[F1C 47.00 — LEVERAGE RATIO CALCULATION (LRCalc)
ANNEX X Table 7: rows 1 - 39
| [F1Column | ||
|---|---|---|
| LR Exposure: Reporting reference date | ||
| Row | Exposure Values | 010 |
| 010 | SFTs: Exposure in accordance with Article 429(5) and 429(8) of the CRR | |
| 020 | SFTs: Add-on for counterparty credit risk | |
| 030 | Derogation for SFTs: Add-on in accordance with Article 429b(4) and 222 of the CRR | |
| 040 | Counterparty credit risk of SFT agent transactions in accordance with Article 429b(6) of the CRR | |
| 050 | (-) Exempted CCP leg of client-cleared SFT exposures | |
| 060 | Derivatives: Current replacement cost | |
| 070 | (-) Eligible cash variation margin received offset against derivatives market value | |
| 080 | (-) Exempted CCP leg of client-cleared trade exposures (replacement costs) | |
| 090 | Derivatives: Add-on under the mark-to-market method | |
| 100 | (-) Exempted CCP leg of client-cleared trade exposures (potential future exposure) | |
| 110 | Derogation for derivatives: original exposure method | |
| 120 | (-) Exempted CCP leg of client-cleared trade exposures (original exposure method) | |
| 130 | Capped notional amount of written credit derivatives | |
| 140 | (-) Eligible purchased credit derivatives offset against written credit derivatives | |
| 150 | Off-balance sheet items with a 10 % CCF in accordance with Article 429(10) of the CRR | |
| 160 | Off-balance sheet items with a 20 % CCF in accordance with Article 429(10) of the CRR | |
| 170 | Off-balance sheet items with a 50 % CCF in accordance with Article 429(10) of the CRR | |
| 180 | Off-balance sheet items with a 100 % CCF in accordance with Article 429(10) of the CRR | |
| 190 | Other assets | |
| 200 | Gross up for derivatives collateral provided | |
| 210 | (-) Receivables for cash variation margin provided in derivatives transactions | |
| 220 | (-) Exempted CCP leg of client-cleared trade exposures (initial margin) | |
| 230 | Adjustments for SFT sales accounting transactions | |
| 240 | (-) Fiduciary assets | |
| 250 | (-) Intragroup exposures (solo basis) exempted in accordance with Article 429(7) of the CRR | |
| 260 | (-) Exposures exempted in accordance with Article 429(14) of the CRR | |
| 270 | (-) Asset amount deducted — Tier 1 capital — fully phased-in definition | |
| 280 | (-) Asset amount deducted — Tier 1 capital — transitional definition | |
| 290 | Total Leverage Ratio exposure — using a fully phased-in definition of Tier 1 capital | |
| 300 | Total Leverage Ratio exposure — using a transitional definition of Tier 1 capital | |
| Row | Capital | |
| 310 | Tier 1 capital — fully phased-in definition | |
| 320 | Tier 1 capital — transitional definition | |
| Row | Leverage Ratio | |
| 330 | Leverage Ratio — using a fully phased-in definition of Tier 1 capital | |
| 340 | Leverage Ratio — using a transitional definition of Tier 1 capital | ] |
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).