [SR definition] Guarantee [SR definition] Bond [SR definition] Contract of indemnity [SR definition] A shared liability arrangement within the meaning of regulation 1 of the Financial Services and Markets Act 2000 (Banking Reform) (Pensions) Regulations 2015 Other than economic hedge All assets, investment FISMA Investments other than commodities Debentures related to a debt write-off Shares related to a debt write-off Instruments giving entitlement to debentures acquired in relation to a debt write-off Instruments giving entitlement to shares acquired in relation to a debt write-off Ring-fenced bodies' own debentures Instruments giving an entitlement to firm's own debentures Instruments giving an entitlement to firm's own shares Firm's parent undertaking debentures Debentures in a subsidiary Instruments giving an entitlement to debentures of a subsidiary Instruments giving an entitlement to shares of a subsidiary Debentures acquired directly from an issuer relating to loans/credit Shares in subsidiaries Shares in participating interests Derivatives. FX-swaps [SR definition] Forward contracts relating to currencies Forward contracts relating to commodities Letters of credit Guarantees [SR definition] Trade finance [SR definition] Derivatives [SR definition] Assets and liabilities other than derivatives [SR definition] VAT due VAT reclaimed Capital holdings Other than capital holdings Other operating. Bank levy Loans and advances, Loan commitments received LCR Pillar 1 and Pillar 2 outflows which could be met by posting securities collateral rather than in cash Outright sales Equity Instruments, Debt securities, Cash on hand, Loans and advances on demand [call] and short notice [current account] Debt securities, Cash on hand, Loans and advances on demand [call] and short notice [current account] Monetisation actions Contingencies. Committed liquidity facilities. Considered as Level 2B by the receiver Capital and other funds Other assets [FV/BH Statistics] Other liabilities [FV/BH Statistics] Loans and advances, debt securities issued Deposits, debt securities issued, Capital and other funds, Derivatives, Other liabilities [FV statistics] All types of loans Deposits [Statistics], loans and advances [Statistics], debt securities [Statistics], debt securities issued [Statistics] Transfer pricing Transfer pricing, fee and commission Total non-interest income (net) Operating income Operating expenditure Realised and unrealised gains/losses Total income (net) Compensation of Employees Exceptional items Interest (net) Profits before taxes, provisions for bad and doubtful debts and dividends paid. Taxation Retained profit before provisions for bad and doubtful debts and dividends paid Provisions for bad and doubtful debts (net) Retained profit With agreed maturity, Redeemable at notice SAYE (Save As You Earn) contracts Sharesave contracts SAYE and Sharesave contracts Individual Savings Accounts scheme Debt papers issued other than certificates of deposits Securities borrowing transactions Sell buy-backs Buy sell-backs Repurchase agreements, Sell buy-backs, Securities lending transactions Term loans. Reverse repurchase loans, Buy sell-backs, Securities borrowing transactions Items in suspense Balances awaiting settlement of securities transactions Cash-loaded "smart cards" in issue Credit items in course of transmission Deposits invested in fixed assets, fixed assets supplied free of charge, equipment leased Current accounts / overnight deposits, With agreed maturity, Redeemable at notice Other capital and other funds (including all internal accounts) Other than Current accounts / overnight deposits, With agreed maturity, Redeemable at notice Other financial liabilities than Deposits, debt securities issued except those where interest accruals are not separately identifiable Capital and other internal accounts Promissory notes Separately identifiable sources of interest Non-separately identifiable sources of interest Non-interest amounts payable Non-interest amounts payable, Deposits, debt securities issued Commercial paper Certificates of deposits, Commercial papers Supplementary special deposits scheme "Corset" Cash ratio deposits Bills Accepted by UK banks Short-term debt papers excluding commercial papers One-name company paper Other bills Not accepted by UK banks Gold bullion Other financial assets, accruals Non-interest receivables Equity Instruments and other equity, Loans and advances [Statistics], Debt securities [Statistics] and Non-interest receivables Working capital provided for intra-group non-residents Debt securities [Statistics] (net), Equity Instruments and other equity (net) and CIUs, working capital provided for intra-group non-residents Bonds Medium-term notes Floating-rate notes Debentures Secured loan stock Medium to long-term debt papers Other Medium to long-term debt papers Short-term debt papers Other negotiable short term debt papers Short, medium to long-term debt papers Commercial papers and Medium to long-term debt papers Bonds, debentures, medium-term notes, secured loan stock, other medium to long-term debt papers, bills, promissory notes, one-name company paper, other negotiable short term debt papers Bonds, medium-term notes, other medium to long-term debt papers, bills, promissory notes, one-name company paper, other negotiable short term debt papers Cash on hand, loans and advances [Statistics] Debit items in course of collection Wholesale loans Other loans and advances On demand [call] and short notice [current account] and finance leases Wholesale loans and finance leases Other loans and advances and finance leases Other capital issued (excluding working capital) Permanent interest bearing shares (PIBS) Accounts receivable / payable Accounts receivable Accounts payable Share premium, Retained earnings, Profit or loss, Revaluation effects not included elsewhere, Provisions [Statistics], Other internal accounts Revaluation effects not included elsewhere Provisions [Statistics] Other internal accounts Contingent liabilities Certificates of tax deposit Debt securities other than bonds Gold bullion, Tangible assets, Intangible assets, Other financial assets, accruals Compound financial instruments Compound financial instruments. Preference shares Medium to long-term debt papers excluding debentures and secured loan stock Other than compound financial instruments Equity instruments issued, Debt securities issued [Statistics] Compound financial instruments. Participating preference shares Compound financial instruments. Non-participating preference shares Unincorporated businesses other than unlimited liability partnerships Bridging finance Loans secured on dwellings Credit Card lending Other loans to individuals Other than loans to individuals Loans to individuals Secured not by real estate or not secured at all Medium to long-term debt papers, Medium to long-term debt papers, Term loans. Reverse repurchase loans, Buy sell-backs, Securities borrowing transactions Non-money market fund collective investment schemes shares/units Equity Instruments and CIUs Fee and commission (net) Loans and advances [Statistics], Deposits [Statistics] Term loans. Overdrafts Term loans. Personal loans Term loans. Other than credit card and overdrafts Dealing profits Other than foreign exchange [PRA 108 definition], Equity Instruments, debt securities [Statistics], derivatives Net spread earnings Other operating [Statistics] Rent Other operating [Statistics], rent, transfer pricing Fees and cost recharges Other than fees and cost recharges Non-interest income Wages and salaries Pension contributions Other social contributions Employers NI contributions Redundancy and severance payments Benefits in kind - expenditure items Other staff costs Wages and salaries. Regular wages and salaries and one-off bonuses