srb_tf_03.f - Section F. Deductible amount of assets and liabilities arising from qualifying intragroup liabilities

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 methodology2C1
Of which: qualifying intragroup liabilities arising from derivatives3F1
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 liabilities3F5
Of which: arising from derivatives3F6
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 institution3F9
Adjusted value of total qualifying intragroup assets3F10
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