srb_tf_03.a - Section A. Deductible amount of qualifying liabilities related to clearing activities

Value
1
Sub-section A.i) Adjustment of qualifying liabilities related to clearing activities arising from derivatives held by the institution
Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology2C1
Of which: qualifying liabilities arising from derivatives related to clearing activities3A1
Of which: liabilities arising from derivatives not related to clearing activities (automatic - not to fill in)3A2
Derivative floor factor (automatic - not to fill in)3A3
Adjusted value of qualifying liabilities related to clearing activities arising from derivatives (automatic - not to fill in)3A4
Sub-section A.ii) Total qualifying liabilities related to clearing activities held by the institution
Total accounting value of qualifying liabilities related to clearing activities3A5
Of which: arising from derivatives3A6
Of which: not arising from derivatives (automatic - not to fill in)3A7
Total deductible amount of qualifying liabilities related to clearing activities (automatic - not to fill in)3A8