Index Index

Reporting Concepts 8ac267958c041ea5de961da5f6494c714ab014ec

Label/Name
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
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
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
Critical service provider
UK resolution group
Resolution material sub-group consolidation
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
Regulated financial institutions
General governments, PSEs, regional governments and local authorities or guaranteed by PSEs, regional governments and local authorities
13(2)(a)
13(2)(b)
13(2)(c)
13(2)(d)
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]
Fair value changes
Portfolio fair value hedge of interest rate risk
Hedged item
On demand [call] and short notice [current account]
Employee benefits. Pension and other post-employment defined benefit obligations
Employee benefits. Other than pension and other post-employment defined benefit obligations
Restructuring
Pending legal issues and tax litigation
Other than Employee benefits, Restructuring, Pending legal issues and tax litigation, Off-balance sheet exposures subject to credit risk
Haircuts for trading liabilities at fair value
Capital
Capital. Paid up
Capital. Unpaid which has been called up
Other than capital
Other than capital. Equity component of compound financial instruments
Other than capital. Other than equity component of compound financial instruments
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]
Fair value hedge
Hedge of net investments in a foreign operation
Cash flow hedge
Hedging item
Hedges other than cash flow hedge and hedge of net investment in a foreign operation
All assets, all liabilities
Debt securities, Loans and advances, Deposits, Debt securities issued, Other financial liabilities
Modifications. Without derecognition
Haircuts for trading assets at fair value
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
Regulatory capital items and MREL eligible liabilities
Senior financial liabilities
Global Bearer form (Classic Safekeeping Structure)
Global Bearer form (New Safekeeping Structure)
Global Bearer form (Classic Global Note)
Global Bearer form (New Global Note)
Certificated Bearer form
Certificated registered form
CET1 – Ordinary Shares
CET1 – Other
AT1 – Contingent Convertible Capital Instruments
AT1 – Other
T2 – Subordinated notes/loans
T2 – Other
Subordinated non-T2
Non-preferred senior
Liabilities pari passu to non-preferred senior
Liabilities pari passu to senior liabilities
Regulatory capital items, deposits, debt securities issued
Loans and advances. Prepayment fees
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
Boolean Tool residual category - Total/NA
False
Non-controlling interests
Owners of the parent
True
Domestic
Non-domestic
Total
Hypothetical value
Eligible
Non-eligible
Dealing in investments as principal and dealing in commodities
Transactions with account holders
Transactions with account holders and hedging risks arising from those transactions
Transactions with account holders under articles 9 to 11 of the Order
Transactions with account holders under article 11 of the Order
External issuance
Internal issuance
<= 1 year
> 7 days <= 8 days
> 8 days <= 9 days
> 9 days <= 10 days
> 10 days <= 11 days
> 11 days <= 12 days
> 12 days <= 13 days
> 13 days <= 14 days
> 14 days <= 15 days
> 15 days <= 16 days
> 16 days <= 17 days
> 17 days <= 18 days
> 18 days <= 19 days
> 19 days <= 20 days
> 20 days <= 21 days
> 21 days <= 22 days
> 22 days <= 23 days
> 23 days <= 24 days
> 24 days <= 25 days
> 25 days <= 26 days
> 26 days <= 27 days
> 27 days <= 28 days
> 28 days <= 29 days
> 29 days <= 30 days
> 30 days <= 31 days
> 31 days <= 32 days
> 32 days <= 33 days
> 33 days <= 34 days
> 34 days <= 35 days
> 35 days <= 36 days
> 36 days <= 37 days
> 37 days <= 38 days
> 38 days <= 39 days
> 39 days <= 40 days
> 40 days <= 41 days
> 41 days <= 42 days
> 42 days <= 43 days
> 43 days <= 44 days
> 44 days <= 45 days
> 45 days <= 46 days
> 46 days <= 47 days
> 47 days <= 48 days
> 48 days <= 49 days
> 49 days <= 50 days
> 50 days <= 51 days
> 51 days <= 52 days
> 52 days <= 53 days
> 53 days <= 54 days
> 54 days <= 55 days
> 55 days <= 56 days
> 56 days <= 57 days
> 57 days <= 58 days
> 58 days <= 59 days
> 59 days <= 60 days
> 60 days <= 61 days
> 61 days <= 62 days
> 62 days <= 63 days
> 63 days <= 64 days
> 64 days <= 65 days
> 65 days <= 66 days
> 66 days <= 67 days
> 67 days <= 68 days
> 68 days <= 69 days
> 69 days <= 70 days
> 70 days <= 71 days
> 71 days <= 72 days
> 72 days <= 73 days
> 73 days <= 74 days
> 74 days <= 75 days
> 75 days <= 76 days
> 76 days <= 77 days
> 77 days <= 78 days
> 78 days <= 79 days
> 79 days <= 80 days
> 80 days <= 81 days
> 81 days <= 82 days
> 82 days <= 83 days
> 83 days <= 84 days
> 84 days <= 85 days
> 85 days <= 86 days
> 86 days <= 87 days
> 87 days <= 88 days
> 88 days <= 89 days
> 89 days <= 90 days
> 90 days <= 91 days
> 91 days <= 92 days
>= 2 years < 5 years
>= 5 years
>= 1 year =< 5
Perpetual
Dated
Undated
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
Decimal
No use of the exemptions in article 5(1) of the Order
Integer
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
Entity code
Reporting period start date
Reporting period end date
Additional notes
Reporting currency
Basis of reporting
Accounting standard [BoE]
Number of customers
Carrying amount assuming no netting
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 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
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)
Name of contact person
Position of contact person
Email of contact person
Basis of reporting (MRL001; MRL002)
Outstanding amount
Issuer name
Identification of the issuer
Governing Law
If Third Country, Contractual Recognition
External or Internal issuance
Identification of the holding entity
Stock exchange
Issuance date
Maturity type
Currency
Original Amount Issued
Coupon Type
Coupon description
Coupon date
Coupon Frequency
Type of instrument
Non-standard terms included in the instrument
Name of Guarantor
Identification of the Guarantor
Convertible or non-convertible
Conversion triggers and the instrument type convertible into
Write-down feature
Write-down triggers
Form of the security
Global Bearer name
Identification of the Global Bearer
Name of Global Registrar
Identification of the Global Registrar
Bearer certificated form
Registrar name
Identification of the Registrar
Other non-global form - location and details
Information about paying agent and trustee
Central Securities Depository
Settlement Systems
Terms of the instrument
Accounting treatment of the instrument
Class of instrument
Basis of reporting (LPII)
Basis of reporting (MRL003)
Calculated amount with no maturity date
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
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
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)
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)
Q1 projection
Q2 projection
Q3 projection
Q4 projection
Q5 projection
Q6 projection
Q7 projection
Q8 projection
Year-end following Q8
Current year end
Next year end
Q1
Q2
Q3
Q4
Third party investors
Shared customer
Group entities
Entities of the group. MPE resolution group
Capital+ actuals and forecasts

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