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srb_tf_04.d - Section D. ‘Additional risk indicators to be determined by the resolution authority’ pillar

Value
1
Additional risk indicator D.i) Trading activities, expressed as Risk exposure amount for market risk on traded debt instruments and equity out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Risk exposure amount for market risk on traded debt instruments and equity, at the reporting level selected above4D1
concepteba_met:mi235y
eba_dim:BASeba_BA:x9y
eba_dim:MCYsrb_eba_MC:x7y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D2
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
b) Divided by CET1 Capital (automatic - not to fill in)4D3
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
c) Divided by Total Assets (automatic - not to fill in)4D4
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
Additional risk indicator D.i) Off-balance sheet nominal amount out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Total off-balance sheet nominal amount, at the reporting level selected above4D5
concepteba_met:mi287y
eba_dim:BASeba_BA:x10y
eba_dim:MCYeba_MC:x176y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D6
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
b) Divided by CET1 Capital (automatic - not to fill in)4D7
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
c) Divided by Total Assets (automatic - not to fill in)4D8
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
Additional risk indicator D.i) Total derivative exposures out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Total derivative exposure, at the reporting level selected above4D9
concepteba_met:mi119y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
Of which: derivatives cleared through a central counterparty (CCP), at the reporting level selected above4D10
concepteba_met:mi119y
eba_dim:BASeba_BA:x9y
eba_dim:MCYsrb_eba_MC:x8y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D11
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
b) Divided by CET1 Capital (automatic - not to fill in)4D12
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
c) Divided by Total Assets (automatic - not to fill in)4D13
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
Additional risk indicator D.ii) Membership in an Institutional Protection Scheme (IPS)
Is the institution member of an ‘Institutional Protection Scheme’ (IPS)? (automatic - not to fill in)1C3
conceptsrb_met:ei10y
eba_dim:BASeba_BA:x17y
eba_dim:RPReba_RP:x26y
Has the competent authority granted the permission referred to in Article 113(7) of the CRR? (automatic - not to fill in)1C4
conceptsrb_met:ei11y
eba_dim:BASeba_BA:x17y
srb_dim:CAPsrb_PM:x1y
Name of the IPS (only if Yes above)4D14
conceptsrb_met:si22y
eba_dim:BASeba_BA:x17y
eba_dim:RPReba_RP:x26y
Additional risk indicator D.iii) Extent of previous extraordinary public financial support
Does the institution meet the three conditions specified for this field (see definitions & guidance) at the reference date?4D17
conceptsrb_met:ei10y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x4y
For institutions that are part of a group: Name of the EU parent (to fill in even if 'No' above)4D18
concepteba_met:si168y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x3y
For institutions that are part of a group: RIAD MFI code of the EU parent (to fill in even if 'No' above)4D19
conceptsrb_met:si5y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x3y

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