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srb_tf_03.e - Section E. Deductible amount of assets and liabilities arising from qualifying Institutional Protection Scheme (IPS) liabilities

Value
1
Sub-section E.i) Adjustment of qualifying IPS liabilities arising from derivatives held by the institution
Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology (automatic - not to fill in)2C1
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYsrb_eba_MC:x2y
Of which: qualifying IPS liabilities arising from derivatives that arise from a qualifying IPS member3E1
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYsrb_eba_MC:x2y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x6y
Of which: non qualifying IPS liabilities arising from derivatives (automatic - not to fill in)3E2
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYsrb_eba_MC:x2y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x7y
Derivative floor factor (automatic - not to fill in)3E3
conceptsrb_met:pi15y
eba_dim:BASeba_BA:x17y
Adjusted value of qualifying IPS liabilities arising from derivatives that arise from a qualifying IPS member (automatic - not to fill in)3E4
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYsrb_eba_MC:x4y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x8y
Sub-section E.ii) Total qualifying IPS liabilities held by the institution
Total accounting value of qualifying IPS liabilities3E5
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x6y
Of which: arising from derivatives3E6
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x99y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x6y
Of which: not arising from derivatives (automatic - not to fill in)3E7
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:MCYeba_MC:x157y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x6y
Adjusted value of total qualifying IPS liabilities (automatic - not to fill in)3E8
concepteba_met:mi53y
eba_dim:BASeba_BA:x7y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x8y
Sub-section E.iii) Assets arising from qualifying IPS liabilities
Total accounting value of qualifying IPS assets held by the qualifying IPS member3E9
concepteba_met:mi53y
eba_dim:BASeba_BA:x6y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x6y
Adjusted value of total qualifying IPS assets3E10
concepteba_met:mi53y
eba_dim:BASeba_BA:x6y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x8y
Sub-section E.iv) Total deductible amount of assets and liabilities arising from qualifying IPS liabilities
Total deductible amount of assets and liabilities arising from qualifying IPS liabilities (automatic - not to fill in)3E11
concepteba_met:mi53y
eba_dim:MCYeba_MC:x26y
eba_dim:RPReba_RP:x26y
srb_dim:DEFsrb_DF:x5y

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