Wages and salaries. Annual bonus accruals Wages and salaries. Employee stock options Wages and salaries. Other remunerations Occupancy costs Other non-staff administrative expenses than occupancy costs Non-staff administrative expenses other than occupancy costs. Non-life insurance premiums Non-staff administrative expenses other than occupancy costs. Computer and related services Corporate tax Capital gain tax Dividend expenses Manufactured dividends paid Paid on own equity Other transfers from post-tax profit Retained profit before provisions for bad and doubtful debts Fines and compensation payments Current transfers Impairments/gains on investments and profits/losses on sale of subsidiaries Other than fines, provisions for future fines and compensation payments, current transfers, impairments/gains on investments and profits/losses on sale of subsidiaries Holding gains/losses Retained profit after provisions for bad and doubtful debts Impairment (net) Total liabilities [FV/BH Statistics] Total assets [FV/BH Statistics] Term loans. Overdrafts, current accounts excluding overnight deposits Term loans. Bridging finance Special central bank related loan instruments Term loans. Other instruments for individual loans Instruments for individual loans Instruments used for loans and advances excluding special central bank related loan instruments and reverse repo Deposits in the local authority money market Bills and deposits in the local authority money market Debt securities [Statistics] and Deposits [Statistics] Loans and advances, acceptances, Loan commitments given Market revaluation Options and warrants [Statistics] Other derivatives [Statistics] General Collateral DBV General collateral DBV, bonds Other deposit instrument Individual Savings Account Individual Savings Account - Cash Individual Savings Account - Stocks and shares New Individual Savings Account New Individual Savings Account - Cash New Individual Savings Account - Stocks and shares Cash ISA/NISA Guaranteed Equity Bonds Interests, Fee and commission Bank rate Libor, other reference rates LIBOR Other reference rate Lifetime Tracker Bank Rate Tracker Term loans. Overdrafts. Interest chargeable Term loans. Overdrafts. Interest fee chargeable Staff loans Excluding effects of netting of qualifying deposit account balances, through offset mortgage products Excluding effects of netting of qualifying deposit account balances, through multiple account offset mortgage products Excluding effects of netting of qualifying deposit account balances, through single account offset mortgage products Deposit instruments other than Repurchase agreements, Sell buy-backs, Securities lending transactions Instruments used for loans and advances excluding retail loan instruments, special central bank related loan instruments and reverse repo and certificates of deposits, commercial papers Other than Deposits [Statistics] CRD Non-resident offset for Eligible Liabilities CRD Non-resident offset for Modified Eligible Liabilities CRD Eligible Liabilities CRD Modified Eligible Liabilities Fixed Rate Bonds Individual Savings Accounts scheme excluding Stocks and shares ISA/NISA, fixed rate bonds Individual Savings Accounts scheme excluding stocks and shares ISA/NISA Other saving schemes Other types of Individual Savings Accounts scheme Other types of New Individual Savings Account Saving schemes excluding stocks and shares ISA/NISA, fixed rate bonds and other saving schemes Saving schemes excluding stocks and shares ISA/NISA and other saving schemes Current accounts / overnight deposits, With agreed maturity, Redeemable at notice and repo transactions All loan instruments excluding special central bank related loan instruments Loans and advances [Statistics], Loan commitments given Futures/Forwards Swaps [Statistics] Forward rate agreement Credit derivatives [Statistics] Turnover Production value Turnover and production value Gold 995 Palladium 9995 Platinum 9995 Silver 999 Notes in circulation Acquisition Disposal Common shares Preferred shares Preferred shares. Nonparticipating preferred shares Preferred shares. Participating preferred shares Equity capital and reserves Auto loans Loans to Housing Associations Non resident loans Personal loans Residential Mortgages Other Improvements to buildings and Tangible assets. Buildings Improvements to buildings Tangible assets. Buildings Non-produced non-financial assets Land and other natural resources Other non-produced non-financial assets Ships, vehicles and aircraft Plant and equipment Computers and other information processing equipment Computer software Computer software. Developed in-house Computer software. Purchased under licence payments Computer software. Purchased outright Other plant and equipment Other building related tangible assets Tangible assets. Buildings and other building related tangible assets, non-produced non-financial assets Standalone Bond Programme Bond Mortgage Backed Security Other types of Asset-backed securities Other bond deal type Dual currency Fungible (further tranche of existing stock) Detached coupon (strip) Private placement Dual ISIN (including144a/Reg S) Other bond features Material set of items, included in detailed breakdown Non-material set of items, without detailed breakdown Repurchase agreements, Sell buy-backs Term loans. Reverse repurchase loans, Buy sell-backs Bills, bonds With agreed maturity and Overnight deposits UBG-DBV, Bills, bonds UBG-DBV Other debt than commercial papers, debentures and subordinated loan capital Other than certificates of deposits and commercial papers Other than loans and advances, debt securities Debt securities [Statistics] (net), Equity Instruments and other equity (net) and CIUs Equity other than shares Exceptional items. Impairments/gains on investments and profits/losses on sale of subsidiaries Other exceptional items Other financial commitments than financial guarantees Liabilities other than Deposits, debt securities issued and derivatives Short-term debt papers excluding than commercial papers and certificates of deposits Loan instruments other than Term loans. Reverse repurchase loans, Buy sell-backs, Securities borrowing transactions With agreed maturity and Overnight deposits, Certificates of deposits and Commercial paper Term loans. Reverse repurchase loans and Securities lending transactions Repurchase agreements and Securities borrowing transactions UBG collateral Other narrow collateral Other collateral Other liabilities [Statistics] Short, medium to long-term debt papers excluding certificates of deposits Short, medium to long-term debt papers excluding certificates of deposits and commercial papers Debt securities [Statistics] (net) Equity Instruments and other equity (net) Debt securities [Statistics] (net), Equity Instruments and other equity (net) Loans and advances [Statistics], Debt securities [Statistics] (net) Equity Instruments and other equity (net), Loans and advances [Statistics], Debt securities [Statistics] (net) Finance leases and other not defined loan instruments, Commercial papers and Certificated of deposits Equity Instruments and other equity Equity Instruments and other equity, Loans and advances [Statistics], Debt securities [Statistics] Subordinated loan capital Other not defined loan instruments Instruments for individual loans (excluding bridging finance) and overdrafts Instruments used for loans and advances excluding advances that are not loans and special central bank loans Instruments used for loans and advances excluding advances that are not loans and special central bank loans and reverse repo Instruments used for loans and advances excluding advances that are not loans and special central bank loans, reverse repo and overdrafts Equity Instruments and other equity and CIUs Finance leases and other not defined loan instruments Instruments for individual loans (excluding bridging finance) Instruments for individual loans (excluding bridging finance, credit card debt) and overdrafts Instruments for individual loans (excluding bridging finance, credit card debt) Instruments for individual loans (excluding credit card debt) and overdrafts Instruments used for loans and advances excluding advances that are not loans, special central bank loans and overdrafts Instruments for individual loans and overdrafts Not defined loan instruments and overdrafts Certificates of deposits, commercial papers, not defined loan instruments and overdrafts Loans other than overdrafts Provisions for bad and doubtful debts Other types of provisions Instruments used for loans and advances excluding advances that are not loans, special central bank loans, finance leases and reverse repo Current accounts / overnight deposits, With agreed maturity, Redeemable at notice. Finance leases taken by reporting institution Current accounts / overnight deposits, With agreed maturity, Redeemable at notice. Deposits other than Finance leases taken by reporting institution Short-term debt papers, Term loans. Reverse repurchase loans, Buy sell-backs, Securities borrowing transactions Debt securities issued [Statistics] and Capital and other funds Deposits [Statistics] and other liabilities for Quarterly balance sheet information Other liabilities for Quarterly balance sheet information Debentures and subordinated loan capital Special central bank related loan instruments and advances that are not loans Debt securities issued [Statistics], capital and other funds, Deposits [Statistics] and other liabilities for quarterly balance sheet information Debentures and subordinated loan capital, special central bank related loan instruments and advances that are not loans On demand [call] and short notice [current account], finance leases and other not defined loan instruments Instruments for individual loans (excluding credit card debt and overdrafts) Preferential/Non interest bearing product type Non-preferential product type Occupancy costs. Rent Non-staff administrative expenses other than occupancy costs Dealing profits excluding net spread earnings Other components of dealing profits Other financial assets, accruals. Separately identifiable sources of interest Other financial assets, accruals. Non-separately identifiable sources of interest Other financial liabilities, accruals. Separately identifiable sources of interest Other financial liabilities, accruals. Non-separately identifiable sources of interest Fines, provisions for future fines and compensation payments Benefits in kind - reduction in income Advances that are not loans [Statistics]. Debit items in course of collection Advances that are not loans [Statistics]. Items in suspense (excluding internal accounts and balances awaiting settlement of securities transactions) Advances that are not loans [Statistics]. Balances awaiting settlement of securities transactions Other deposit instrument. Items in suspense (excluding internal accounts and balances awaiting settlement of securities transactions) Other deposit instrument. Balances awaiting settlement of securities transactions Other deposit instrument. Credit items in course of transmission to Benefits in kind - reduction in income. Items due to employees Benefits in kind - reduction in income. Other than Items due to employees All commitments and financial guarantees given Deposits [Statistics] Deposits [Statistics], debt securities issued [Statistics] Deposits [Statistics], Debt securities issued [Statistics], Other financial liabilities Total liabilities [Statistics] Total assets [Statistics] Profits before taxes, provisions for bad and doubtful debts, dividends paid and other transfers Retained profit (full scope) Debt securities [Statistics] Loans and advances [Statistics] Equity Instruments, CIUs, debt securities [Statistics] Debt securities [Statistics], Loans and advances [Statistics] Debt securities issued [Statistics] Equity Instruments, Debt securities [Statistics] Advances that are not loans [Statistics] Other assets [Statistics] Instruments used for loans and advances excluding advances that are not loans and special central bank loans and reverse repo, Commercial papers and CDs Current accounts excluding overnight deposits Unsecured bonds Overnight deposits Certificates of deposits and commercial paper Equity Instruments and other equity (net) and CIUs Total/All industries Oil and Gas Basic Materials Industrials Consumer Goods Health care Consumer Services Telecommunications Utilities Financials Technology Other Insurance Aerospace and Defence Automobile Housing Educational facilities Court or prison facilities Railway facilities, roads or other transportation facilities Other European Union countries Non UK resident Inward Outward Other countries (BoE Statistics) International organisations (BoE Statistics) EU international organisations EU financial international organisations European Investment Bank (EIB) Other EU financial international organisations EU non-banking international organisations European Union (EU) Other EU non-banking international organisations Non-European Union international organisations Non-European Union financial international organisations Andean Development Corporation (ADC) Arab Bank for Economic Development in Africa (BADEA) Arab Fund for Economic and Social Development (AFESD) Arab Monetary Fund (AMF) Asian Clearing Union (ACU) Development Bank (ADB) Caribbean Development Bank (CDB) Central African States Development Bank (CASDB) Central American Bank for Economic Integration (CABEI) East Africa Development Bank (EADB) European Bank for Reconstruction and Development (EBRD) Inter-American Development Bank (IADB) International Development Association (IDA) International Finance Corporation (IFC) OPEC Fund for International Development (OFID) West African Clearing House (WACH) Other non-European Union financial international organisations Non-European Union non-banking international organisations European non-banking international organisations Council of Europe. Resettlement Fund European Free Trade Association (EFTA) European Telecommunications Satellite Organisation (EUTELSAT) Western European Union (WEU) Other non-European Union non-banking international organisations Intergovernmental Organisations Association of South East Asia Nations (ASEAN) Caribbean Community (CARICOM) Central American Common Market (CACM) Colombo Plan Economic Community of West Africa States (ECOWAS) Latin American Association of Development Financing Institutions (ALIDE) Latin American Economic System (SELA) Latin American Integration Association (LAIA) League of Arab States (LAS) Organisation of African Unity (OAU) Organisation of American States (OAS) Organisation of Central American States (OCAS) Organisation of Eastern Caribbean States (OECS) South Asian Association for Regional Co-operation (SAARC) West African Economic Community (WAEC) Other intergovernmental Organisations International Civil Aviation Organisation (ICAO) International Maritime Organisation (IMO) United Nations Conference on Trade and Development (UNCTAD) Other UN agencies Commodity organisations Intergovernmental Council of Copper Exporting Countries (CIPEC) International Cocoa Organisation (ICCO) International Coffee Organisation (ICO) International Cotton Advisory Committee (ICAC) International Jute Organisation (IJO) International Lead and Zinc Study Group (ILZSG) International Natural Rubber Organisation (INRO) International Olive Oil Council (IOOC) International Rubber Study Group (IRSG) International Sugar Organisation (ISO) International Tin Council (ITC) International Wheat Council (IWC) Latin American Energy Organisation (OLADE) Organisation of