| Value | ||
| 1 | ||
| Sub-section F.i) Adjustment of qualifying intragroup liabilities arising from derivatives held by the institution | ||
| Liabilities arising from all derivative contracts (excluding credit derivatives) valued in accordance with the leverage ratio methodology | 2C1 | |
| Of which: qualifying intragroup liabilities arising from derivatives | 3F1 | |
| Of which: liabilities arising from derivatives that are not intragroup (automatic - not to fill in) | 3F2 | |
| Derivative floor factor (automatic - not to fill in) | 3F3 | |
| Adjusted value of qualifying intragroup liabilities arising from derivatives (automatic - not to fill in) | 3F4 | |
| Sub-section F.ii) Total qualifying intragroup liabilities held by the institution | ||
| Total accounting value of qualifying intragroup liabilities | 3F5 | |
| Of which: arising from derivatives | 3F6 | |
| Of which: not arising from derivatives (automatic - not to fill in) | 3F7 | |
| Adjusted value of total qualifying intragroup liabilities (automatic - not to fill in) | 3F8 | |
| Sub-section F.iii) Assets arising from qualifying intragroup liabilities | ||
| Total accounting value of qualifying intragroup assets held by the institution | 3F9 | |
| Adjusted value of total qualifying intragroup assets | 3F10 | |
| Sub-section F.iv) Total deductible amount of assets and liabilities arising from qualifying intragroup liabilities | ||
| Total deductible amount of assets and liabilities arising from qualifying intragroup liabilities (automatic - not to fill in) | 3F11 | |