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ANNEX VIIIU.K.TEMPLATES FOR REPORTING LARGE EXPOSURES AND CONCENTRATION RISK

LARGE EXPOSURES TEMPLATES

Template number Template code Name of the template/group of templates Short name
LARGE EXPOSURES LE
26C 26.00Large Exposures limitsLE LIMITS
27C 27.00Identification of the counterpartyLE 1
28C 28.00Exposures in the non-trading and trading bookLE 2
29C 29.00Detail of the exposures to individual clients within groups of connected clientsLE 3
30C 30.00Maturity buckets of the exposures in the non-trading and trading bookLE 4
31C 31.00Maturity buckets of exposures to individual clients within groups of connected clientsLE 5