Arab Petroleum Exporting Countries (OAPEC) Organisation of Petroleum Exporting Countries (OPEC) Other commodity organisations Non-European Union and non-banking international organisations World Council of Churches (WCC) International Maritime Satellite Organisation (IINMARSAT) All other Non-European Union non-banking international organisations Abu Dhabi Dubai Other United Arab Emirates Us Trust Territories in the Pacific British Antarctic Territory Country impossible to be defined Identifiable countries All countries excluding United Kingdom and international organisations Resident outside UK SRB (Single Resolution Board) EBA (European Banking Authority) ESMA (European Securities and Markets Authority) EIOPA (European Insurance and Occupational Pensions Authority) UNECE (United Nations Economic Commission for Europe) Asian Infrastructure Investment Bank Development Bank of Latin America (Banco de Desarrollo de America Latina). Non-trading financial assets mandatorily at fair value through profit or loss Financial assets at fair value through other comprehensive income Investments in subsidiaries, joint ventures and associates. Equity method Investments in subsidiaries, joint ventures and associates. Other than equity method Not in scope of IFRS9 Level 1 Level 2 Level 3 Organised market OTC Published price quotations Not applicable/ All types of markets Listed on a major index in a recognised exchange Recognised exchange Non-quoted Regulated market (exchange traded derivatives) Organised market, recognized exchange Third party investors Shared customer Group entities Branches Branches, subsidiaries and associated companies Entities of the group and associates Subsidiaries and associates Other than subsidiaries and associates Other than entities of the group New business New business related to loans Customer with new loan relationship Customer with adjusted loan relationship Customer with renegotiated (even if no actual terms did not changed) loan relationship Customer with draw-downs of pre-existing loan facilities relationship New business related to deposit Customer with new deposit relationship Customer with adjusted deposit relationship Customer with renegotiated (even if no actual terms did not changed) deposits relationship Customer with additional deposits into existing accounts deposit relationship Existing business Customer with existing loan relationship Entities of the group [Statistics] 0% 1% 2% 6% 8% 10% 12% 20% 35% 50% 70% 75% 90% 100% 115% 150% 190% 200% 225% 250% 290% 300% 350% 370% 425% 500% 650% 750% 850% 1250% >0% and <=20% >20% and <=50% >50% and <=100% 0,2% 0,25% 0,4% 0,7% 1,25% 1,6% 1,75% 12 - 18% 12,5% 2,25% 2,75% 20 - 35% 3,25% 3,75% 4,5% 40 - 75% 5,25% 7 - 10% 0,25%,1%,1,6% Not applicable/ All applicable percentages Reference percentages according to specific reporting obligation Risk weights other for CR SA Risk weights other for MKR SA CTP >0% and <= 12% >100% and <=425% >12% and <=20% RW_> 20 and <= 50% >425% and <=1250% >50% and <=75% >75% and <=100% Computable risk weights Zone 1 Computable risk weights Zone 2 1,25%,1,75%,2,25% Computable risk weights Zone 3 2,75%,3,25%,3,75%,4,5%,5,25%,6%,8%,12,5% 0%,0.2%,0.4%,0.7% 4% <=35% <=50% >0% <=20% >100% and <1250% >=0% and <10% >=10% and <12% >=12% and <20% >=20% and <40% >=40% and <100% >=100% and <150% >=150% and <200% >=200% and <225% >=225% and <250% >=250% and <300% >=300% and <350% >=350% and <425% >=425% and <500% >=500% and <650% >=650% and <750% >=750% and <850% >=850% and <1250% >=100% and <250% >=250% and <350% >=425% and <650% >=650% and <1250% Risk weights according to the purchased receivables approach SEC-ERBA risk weights due to the specific asset class SEC-ERBA risk weights due to the discretionary option given to institutions SEC-ERBA risk weights due to surpassing the risk weight threshold in case of STS securitisations SEC-ERBA risk weights due to surpassing the risk weight threshold in case of non STS securitisations 1250% (w uknown) 1250% (other) SEC-ERBA risk weights due to positions subject to Art. 254 (4) or 258 (2) of CRR SEC-ERBA risk weights due to following the hierarchy of approaches Fixed rate Floating rate Fixed-floating rate Floating-fixed rate Index-linked Zero-Coupon Step-up Step-down Other coupon type Uncollateralised Reporting period start date Reporting period end date Reporting currency Basis of reporting Accounting standard [BoE] Number of customers Amount applying only a deduction treatment of (100%) to holdings of own funds instruments Risk weighted exposure amount applying only a deduction treatment of (100%) to holdings of own funds instruments Carrying amount assuming no netting Entity code Additional notes Notional amount assuming no netting Volume processed (flow) Value processed (flow) Initial margin posted (flow) Default fund contribution (flow) Daily cash flow (flow) Connectivity to FMI Exemption used for indirect access to FMI Connectivity to CSD Connectivity to CCP No use of the exemptions in article 5(1) of the Order No use of the exemption in articles 6(1) and 6(2) of the Order No use of the exemptions in articles 14(2), 14(3) and 14(5) of the Order No use of the exemption in article 6(3)(b) of the Order No use of the exemption in article 6(6)(a) of the Order No use of the exemption in article 6(6)(b) of the Order No use of the exemption in article 5(3)(a) of the Order No use of the exemption in article 5(3)(b) of the Order No use of the exemptions in articles 6(4)(a-d) and 6(5) in relation to the investments described in 6(4)(a), 6(4)(b) and 6(4)(d) of the Order No use of the exemptions in articles 7 and 16 of the Order, and no use of the exemption in article 6(3)(a) to buy covered bonds No use of the exemptions in article 8 of the Order No use of the exemptions in articles 9-12 of the Order No use of the exemptions in article 15 of the Order No use of the exemptions in article 17 and 19A of the Order No use of the exemptions in article 14(4)(b)(iii) or (iv) of the Order Carrying amount of bought, subscribed for, underwritten or otherwise acquired during the period (flow) Carrying amount of sold during the period (flow) Programme prospectus URL Type of exposure relating to own originated securitisation and covered bonds Number of transactions (flow) Relevant Risk Requirement Number of breaches, where fair value measurement is not constituted by IFRS Level 1 & 2 inputs (flow) Number of breaches, trading venue requirements for transactions under articles 10 and 11 (flow) Collateral type provided Country of collateral Industry of conduit or infrastructure finance vehicle Description of type of exposure Amount during period net of use of exceptions (flow) Name of Financial Market Infrastructure Name of correspondent bank Name of central securities depository Name of central counterparty Carrying amount of security interest taken (flow) Carrying amount of security interest granted (flow) Carrying amount of security interest realised (flow) Carrying amount of sold assets over which the security is held (flow) Carrying amount due to entering into a title transfer collateral arrangement in relation to investments (flow) Carrying amount due to acquiring equivalent investments in accordance with a title transfer collateral arrangement (flow) Carrying amount due to enforcing a title transfer collateral arrangement in relation to investments (flow) Carrying amount due to selling the investments which are subject to a title transfer collateral arrangement (flow) Amount net of use of exceptions Nominal amount over the period (flow) Sum of Relevant Risk Requirement Carrying amount of investment bought during the period (flow) Carrying amount of investment sold during the period (flow) Comments to technical table Monetary String Date Integer Decimal Boolean Basis of reporting (RFB001;RFB003;RFB004) Basis