[F1C 02.00 – OWN FUNDS REQUIREMENTS (CA2)
ANNEX I Table 3: rows 1 - 78
| [F1Rows | Item | Label | Amount |
|---|---|---|---|
| 010 | 1 | TOTAL RISK EXPOSURE AMOUNT | |
| 020 | 1* | Of which: Investment firms under Article 95 paragraph 2 and Article 98 of CRR | |
| 030 | 1** | Of which : Investment firms under Article 96 paragraph 2 and Article 97 of CRR | |
| 040 | 1.1 | RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES | |
| 050 | 1.1.1 | Standardised Approach (SA) | |
| 051 | 1.1.1* | Of which: Additional stricter prudential requirements based on Article 124 CRR | |
| 060 | 1.1.1.1 | SA exposure classes excluding securitisation positions | |
| 070 | 1.1.1.1.01 | Central governments or central banks | |
| 080 | 1.1.1.1.02 | Regional governments or local authorities | |
| 090 | 1.1.1.1.03 | Public sector entities | |
| 100 | 1.1.1.1.04 | Multilateral Development Banks | |
| 110 | 1.1.1.1.05 | International Organisations | |
| 120 | 1.1.1.1.06 | Institutions | |
| 130 | 1.1.1.1.07 | Corporates | |
| 140 | 1.1.1.1.08 | Retail | |
| 150 | 1.1.1.1.09 | Secured by mortgages on immovable property | |
| 160 | 1.1.1.1.10 | Exposures in default | |
| 170 | 1.1.1.1.11 | Items associated with particular high risk | |
| 180 | 1.1.1.1.12 | Covered bonds | |
| 190 | 1.1.1.1.13 | Claims on institutions and corporates with a short-term credit assessment | |
| 200 | 1.1.1.1.14 | Collective investments undertakings (CIU) | |
| 210 | 1.1.1.1.15 | Equity | |
| 211 | 1.1.1.1.16 | Other items | |
| 240 | 1.1.2 | Internal ratings based Approach (IRB) | |
| 241 | 1.1.2* | Of which: Additional stricter prudential requirements based on Article 164 CRR | |
| 242 | 1.1.2** | Of which: Additional stricter prudential requirements based on Article 124 CRR | |
| 250 | 1.1.2.1 | IRB approaches when neither own estimates of LGD nor Conversion Factors are used | |
| 260 | 1.1.2.1.01 | Central governments and central banks | |
| 270 | 1.1.2.1.02 | Institutions | |
| 280 | 1.1.2.1.03 | Corporates – SME | |
| 290 | 1.1.2.1.04 | Corporates – Specialised Lending | |
| 300 | 1.1.2.1.05 | Corporates – Other | |
| 310 | 1.1.2.2 | IRB approaches when own estimates of LGD and/or Conversion Factors are used | |
| 320 | 1.1.2.2.01 | Central governments and central banks | |
| 330 | 1.1.2.2.02 | Institutions | |
| 340 | 1.1.2.2.03 | Corporates – SME | |
| 350 | 1.1.2.2.04 | Corporates – Specialised Lending | |
| 360 | 1.1.2.2.05 | Corporates – Other | |
| 370 | 1.1.2.2.06 | Retail – Secured by real estate SME | |
| 380 | 1.1.2.2.07 | Retail – Secured by real estate non-SME | |
| 390 | 1.1.2.2.08 | Retail – Qualifying revolving | |
| 400 | 1.1.2.2.09 | Retail – Other SME | |
| 410 | 1.1.2.2.10 | Retail – Other non-SME | |
| 420 | 1.1.2.3 | Equity IRB | |
| 450 | 1.1.2.5 | Other non credit-obligation assets | |
| 460 | 1.1.3 | Risk exposure amount for contributions to the default fund of a CCP | |
| 470 | 1.1.4 | Securitisation positions | |
| 490 | 1.2 | TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY | |
| 500 | 1.2.1 | Settlement/delivery risk in the non-Trading book | |
| 510 | 1.2.2 | Settlement/delivery risk in the Trading book | |
| 520 | 1.3 | TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS | |
| 530 | 1.3.1 | Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) | |
| 540 | 1.3.1.1 | Traded debt instruments | |
| 550 | 1.3.1.2 | Equity | |
| 555 | 1.3.1.3 | Particular approach for position risk in CIUs | |
| 556 | 1.3.1.3* | Memo item: CIUs exclusively invested in traded debt instruments | |
| 557 | 1.3.1.3** | Memo item: CIUs invested exclusively in equity instruments or in mixed instruments | |
| 560 | 1.3.1.4 | Foreign Exchange | |
| 570 | 1.3.1.5 | Commodities | |
| 580 | 1.3.2 | Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) | |
| 590 | 1.4 | TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) | |
| 600 | 1.4.1 | OpR Basic indicator approach (BIA) | |
| 610 | 1.4.2 | OpR Standardised (STA) / Alternative Standardised (ASA) approaches | |
| 620 | 1.4.3 | OpR Advanced measurement approaches (AMA) | |
| 630 | 1.5 | ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS | |
| 640 | 1.6 | TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT | |
| 650 | 1.6.1 | Advanced method | |
| 660 | 1.6.2 | Standardised method | |
| 670 | 1.6.3 | Based on OEM | |
| 680 | 1.7 | TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK | |
| 690 | 1.8 | OTHER RISK EXPOSURE AMOUNTS | |
| 710 | 1.8.2 | Of which: Additional stricter prudential requirements based on Article 458 CRR | |
| 720 | 1.8.2* | Of which: requirements for large exposures | |
| 730 | 1.8.2** | Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property | |
| 740 | 1.8.2*** | Of which: due to intra financial sector exposures | |
| 750 | 1.8.3 | Of which: Additional stricter prudential requirements based on Article 459 CRR | |
| 760 | 1.8.4 | Of which: Additional risk exposure amount due to Article 3 CRR | ] |
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance).