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| 010 - 850 | BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS For each business line as defined in Article 317(4) table 2 of CRR, including the additional business line ‘ Corporate items ’ as referred to in Article 322(3) point (b) of CRR, and for each event type, the institution shall report, according to the internal thresholds the following information: number of events, total loss amount, maximum single loss, sum of the five largest losses and total loss recovery. For a loss event that affects more than one business line the ‘ total loss amount ’ is distributed among all the affected business lines.
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| 910 - 950 | TOTAL BUSINESS LINES For each event type (column 010 to 080), the following information (Article 322(3) points b), c) and e) of CRR on total business lines (rows 910 to 950) has to be reported:
Number of events (row 910): the number of events above the internal threshold by event types for the total business lines shall be reported. This figure may be lower than the aggregation of the number of events by business lines since the events with multiple impacts (impacts in different business lines) shall be considered as one.
Number of events. Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1 000 000 , ≥ 1 000 000 (rows 911 to 914): the number of internal events included in the ranges defined in the pertinent rows shall be reported.
Total loss amount (row 920): the total loss amount is the simple aggregation of the total loss amount for each business line.
Total loss amount, Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1 000 000 , ≥ 1 000 000 (rows 921 to 924): the total loss amount included in the ranges defined in the pertinent rows shall be reported.
Maximum single loss (row 930): the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines. These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
Sum of the five largest losses (row 940): the sum of the five largest gross losses for each event type and amongst all business lines is reported. This sum may be higher than the highest sum of the five largest losses recorded in each business line. This sum has to be reported regardless the number of losses.
Total loss recovery (row 950): the total loss recovery is the simple aggregation of the total loss recovery for each business line.
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| 910-950/080 | TOTAL BUSINESS LINES — TOTAL EVENT TYPES Number of events: for each row from 910 to 914, the number of events is equal to the horizontal aggregation of the number of events in the corresponding row, given that in those figures the events with impacts in different business lines shall have already been considered as one event. The number in row 910 shall not necessarily be equal to the vertical aggregation of the number of events which are included in column 080, given that one event can have an impact in different business lines simultaneously.
Total loss amount: for each row from 920 to 924, the total loss amount is equal to both the horizontal aggregation of total loss amounts by event type in the corresponding row. The total loss amount in row 920 is equal to the vertical aggregation of total loss amounts by business line in column 080.
Maximum single loss: as previously mentioned, when an event has impact in different business lines, it may be that the amount for ‘ Maximum single loss ’ in ‘ Total Business lines ’ for that particular event type is higher than the amounts of ‘ Maximum single loss ’ in each business line. Hence, the amount in this cell shall be equal to the highest of the values of ‘ Maximum single loss ’ in ‘ Total Business lines ’ , which may not necessarily be equal to the highest value of ‘ Maximum single loss ’ across business lines in column 080.
Sum of the five largest losses: it is the sum of the five largest losses in the whole matrix, which means that it may not necessarily be equal to neither the maximum value of ‘ sum of the five largest losses ’ in ‘ Total Business lines ’ nor the maximum value of ‘ sum of the five largest losses ’ in column 080.
Total loss recovery: it is equal to both the horizontal aggregation of total loss recoveries by event type in row 950 and the vertical aggregation of total loss recoveries by business line in column 080.] ]
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