of reporting (RFB005-RFB008) Basis of reporting (RFB002) Initial margin posted Initial margin received Variation margin posted Variation margin received Cash value net of haircuts Carrying amount, fair value (net) Market value [Statistics] Fair value, market value, nominal value Nominal value, Issue value plus the value of accrued interest Original cost of asset purchased in the past Issue value plus the value of accrued interest Nominal value, fair value, market value, issue value plus the value of accrued interest Nominal value, fair value, market value, Original cost of asset purchased in the past Number of full-time equivalents (FTE) in reporting entity URI 2 URI 3 Issuer LEI Code Issuer residency Security type Instrument sub-type IFRS 9 Classification Instrument listed/unlisted indicator Number of instruments held Unit market price (percentage) Unit market price Coupon rate Intragroup indicator Value adjustments for market value not related to the acquisition or sale of securities (flow) Average market price weighted by volume traded in the market (percentage) Average market price weighted by volume traded in the market Current value of outstanding transaction Average daily balance Annualised interest rate Gross new business (flow) Gross lending in the period (flow) Sales, purchases and other transfers (net) (flow) Repayments (flow) Adjustments other than repayments, gross new lending and net sales/purchases and other transfers Repayments. Full redemption (flow) Repayments. Partial lump-sum repayments (flow) Repayments. Regular repayments (flow) Repayments. Unanalysed (flow) Original Amount Issued Issuer residency (UK or outside UK) IPA location Repayment date Amount raised Issue price Repayment price Issuer name Coupon Type Currency Issuance date Value of transactions during the period (flow) Securitisation Nominal value, Outstanding amount, Market value [Statistics] Fair value, market value Outstanding amount ISIN URI 4 URI 5 URI 6 URI 7 URI 8 URI 9 URI 10 Assets Equity Expenses Exposures Income Income or expenses Liabilities Liabilities and Equity Memorandum items Off balance sheet items Own funds Inflows Liquid assets Outflows Stable assets Stable funding Not applicable/ All base items Counterbalancing capacity Inflows, outflows Qualitative information Stock Inflows, outflows, stocks Assets and liabilities All liabilities and own funds Liabilities, equity, off balance sheet items Derivatives expected to be payables Derivatives expected to be receivables Derivatives payables Evidence of the client´s withdrawn practice Exempt outflows Higher outflows in 3rd countries Inflows exempt from the cap Lower outflow rate by the CA No evidence of the client´s withdrawn practice Not requiring stable funding To be withdrawn in time of stress Central Bank eligible Not applicable/All liquidity conditions Assets other than extremely HLCQ and HLCQ Assets other than qualifying liquid assets under Art. 416 (1) (a), (b), (c) Collateral to be withdrawn in time of stress Compliant with requirements for "Retail deposit" as defined for liquidity purposes Compulsory deposits Exemption approved by the CA Extremely HLCQ Highest credit quality (established by EBA) HLCQ Inflows excluded due to the cap Inflows exempt from the cap. Assets qualifying for 0% RW treatment Jurisdictions with insufficient HQLA. Use of derogation A Jurisdictions with insufficient HQLA. Use of derogation B Meeting at least one of the conditions in Art. 416 (2)(a)(iii) and rest of Arts. 416 & 417 CRR Meeting conditions Art. 422 (8) (a), (b) & (c). [(d) waived} Meeting conditions Art. 422 (8) (a), (b) (c) & (d) Meeting conditions of Art. 425.4 (a), (b) and (c) Meeting conditions of Art. 425.4 (a), (b) and (c). Condition (d) waived Meeting requirements Art. 416 (1) (b) and (d) but not of Art. 417 (b) CRR Meeting requirements Art. 416 (1) (b) and (d) but not of Art. 417 (c) CRR Meeting requirements Art. 416 CRR Meeting requirements Arts. 416 & 417 CRR Non expressly included in other categories Non qualifying for outflow rates of 5% or 10% Non qualifying liquid assets under Art. 416 CRR Non referred to in Art. 428 (1) (a), (b), (c) CRR Not compulsory deposits Not included as Liquid assets in LCR Not meeting requirements Art. 416 CRR Not meeting requirements Art. 416 CRR but meeting requirements of Art. 417 (b) and (c) CRR Other LCQ Outflow different from 5% or 10%. Category 1 Outflow different from 5% or 10%. Category 2 Outflow different from 5% or 10%. Category 3 Outflow of 10% Outflow of 5% Outflows according to Art. 105 CRD Qualifying for an outflow rate of 10% Qualifying for an outflow rate of 5% Qualifying liquid assets Qualifying liquid assets other than referred in Art. 416 (1)(a), (b) & (c) Qualifying liquid assets under Art. 416 (1) (a) Qualifying liquid assets under Art. 416 (1) (b) Qualifying liquid assets under Art. 416 (1) (c) Qualifying liquid assets under Art. 416 CRR Shar'iad compliant collateral Shar'iad-compliant Qualifying for the treatment in Article 422(3) and (4) Non qualifying for the treatment in Article 422(3) and (4) With collateral of the highest credit quality (established by EBA) Non expressly included in other categories. Extremely HLCQ Non expressly included in other categories. HLCQ Non Central Bank eligible Alternative liquidity approaches Other liquid assets Level 1 assets Level 2A Level 2B Level 1 where underlying is coins/banknotes and/or central bank exposure Level 1 where underlying is Level 1 assets excluding extremely high quality covered bonds Operational deposits Level 1 extremely high quality covered bonds Underlying is legally obliged to be extremely high quality covered bonds Underlying is legally obliged to be Level 1 assets excluding extremely high quality covered bonds Underlying is legally obliged to be Level 2A assets Underlying is legally obliged to be Level 2B assets Underlying has no legal obligation Net liquidity outflows due to close out of the hedge Net liquidity inflows due to close out of the hedge Sponsored guaranteed bank assets subject to grandfathering Sponsored impaired asset management agencies subject to transitional provision Backed by residential loans subject to transitional provision Liquid asset excluded due to currency reasons Liquid asset excluded for operational reasons (and not reported as excluded for currency reasons) Level 1 Non-interest bearing assets (held by credit institutions for religious reasons) Level 2A Non-interest bearing assets (held by credit institutions for religious reasons) Underlying is corporate debt securities (CQS 2/3), shares (major stock index) or non-interest bearing assets (held by credit institutions for religious reasons) (CQS 3-5) Corporate debt securities (CQS 2/3) or shares (major stock index) Additional outflows Other products and services Stable deposits Third countries Payout has been agreed in the following 30 days Subject to higher outflows (category 1) Subject to higher outflows (category 2) Derogated stable deposits Securities maturing within 30 days Corresponding to principal repayment, not corresponding to outflows in accordance with promotional loan commitments Not corresponding to principal repayment Inflows corresponding to outflows in accordance with promotional loan commitments Margin loans made against non liquid assets Interdependent inflows FX inflows All types of collateral Received undrawn credit or liquidity facilities Contract allows the credit institution to withdraw and request payment within 30 days Inflows from instruments not recognized as liquid assets Not treated as liquid assets for the depositing institution Treated as liquid assets for the depositing institution Non-operational deposits Correspondent banking and provisions of prime brokerage deposits Other than correspondent banking and provisions of prime brokerage