[F1C 40.00 — ALTERNATIVE TREATMENT OF THE EXPOSURE MEASURE (LR1)
ANNEX X Table 2: rows 1 - 28
[F1Row | Column | ||||||||
---|---|---|---|---|---|---|---|---|---|
010 | 020 | 040 | 050 | 070 | 075 | 085 | 120 | ||
Accounting balance sheet value | Accounting value assuming no netting or other CRM | Add-on for SFTs | Add-on under the mark-to market method (assuming no netting or other CRM) | Notional amount/ nominal value | Capped notional amount | Capped notional amount (same reference name) | Leverage ratio exposure amount hypothetically exempted | ||
010 | Derivatives | ||||||||
020 | Credit derivatives (protection sold) | ||||||||
030 | Credit derivatives (protection sold), which are subject to a close out clause | ||||||||
040 | Credit derivatives (protection sold), which are not subject to a close out clause | ||||||||
050 | Credit derivatives (protection bought) | ||||||||
060 | Financial derivatives | ||||||||
070 | SFTs covered by a master netting agreement | ||||||||
080 | SFTs not covered by a master netting agreement | ||||||||
090 | Other assets | ||||||||
100 | Low-risk off-balance sheet items under the RSA; of which: | ||||||||
110 | Revolving retail exposures; of which | ||||||||
120 | Unconditionally cancellable credit cards commitments | ||||||||
130 | Non revolving unconditionally cancellable commitments | ||||||||
140 | Medium/low risk off-balance sheet items under the RSA | ||||||||
150 | Medium risk off-balance sheet items under the RSA | ||||||||
160 | Full risk off-balance sheet items under the RSA | ||||||||
170 | (memo item) Drawn amount of revolving retail exposures | ||||||||
180 | (memo item) Drawn amounts on unconditionally cancellable credit cards commitments | ||||||||
190 | (memo item) Drawn amounts on non-revolving unconditionally cancellable commitments | ||||||||
210 | Cash collateral received in derivatives transactions | ||||||||
220 | Receivables for cash collateral posted in derivatives transactions | ||||||||
230 | Securities received in an SFT that are recognised as an asset | ||||||||
240 | SFT cash conduit lending (cash receivables) | ||||||||
250 | Exposures that can benefit from treatment under Article 113(6) of the CRR | ||||||||
260 | Exposures that meet the conditions in points (a) to (c) of Article 429(14) of the CRR | ] |
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2016/428 of 23 March 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions as regards the reporting of the Leverage Ratio (Text with EEA relevance).