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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).
[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 | ] |