deposits Collateral posted for derivatives Level 1 excluding extremely high quality covered bonds Other than Level 1 assets hlba amao Inflows from the release of balances held in segregated accounts All other inflows in line with Art. 32(2)(a) of Commission delegated regulation 2015/61 not captured anywhere else Short positions covered by collateralised secured financing transactions Short positions not covered by collateralised secured financing transactions Callable excess collateral Due collateral Liquid asset collateral exchangeable for non-liquid asset collateral Financing facility Financing instrument Assets borrowed on an unsecured basis Internal netting of client´s positions For retail customers For non-financial customers Personal investment companies Other off-balance sheet and contingent funding obligations Undrawn loans and advances to wholesale counterparties Mortgages that have been agreed but not yet drawn down Credit cards Overdrafts Planned outflows related to renewal or extension of new loans Planned derivatives payables Operating expenses Debt securities if not treated as retail deposits Retail bonds Exempted deposits Not assessed deposits FX outflows Difference between total weighted inflows and total weighted outflows arising from third countries Excess inflows from a related specialised credit institution Collateral swaps Subject to 75% cap on inflows Subject to 90% cap on inflows Exempted from the cap on inflows Deposits treated as liquid assets Subject to higher outflows Outflows from other liabilities Other deposits Level 2 assets All liquid assets Considered liquid assets for the depositing institution Asset backed securities with residential underlying Asset backed securities with auto underlying Asset backed securities with commercial, individuals or Member State as underlying Residential or auto asset backed securities Derivatives expected to be payables. Net by counterparty subject to the existence of bilateral netting agreements Collateral is asset backed securities (residential or auto) Collateral is covered bonds Collateral is asset backed securities (individuals or commercial (excluding commercial real estate)) Level 1 assets excluding extremely high quality covered bonds Operational deposits. Symmetrical inflow rate can be established Operational deposits. Symmetrical inflow rate can not be established Derivatives expected to be receivables. Net by counterparty subject to the existence of bilateral netting agreements and net of collateral to be received provided that it qualifies as a liquid asset. Received undrawn credit or liquidity facilities. Where competent authority has granted permission to apply a preferential inflow rate Collateral is other than covered bonds or asset backed securities (residential, auto, individuals, or commercial excluding commercial real estate) Neither margin loan made against non liquid assets, nor collateral is non-liquid equity Collateral is non-liquid equity Received undrawn credit or liquidity facilities. Where competent authority has not granted permission to apply a preferential inflow rate Other than operating expenses, debt securities if not treated as retail deposits Securities financing transaction monitoring Non liquid assets Withdrawable within the next 30 days Not withdrawable within the next 30 days Underlying is high quality covered bonds (RW 35%) Exempted from the calculation of outflows Collateral is other than covered bonds or asset backed securities (residential, auto, individuals, or commercial excluding commercial real estate). Collateral extended meets operational requirements Collateral extended meets operational requirements Collateral is asset backed securities (residential or auto). Collateral extended meets operational requirements Collateral is covered bonds. Collateral extended meets operational requirements Collateral is asset backed securities (individuals or commercial (excluding commercial real estate)). Collateral extended meets operational requirements Secured funding Uncommitted funding facilities Excess operational deposits Outflows from other liabilities and due commitments Collateral received meets operational requirements Collateral swaps. Collateral swapped meets operational requirements Collateralised Encumbered Non collateralised Unencumbered Unencumbered. Available for encumbrance Unencumbered. Non available for encumbrance Not applicable/ All collateral pledges/ All guarantees Non collateralized by qualifying liquid assets under Art. 416 CRR Non covered by a Deposit Guarantee Scheme or assimilated Non collateralized and unguaranteed Not collateralized but guaranteed Guaranteed Unencumbered (if > 0) Collateralized amount Amount exceeding the collateralised amount Loan-to-value ratio (LTV ratio) > 80% and <= 100% Loan-to-value ratio (LTV ratio) > 100% Loan-to-value ratio (LTV ratio) > 60% and <= 80% Interest rate risk, Equity risk Counterparty credit risk Credit risk Credit risk and free deliveries Credit risk, counterparty credit risk and free deliveries Credit risk, counterparty credit risk, dilution risk and free deliveries Credit risk, counterparty credit risk, dilution risk, free deliveries and settlement/delivery risk CVA risk Dilution risk Interest rate risk Large exposures risk Market risk Commodities risk General risk for equity instruments Equity risk Specific risk for equity instruments Foreign-exchange risk Market not look-through CIUs risk General risk for debt instruments Specific risk for debt instruments Specific risk for CTP positions Specific risk for securitisation instrument Not applicable/All risks Operational risk Other risk Position, fx and commodities risks Risk of fixed overheads Risks other than Interest rate risk, Equity risk, Foreign exchange risk, Credit risk, Commodity risk Settlement/delivery risk General risk Specific risk Equity risk treated as credit risk Position risk in CIUs Low credit risk Interest rate risk. Specific risk for securitisation instrument 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 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 Instruments 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 Instruments with a call or an incentive to redeem Instruments without a call or an incentive to redeem Not applicable/ All instruments Boolean Tool residual category - Total/NA False Non-controlling interests Owners of the parent True Domestic Non-domestic Total Hypothetical value Eligible Non-eligible Cash and equivalents held by third parties Credit derivatives - LGD adjustment effect Credit derivatives - Substitution effect Credit derivatives protection CRM techniques double default treatment CRM techniques Exposure value adjustment effect (Financial collateral comprehensive method SA) CRM techniques Exposure value adjustment effect [LE] CRM techniques LGD adjustment effect CRM techniques RW adjustment effect (alternative Approach for real estate) CRM techniques substitution effect Financial collateral comprehensive method SA Financial collateral LGD adjustment effect Financial collateral simple method Funded credit derivatives issued Funded credit derivatives issued repurchased Funded credit derivatives total mitigation Funded credit protection - LGD adjustment effect Funded credit protection other than financial collateral excluding life insurance policies pledged to the lending institutions substitution effect Funded credit protection other than financial collateral with substitution effect Funded credit protection with effects other than substitution [LE] Guarantees other than credit derivatives - LGD adjustment effect Guarantees other than credit derivatives - Substitution effect Instruments issued by third party with the obligation to repurchase by request Life insurance policies pledged to the lending institutions LGD adjustment effect