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eba_tC_47.00 - C 47.00 (LRCalc)

C 47.00
Amount / Ratio
0010
Exposure Values0009
SFTs: Exposure value0010
concepteba_met:mi265y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
SFTs: Add-on for counterparty credit risk0020
concepteba_met:mi425y
eba_dim:APReba_AP:x96y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x31y
Derogation for SFTs: Add-on in accordance with Article 429e(5) and 222 CRR0030
concepteba_met:mi426y
eba_dim:APReba_AP:x97y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
Counterparty credit risk of SFT agent transactions0040
concepteba_met:mi425y
eba_dim:APReba_AP:x96y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x29y
(-) Exempted CCP leg of client-cleared SFT exposures0050
concepteba_met:mi427y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x306y
eba_dim:RPReba_RP:x30y
Derivatives: replacement cost under the SA-CCR (without the effect of collateral on NICA)0061
concepteba_met:mi496y
eba_dim:APReba_AP:x168y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Effect of the recognition of collateral on NICA on QCCP client-cleared transactions (SA-CCR - replacement cost)0065
concepteba_met:mi497y
eba_dim:APReba_AP:x168y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Effect of the eligible cash variation margin received offset against derivatives market value (SA-CCR - replacement cost)0071
concepteba_met:mi429y
eba_dim:APReba_AP:x168y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Effect of the exempted CCP leg of client-cleared trade exposures (SA-CCR -replacement cost)0081
concepteba_met:mi427y
eba_dim:APReba_AP:x168y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPCeba_RP:x30y
Derivatives: Potential future exposure contribution under SA-CCR (multiplier at 1)0091
concepteba_met:mi498y
eba_dim:APReba_AP:x169y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Effect lower multiplier for QCCP client-cleared transactions on the PFE contribution (SA-CCR - Potential future exposure)0092
concepteba_met:mi499y
eba_dim:APReba_AP:x169y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-)Effect of the exempted CCP leg of client-cleared trade exposures (SA-CCR approach-potential future exposure)0093
concepteba_met:mi427y
eba_dim:APReba_AP:x169y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPCeba_RP:x30y
Derogation for derivatives: replacement costs contribution under the simplified standardised approach0101
concepteba_met:mi650y
eba_dim:APReba_AP:x182y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Effect of exempted CCP leg of client-cleared trade exposures (simplified standardised approach - replacement costs)0102
concepteba_met:mi427y
eba_dim:APReba_AP:x182y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPCeba_RP:x30y
Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach (multiplier at 1)0103
concepteba_met:mi498y
eba_dim:APReba_AP:x170y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-)Effect of exempted CCP leg of client-cleared trade exposures (simplified standardised approach - potential future exposure)0104
concepteba_met:mi427y
eba_dim:APReba_AP:x170y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPCeba_RP:x30y
Derogation for derivatives: original exposure method0110
concepteba_met:mi431y
eba_dim:APReba_AP:x107y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
(-) Exempted CCP leg of client-cleared trade exposures (original exposure method)0120
concepteba_met:mi427y
eba_dim:APReba_AP:x107y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
eba_dim:RPReba_RP:x30y
Capped notional amount of written credit derivatives0130
concepteba_met:mi419y
eba_dim:APReba_AP:x99y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x168y
(-) Eligible purchased credit derivatives offset against written credit derivatives0140
concepteba_met:mi432y
eba_dim:APReba_AP:x99y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x168y
Off-balance sheet items with a 10% CCF in accordance with Article 429f CRR0150
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x6y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 20% CCF in accordance with Article 429f CRR0160
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x8y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 50% CCF in accordance with Article 429f CRR0170
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x10y
eba_dim:MCYeba_MC:x176y
Off-balance sheet items with a 100% CCF in accordance with Article 429f CRR0180
concepteba_met:mi180y
eba_dim:APReba_AP:x42y
eba_dim:BASeba_BA:x9y
eba_dim:CFOeba_PC:x14y
eba_dim:MCYeba_MC:x176y
(-) General credit risk adjustments to off balance sheet items0181
concepteba_met:mi265y
eba_dim:BASeba_BA:x10y
eba_dim:MCYeba_MC:x394y
Regular-way purchases and sales awaiting settlement: Accounting value under trade date accounting0185
concepteba_met:mi549y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x639y
Regular-way sales awaiting settlement: Reverse out of accounting offsetting under trade date accounting0186
concepteba_met:mi560y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x1005y
