xmlns:atom="http://www.w3.org/2005/Atom" xmlns:atom="http://www.w3.org/2005/Atom"

[F1ANNEX X U.K. REPORTING ON LEVERAGE

C 41.00 — ON- AND OFF-BALANCE SHEET ITEMS — ADDITIONAL BREAKDOWN OF EXPOSURES (LR2)

ANNEX X Table 3: rows 1 - 14

[F1Row Column
010 020 030
On- and off- balance sheet exposures (SA exposures) On- and off- balance sheet exposures (IRB exposures) Nominal value
010 Total on- and off-balance sheet exposures belonging to the non-trading book as well as exposures of the trading book subject to counterparty credit risk (breakdown in accordance with the risk weight):
020 = 0 %
030 > 0 % and ≤ 12 %
040 > 12 % and ≤ 20 %
050 > 20 % and ≤ 50 %
060 > 50 % and ≤ 75 %
070 > 75 % and ≤ 100 %
080 > 100 % and ≤ 425 %
090 > 425 % and ≤ 1 250 %
100 Exposures in default
110 (memo item) Low risk off-balance sheet items and off-balance sheet items attracting a 0 % conversion factor under the solvency ratio ]