Life insurance policies pledged to the lending institutions substitution effect Mortgages on residential property Mortgages on commercial immovable property Not applicable/ All credit protections Other eligible collateral under the IRB approach Other physical collateral eligible for CRM under IRB approach Real estate excluding immovable property for which alternative treatment is used Receivables eligible for CRM under IRB approach Secured by mortgages on immovable property Unfunded credit guarantees Unfunded credit protection - LGD adjustment effect Unfunded credit protection - Substitution effect With credit protection Other funded credit protection - Substitution effect Long position Matched position Not applicable/All positions Short position Unmatched position Exempted.Exactly matching offsetting positions Exempted.Positions subject to hedge accounting Exempted.Positions subject to prudential filters Exempted.Other excluded valuation positions Valuation positions included in threshold computation Valuation positions included in threshold computation.Creating AVA assessed to have zero value Credit for consumption Lending for house purchase Not applicable/All purposes Purposes other than credit for consumption and lending for house purchase Clearing, custody or cash management services Derived from operating expenses Established relationship Institutional protection scheme Other than promotional funding Promotional funding Purposes other than Established relationship and Transactional accounts To purchase assets other than securities from clients that are not financial Transactional accounts Default funds Established relationship other than clearing, custody or cash management services Established relationship other than clearing, custody or cash management services. Correspondent banking or prime brokerage Held on an allocated basis Monetary policy other than emergency liquidity assistance Purpose other than Institutional protection scheme Purpose other than replacing funding from the client Purpose other than to buy or swap assets from an SSPE Purpose other than To purchase assets other than securities from clients that are not financial To buy or swap assets from an SSPE Cash clearing and central credit institution services Credit intermediation to the real economy Emergency situation Central bank open market operations Calibration of the PD models Calibration of the LGD models Collateral is used to cover short positions Collateral is NOT used to cover short positions Maintained for clearing, custody, cash management or other comparable services Maintained to obtain cash clearing and central credit institution services within a network Purchasing assets other than securities from non-financial customers Not for purchasing assets other than securities from non-financial customers Lending other than lending for house purchase Complete accounting year T Complete accounting year T-1 Complete accounting year T-2 End accounting year T-1 End accounting year T End accounting year T-2 Month-1-value Month-2-value + 6 months + 12 months + 2 years + 5 years + 10 years Reference (e.g. current) period / date + 3 years Day 1 of the month Day 2 of the month Day 3 of the month Day 4 of the month Day 5 of the month Day 6 of the month Day 7 of the month Day 8 of the month Day 9 of the month Day 10 of the month Day 11 of the month Day 12 of the month Day 13 of the month Day 14 of the month Day 15 of the month Day 16 of the month Day 17 of the month Day 18 of the month Day 19 of the month Day 20 of the month Day 21 of the month Day 22 of the month Day 23 of the month Day 24 of the month Day 25 of the month Day 26 of the month Day 27 of the month Day 28 of the month Day 29 of the month Day 30 of the month Day 31 of the month Latest year Past 5 years Reference period for the calibration of PD models Reference period for the calibration of LGD models Current reporting period Previous reporting periods Current and previous reporting periods At the date of issuance Date of initial recognition Point in time of exchange Identified staff Management body (in its management function), senior management Management body (in its supervisory function) Not applicable/All securitisation structures First loss Mezzanine Senior Second loss in ABCP Direct issue credit assessment Direct issue long-term credit assessment Direct issue short-term credit assessment Indirect issue credit assessment Issuer credit assessment Not applicable/ All situations related to external ratings Rated exposure Specific issuing programme or facility to which the item constituting the exposure does not belong Unrated exposure Unrated exposure where a derived rating is used Without direct issue credit assessment Unrated exposure where a derived rating is not used Credit rating agency 1 Credit rating agency 2 Credit rating agency 3 Relevant statutory covered bond regime Decrease in the fair value of encumbered assets by 30% Depreciation of a significant currency by 10% No contingent scenario Material deterioration in the Institution's credit quality Adverse scenario with material impact Acquisitions. Run-Offs. Disposals Baseline scenario Upper one side binomial confidence interval (97.5%) Deterioration of own credit quality by 3 notches Excess of funding Transfer restrictions or denomination in non-convertible currencies Unwind mechanism collateral 30 days Recognisable domestic and foreign currency assets Protected by Member State government, promotional lender Inclusion of Level 2A assets recognised as Level 1 Non-interest bearing assets Without preferential treatment Replace PD with p- Replace PD with p+ Replace PD with p- - Replace PD with p++ Waived from unwind mechanism collateral 30 days Not applicable / Expressed in (converted to) reporting currency Expressed in currency of denomination (not converted to reporting currency) Not applicable/ All amounts >= 10,000 and < 20,000 >= 20,000 and < 100,000 >= 100,000 and < 1,000,000 >= 1,000,000 Main category of collateral or guarantee given Base Liquidity quality of collateral given Main category Related parties/Relationship of the collateral Approach for prudential purposes Collateral status of the collateral Own funds Currency of the collateral Exposure class Main category of the collateral of the collateral Counterparty sector Exposure class of the collateral given Type of risk Accounting portfolio Accounting portfolio of the transferred financial asset to which the liability is associated to Business line Callability of the instruments Main category of collateral or guarantee received Collateral status Controlling and non-controlling owners Conversion factors for off-balance sheet items Counterparty nature Counterparty sector of the collateral Country of the market Country where the exposure is generated CRM Effects/Collateral Currency of the exposure Deducted from own funds Derivatives Purchased/Sold Eligibility for own funds for transitional period Encumbrance Event Type Exposure class before reassignment Exposure class of the collateral received Exposure classes used for weighting purposes Exposures by Credit Quality steps at inception Exposures by Credit Quality steps at reporting date Exposures by Credit Quality steps at reporting date of the collateral Fair value hierarchy General liquidity requirements Guarantor Guarantor of the collateral Hybrid instruments Impairment status Legal entity Liquidity quality of assets Liquidity quality of collateral received Loan to value Location of the activities Main category of the Defined benefit plan assets Main category of the transferred financial asset to which the liability is associated to Main category provided of Investee Main category that generates income or expenses Main category that generates the deferred tax liability Main category that generates the provision