(-) Regular-way sales awaiting settlement: offset in accordance with 429g(2) CRR0187
concepteba_met:mi561y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x1005y
Regular-way purchases awaiting settlement: Full recognition of commitments to pay under settlement date accounting0188
concepteba_met:mi568y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x1006y
(-) Regular-way purchases or sales awaiting settlement: offset for assets under settlement date accounting in accordance with 429g(3) CRR0189
concepteba_met:mi570y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x639y
Other assets0190
concepteba_met:mi265y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) General credit risk adjustments to on balance sheet items0191
concepteba_met:mi265y
eba_dim:BASeba_BA:x22y
eba_dim:MCYeba_MC:x394y
Cash pooling arrangements that cannot be netted prudentially: value in the accounting framework0193
concepteba_met:mi582y
eba_dim:APReba_AP:x171y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
Cash pooling arrangements that cannot be netted prudentially: effect of grossing-up the netting applied in the accounting framework0194
concepteba_met:mi583y
eba_dim:APReba_AP:x171y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
Cash pooling arrangements that can be netted prudentially: value in the accounting framework0195
concepteba_met:mi582y
eba_dim:APReba_AP:x172y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
Cash pooling arrangements that can be netted prudentially: effect of grossing-up the netting applied in the accounting framework0196
concepteba_met:mi583y
eba_dim:APReba_AP:x172y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
(-) Cash pooling arrangements that can be netted prudentially: Recognition of netting in accordance with Article 429b(2) CRR0197
concepteba_met:mi586y
eba_dim:APReba_AP:x172y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
(-) Cash pooling arrangements that can be netted prudentially: Recognition of netting in accordance with Article 429b(3) CRR0198
concepteba_met:mi587y
eba_dim:APReba_AP:x172y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x888y
Gross up for derivatives collateral provided0200
concepteba_met:mi265y
eba_dim:APReba_AP:x103y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x415y
(-) Receivables for cash variation margin provided in derivatives transactions0210
concepteba_met:mi265y
eba_dim:APReba_AP:x98y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Exempted CCP leg of client-cleared trade exposures (initial margin)0220
concepteba_met:mi427y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
eba_dim:RPReba_RP:x30y
Adjustments for SFT sales accounting transactions0230
concepteba_met:mi265y
eba_dim:APReba_AP:x108y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Reduction of the exposure value of pre-financing or intermediate loans0235
concepteba_met:mi633y
eba_dim:BASeba_BA:x9y
eba_dim:MCBeba_MC:x998y
eba_dim:MCYeba_MC:x469y
(-) Fiduciary assets0240
concepteba_met:mi265y
eba_dim:APReba_AP:x101y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x346y
(-) Intragroup exposures (solo basis) exempted in accordance with point (c) of Article 429a(1) CRR0250
concepteba_met:mi265y
eba_dim:APReba_AP:x173y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x625y
(-) IPS exposures exempted in accordance with point (c) of Article 429a(1) CRR0251
concepteba_met:mi265y
eba_dim:APReba_AP:x174y
eba_dim:BASeba_BA:x9y
(-) Excluded guaranteed parts of exposures arising from export credits0252
concepteba_met:mi265y
eba_dim:APReba_AP:x175y
eba_dim:BASeba_BA:x9y
(-) Excluded excess collateral deposited at triparty agents0253
concepteba_met:mi265y
eba_dim:APReba_AP:x176y
eba_dim:BASeba_BA:x9y
(-) Excluded securitised exposures representing significant risk transfer0254
concepteba_met:mi265y
eba_dim:APReba_AP:x177y
eba_dim:BASeba_BA:x9y
(-) Exposures to the central bank exempted in accordance with point (n) of Article 429a(1) CRR0255
concepteba_met:mi265y
eba_dim:APReba_AP:x178y
eba_dim:BASeba_BA:x9y
(-) Excluded banking-type ancillary services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR0256
concepteba_met:mi265y
eba_dim:APReba_AP:x179y
eba_dim:BASeba_BA:x9y
(-) Excluded banking-type ancillary services of designated institutions in accordance with point (p) of Article 429a(1) CRR0257
concepteba_met:mi265y
eba_dim:APReba_AP:x180y
eba_dim:BASeba_BA:x9y
(-) Exposures exempted in accordance with point (j) of Article 429a(1) CRR0260
concepteba_met:mi265y
eba_dim:APReba_AP:x181y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x625y
(-) Excluded exposures of public development credit institutions - Public sector investments0261
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x384y
eba_dim:PUReba_PU:x40y
(-) Excluded exposures of public development credit institutions - Promotional loans granted by a public development credit institution0262
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x78y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
