Index
Constraints
DPM Mapboe_tCP04.00.01.01 - CP04.00.01.01 - Capital Adequacy - Memorandum Items
| CP04.00.01.01 | |||||||||||
| Current reporting month | Q1 | Q2 | Q3 | Q4 | Q5 | Q6 | Q7 | Q8 | Year-end following Q8 | ||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | ||
| Deferred tax assets and liabilities | 0009 | ||||||||||
| Total deferred tax assets | 0010 | ||||||||||
| Deferred tax assets that do not rely on future profitability | 0020 | ||||||||||
| Deferred tax assets that rely on future profitability and do not arise from temporary differences | 0030 | ||||||||||
| Deferred tax assets that rely on future profitability and arise from temporary differences | 0040 | ||||||||||
| Total deferred tax liabilities | 0050 | ||||||||||
| Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability | 0060 | ||||||||||
| Deferred tax liabilities deductible from deferred tax assets that rely on future profitability | 0070 | ||||||||||
| Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences | 0080 | ||||||||||
| Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences | 0090 | ||||||||||
| Exception from deductions from CET1 | 0899 | ||||||||||
| Exception from deduction of intangible assets from CET1 | 0901 | ||||||||||
| Accounting classification of AT1 instruments | 0904 | ||||||||||
| Capital instruments and the related share premium accounts classified as equity under applicable accounting standards | 0905 | ||||||||||
| Capital instruments and the related share premium accounts classified as liabilities under applicable accounting standards | 0906 | ||||||||||
| Credit risk adjustments and expected losses | 0099 | ||||||||||
| IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures | 0100 | ||||||||||
| Total credit risk adjustments, additional value adjustments and other own funds reductions eligible for inclusion in the calculation of the expected loss amount | 0110 | ||||||||||
| General credit risk adjustments | 0120 | ||||||||||
| Specific credit risk adjustments | 0130 | ||||||||||
| Additional value adjustments and other own funds reductions | 0131 | ||||||||||
| Total expected losses eligible | 0140 | ||||||||||
| IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures | 0145 | ||||||||||
| Specific credit risk adjustments and positions treated similarly | 0150 | ||||||||||
| Total expected losses eligible | 0155 | ||||||||||
| Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2 | 0160 | ||||||||||
| Total gross provisions eligible for inclusion in T2 capital | 0170 | ||||||||||
| Risk weighted exposure amounts for calculating the cap to the provision eligible as T2 | 0180 | ||||||||||
| Thresholds for Common Equity Tier 1 deductions | 0189 | ||||||||||
| Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment | 0190 | ||||||||||
| 10% CET1 threshold | 0200 | ||||||||||
| 17.65% CET1 threshold | 0210 | ||||||||||
| Eligible capital for the purposes of qualifying holdings outside the financial sector | 0225 | ||||||||||
| Investments in the capital of financial sector entities where the institution does not have a significant investment | 0229 | ||||||||||
| Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | 0230 | ||||||||||
| Direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0240 | ||||||||||
| Gross direct holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0250 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0260 | ||||||||||
| Indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0270 | ||||||||||
| Gross indirect holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0280 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0290 | ||||||||||
| Synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0291 | ||||||||||
| Gross synthetic holdings of CET1 capital of financial sector entities where the institution does not have a significant investment | 0292 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0293 | ||||||||||
| Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | 0300 | ||||||||||
| Direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0310 | ||||||||||
| Gross direct holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0320 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0330 | ||||||||||
| Indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0340 | ||||||||||
| Gross indirect holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0350 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0360 | ||||||||||
| Synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0361 | ||||||||||
| Gross synthetic holdings of AT1 capital of financial sector entities where the institution does not have a significant investment | 0362 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0363 | ||||||||||
| Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions | 0370 | ||||||||||
| Direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0380 | ||||||||||
| Gross direct holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0390 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0400 | ||||||||||
| Indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0410 | ||||||||||
| Gross indirect holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0420 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0430 | ||||||||||
| Synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0431 | ||||||||||
| Gross synthetic holdings of T2 capital of financial sector entities where the institution does not have a significant investment | 0432 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0433 | ||||||||||
| Investments in the capital of financial sector entities where the institution has a significant investment | 0439 | ||||||||||
| Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions | 0440 | ||||||||||
| Direct holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0450 | ||||||||||
| Gross direct holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0460 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0470 | ||||||||||
| Indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0480 | ||||||||||
| Gross indirect holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0490 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0500 | ||||||||||
| Synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0501 | ||||||||||
| Gross synthetic holdings of CET1 capital of financial sector entities where the institution has a significant investment | 0502 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0503 | ||||||||||
| Investments in CET1 capital of financial sector entities where the institution has a significant investment - subject to a risk weight of 250% | 0504 | ||||||||||
| Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions | 0510 | ||||||||||
| Direct holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0520 | ||||||||||
| Gross direct holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0530 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0540 | ||||||||||
| Indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0550 | ||||||||||
| Gross indirect holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0560 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0570 | ||||||||||
| Synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0571 | ||||||||||
| Gross synthetic holdings of AT1 capital of financial sector entities where the institution has a significant investment | 0572 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0573 | ||||||||||
| Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions | 0580 | ||||||||||
| Direct holdings of T2 capital of financial sector entities where the institution has a significant investment | 0590 | ||||||||||
| Gross direct holdings of T2 capital of financial sector entities where the institution has a significant investment | 0600 | ||||||||||
| (-) Permitted offsetting short positions in relation to the direct gross holdings included above | 0610 | ||||||||||
| Indirect holdings of T2 capital of financial sector entities where the institution has a significant investment | 0620 | ||||||||||
| Gross indirect holdings of T2 capital of financial sector entities where the institution has a significant investment | 0630 | ||||||||||
| (-) Permitted offsetting short positions in relation to the indirect gross holdings included above | 0640 | ||||||||||
| Synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment | 0641 | ||||||||||
| Gross synthetic holdings of T2 capital of financial sector entities where the institution has a significant investment | 0642 | ||||||||||
| (-) Permitted offsetting short positions in relation to the synthetic gross holdings included above | 0643 | ||||||||||
| Total risk exposure amounts of holdings not deducted from the corresponding capital category: | 0649 | ||||||||||
| Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital | 0650 | ||||||||||
| Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital | 0660 | ||||||||||
| Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital | 0670 | ||||||||||
| Temporary waiver from deduction from own funds | 0679 | ||||||||||
| Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | 0680 | ||||||||||
| Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | 0690 | ||||||||||
| Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | 0700 | ||||||||||
| Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | 0710 | ||||||||||
| Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | 0720 | ||||||||||
| Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | 0730 | ||||||||||
| Capital buffers | 0739 | ||||||||||
| Combined buffer requirement | 0740 | ||||||||||
| Capital conservation buffer | 0750 | ||||||||||
| Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State | 0760 | ||||||||||
| Institution specific countercyclical capital buffer | 0770 | ||||||||||
| Systemic risk buffer | 0780 | ||||||||||
| Global Systemically Important Institution buffer | 0800 | ||||||||||
| Other Systemically Important Institution buffer | 0810 | ||||||||||
| Pillar II requirements | 0819 | ||||||||||
| Own funds requirements related to Pillar II adjustments | 0820 | ||||||||||
| Additional information for investment firms | 0829 | ||||||||||
| Initial capital | 0830 | ||||||||||
| Own funds based on Fixed Overheads | 0840 | ||||||||||
| Additional information for calculation of reporting thresholds | 0845 | ||||||||||
| Non-domestic original exposures | 0850 | ||||||||||
| Total original exposures | 0860 | ||||||||||