Main category of the underlying Methods to determine risk weights NACE code counterparty Obligor grade Securitisation Row Number Partial use Positions in the instrument Prudential portfolio Purpose Reference date or period Related parties/Relationships Residence of counterparty Residual maturity Risk weights Risk weights of the collateral Role in the securitisation process Securitisation Securitisation structure Security Significant investments Specific contract clauses or netting agreements Specific liquidity requirements Subject to operating lease (reporting entity lessor) Subordinated Time from the due time for settlement Time of encumbrance Time past due To be reclassified to profit or loss Transitionally treated as in Own Funds Type of activity Type of activity of Related parties/Relationships Type of allowance Type of assets with collateral received Type of credit protection Type of investment firm Type of market Type of risk transfer Type of securitisation Type of underlying Use of allocation mechanism Use of external ratings Scope of consolidation Main category of the source of encumbrance Counterparty sector of the source of encumbrance Credit rating agency /Covered bond regime Covered bond issuance Performing status Forbearance status Contingent scenario/Assumptions used Currency with significant liabilities Size of the counterparty Accounting treatment Individual clients Group of connected clients Accounting standard Original maturity Aggregation level Internal Model ID Reference portfolio/instrument for the Benchmarking exercise Reference transaction for the Benchmarking exercise Hypothetical value under specific assumptions Notional Event Date Internal model to host supervisor mapping row number Currency conversion approach Calculation method Internal model to benchmarking portfolio row number Specific liquidity requirement of the collateral received Specific liquidity requirement of the collateral given Residence of the immediate obligor Transfer between impairment stages Financial reporting standard Type of hedge Main category of hedged item Main category of hedging instrument Designation (Fair value option) Instrument Hedged or hedging instrument Operational event reference Behavioural maturity Source of recovery Reference period for the underlying event Size of loss Counterparty sector of the underlying asset Diversification Source of valuation uncertainty (position / portfolio level) Valuation positions Type of financial interconnection Issuer of the capital instrument / liability, guarantee recipient Investor, creditor, guarantee provider Provider of critical service Entity-CF-GA-FMI Business line (CBL to LE) Business line (CF to CBL) Critical function (CF to CBL) Critical function (CS to CF) Critical function (FMI to CF) Critical function (IS to LE and CF) Main category of collateralised item Counterparty nature 2 Main category of item that is the object of the transaction / contract Country of incorporation of guarantor Instrument is listed on exchange Applicable framework Row ID (Intragroup liabilities) Row ID (intragroup guarantees received) Row ID (intragroup guarantees provided) Row ID (securities issued) Row ID (deposits taken) Row ID (other financial liabilities) Row ID (derivatives - netting sets) Row ID (secured financing arrangements) Legal entity (DGS member) Legal entity (CF to LE) Legal entity (CBL to LE) Legal entity (CS to CF) Legal entity (FMI to CF) Legal entity (IS to LE and CF) Jurisdiction of incorporation Information system Location of critical function Critical function Geographical area for which the function is critical Financial market infrastructure Service provided by FMI Service provider Identifier (Critical services) Model Risk AVA Rank Individual creditors (liabilities) Individual creditors (off-balance sheet items) Critical function (CF to LE) Location of critical function (CF to LE) Location of critical function (CF to CBL) Location of critical function (CS to CF) Location of critical function (FMI to CF) Location of critical function (IS to LE and CF) Type of coverage of deposits by a DGS Nature of activity Information system (IS to LE and CF) Information system (responsible LE) Type of service received Governed by law of an EU Member State Creditor / Insolvency ranking Method to determine AVA Role in the contract Servicing entities Source of valuation uncertainty (total portfolio level) Exclusion from Bail-in Factors considered in the valuation of derivatives Eligibility for MREL Exclusion of deposits guaranteed by a DGS on contractual basis only Includes effect of transitional provisions Is funded by an intra-group entity Collateralisation level Concentrated positions AVA Rank Effect of application of specific legal provisions Legal entity (LCR) Row ID (other non-financial liabilities) Intermediary facilitating access to a FMI ID representing combination of user, FMI, system type and intermediary Currency in which the transaction / contract is denominated Type of account Segment (CCP) (Sub-)Type of expense Litigation status Type of service received (Code list) Business line (FMI-User to CBL) Details on NPE classification Time elapsed since initial recognition Date / period of initial recognition Date / period of valuation Date / period of application of forbearance measure Type of forbearance measure Type of staff Type of remuneration Individual creditors (derivatives, commitments received) FMI system Type Flows (direction) Flows (type / source / reason) Financial reporting standard Instrument Hedged or hedging instrument Type of hedge Financial market infrastructure used Payment currency Exemptions used Type of amount Correspondent bank code Interbank payment system code Central securities depository code CCP code Counterparty identification Type of exposure to relevant financial institutions relating to pension liability Type of exposure to conduits and infrastructure finance vehicles Type of transaction with conduit or infrastructure finance vehicle Transaction type with central bank Technical. Table identification Technical. X axis identification Technical. Y axis identification Technical. Z axis identification Currency of denomination of the reported position Saving scheme Main category that generates accruals Direction of movement in international transfers Additional item description Special purpose entities counterparties Statistics portfolio Residence of group member, non-resident branches, subsidiaries and associated companies Related parties/Relationships of reporting entity towards other entities Type of allowance movement Unique instrument identifier Residence of the issuer Counterparty sector of the issuer Main category of lodged items Counterparty sector on behalf which auxiliary financial intermediation services are provided Residence of counterparty on behalf which auxiliary financial intermediation services are provided NACE code of subsidiary Counterparty sector of risk transfer participant Country of risk transfers flows Main category of the transferred financial instrument to which the risk transfer is associated to Transaction maturity Main category of the transferred financial asset to which the claim is associated to Instrument type of the financial asset to which the liability is associated to Instrument type of the financial asset to which the claim is associated to Interest bearing/Non-interest bearing instrument Time for the access to the funds Initial fixation period Reference rate Time intervals between interest rate reset New or existing business relationship between parties Purpose of real estate and property involved in transaction or encumbrance AS line identification ISIN Transactions Liabilities (net) Liabilities and Equity, Liabilities (net) Assets and Memorandum items Assets (net) Expenses or income Form AS 
Index