[F1C 43.00 — ALTERNATIVE BREAKDOWN OF LEVERAGE RATIO EXPOSURE MEASURE COMPONENTS (LR4)
ANNEX X Table 5: rows 1 - 40
| [F1Row | Off-balance sheet items, derivatives, SFTs and trading book | Column | |||
|---|---|---|---|---|---|
| 010 | 020 | ||||
| Leverage Ratio Exposure Value | RWA | ||||
| 010 | Off-balance sheet items; of which | ||||
| 020 | Trade finance; of which | ||||
| 030 | Under official export credit insurance scheme | ||||
| 040 | Derivatives and SFTs subject to a cross-product netting agreement | ||||
| 050 | Derivatives not subject to a cross-product netting agreement | ||||
| 060 | SFTs not subject to a cross-product netting agreement | ||||
| 065 | Exposure amounts resulting from the additional treatment for credit derivatives | ||||
| 070 | Other assets belonging to the trading book | ||||
| Row | Other non-trading book exposures | Column | |||
| 010 | 020 | 030 | 040 | ||
| Leverage Ratio Exposure Value | RWAs | ||||
| SA Exposures | IRB Exposures | SA Exposures | IRB Exposures | ||
| 080 | Covered bonds | ||||
| 90 | Exposures treated as sovereigns | ||||
| 100 | Central governments and central banks | ||||
| 110 | Regional governments and local authorities treated as sovereigns | ||||
| 120 | MDBs and International organisations treated as sovereigns | ||||
| 130 | PSEs treated as sovereigns | ||||
| 140 | Exposures to regional governments, MDBs, international organisations and PSEs not treated as sovereigns | ||||
| 150 | Regional governments and local authorities not treated as sovereigns | ||||
| 160 | MDBs not treated as sovereigns | ||||
| 170 | PSEs not treated as sovereigns | ||||
| 180 | Institutions | ||||
| 190 | Secured by mortgages on immovable properties; of which | ||||
| 200 | Secured by mortgages of residential properties | ||||
| 210 | Retail exposures; of which | ||||
| 220 | Retail SME | ||||
| 230 | Corporate; of which | ||||
| 240 | Financial | ||||
| 250 | Non-financial; of which | ||||
| 260 | SME exposures | ||||
| 270 | Exposures other than SME exposures | ||||
| 280 | Exposures in default | ||||
| 290 | Other exposures; of which | ||||
| 300 | Securitisation exposures | ||||
| 310 | Trade finance (memo item); of which | ||||
| 320 | Under official export credit insurance scheme | ] | |||
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).