(-) Excluded exposures of public development credit institutions - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State0263
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x79y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
(-) Excluded exposures of public development credit institutions - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution0264
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x80y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
(-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by a public development credit institution0265
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x78y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
eba_dim:PTPeba_BT:x5y
(-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member Stat0266
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x79y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
eba_dim:PTPeba_BT:x5y
(-) Excluded passing-through promotional loan exposures by non-public development credit institutions (or units) - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through0267
concepteba_met:mi265y
eba_dim:APReba_AP:x100y
eba_dim:BASeba_BA:x9y
eba_dim:EGLeba_CT:x80y
eba_dim:MCBeba_MC:x993y
eba_dim:MCYeba_MC:x469y
eba_dim:PTPeba_BT:x5y
(-) Asset amount deducted - Tier 1 - fully phased-in definition0270
concepteba_met:mi423y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x622y
eba_dim:OFSeba_OF:x8y
Asset amount deducted (-) or added (+) - Tier 1 capital - transitional definition0280
concepteba_met:mi641y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x622y
eba_dim:OFSeba_OF:x8y
Total Leverage Ratio exposure measure - using a fully phased-in definition of Tier 1 capital0290
concepteba_met:mi76y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x623y
Total Leverage Ratio exposure measure - using a transitional definition of Tier 1 capital0300
concepteba_met:mi76y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x624y
Capital0309
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Tier 1 capital - fully phased-in definition0310
concepteba_met:mi58y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Tier 1 capital - transitional definition0320
concepteba_met:mi81y
eba_dim:BASeba_BA:x11y
eba_dim:MCYeba_MC:x275y
eba_dim:OFSeba_OF:x8y
Leverage Ratio0329
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
Leverage Ratio - using a fully phased-in definition of Tier 1 capital0330
concepteba_met:pi270y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
Leverage Ratio - using a transitional definition of Tier 1 capital0340
concepteba_met:pi271y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
Requirements: amounts0349
eba_dim:BASeba_BA:x17y
Pillar 2 requirement (P2R) to address risks of excessive leverage0350
concepteba_met:mi644y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x629y
eba_dim:OFSeba_OF:x10y
of which: to be made up of CET1 capital0360
concepteba_met:mi645y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x629y
eba_dim:OFSeba_OF:x2y
G-SII leverage ratio buffer0370
concepteba_met:mi645y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x536y
Pillar 2 guidance (P2G) to address risks of excessive leverage0380
concepteba_met:mi646y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1000y
eba_dim:OFSeba_OF:x10y
of which: to be made up of CET1 capital0390
concepteba_met:mi646y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1000y
eba_dim:OFSeba_OF:x2y
of which: to be made up of Tier 1 capital0400
concepteba_met:mi646y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1000y
eba_dim:OFSeba_OF:x8y
Requirements: ratios0409
eba_dim:BASeba_BA:x17y
Pillar 1 Leverage Ratio requirement0410
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1001y
Total SREP leverage ratio requirement (TSLRR)0420
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1002y
eba_dim:OFSeba_OF:x10y
TSLRR: to be made up of CET1 capital0430
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1002y
eba_dim:OFSeba_OF:x2y
Overall leverage ratio requirement (OLRR)0440
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1003y
eba_dim:OFSeba_OF:x10y
Overall leverage ratio requirement (OLRR) and Pillar to Guidance (P2G) ratio0450
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1004y
eba_dim:OFSeba_OF:x10y
OLRR and P2G: to be made up of CET1 capital0460
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1004y
eba_dim:OFSeba_OF:x2y
OLRR and P2G: to be made up of Tier 1 capital0470
concepteba_met:pi647y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x1004y
eba_dim:OFSeba_OF:x8y
Memorandum items0479
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
eba_dim:OFSeba_OF:x10y
Leverage ratio as if IFRS 9 or analogous ECL transitional arrangements had not been applied0480
concepteba_met:pi648y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
eba_dim:OFSeba_OF:x10y
Leverage ratio as if the temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income have not been applied0490
concepteba_met:pi649y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x626y
eba_dim:OFSeba_OF:x10y

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