ANNEX IU.K.REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS
ANNEX I Table 1: rows 1 - 40
C 01.00 — OWN FUNDS (CA1)
ANNEX I Table 2: rows 1 - 100
C 02.00 — OWN FUNDS REQUIREMENTS (CA2)
ANNEX I Table 3: rows 1 - 75
C 03.00 — CAPITAL RATIOS AND CAPITAL LEVELS (CA3)
ANNEX I Table 4: rows 1 - 14
C 04.00 — MEMORANDUM ITEMS (CA4)
ANNEX I Table 5: rows 1 - 124
C 05.01 — TRANSITIONAL PROVISIONS (CA5.1)
ANNEX I Table 6: rows 1 - 60
C 05.02 — GRANDFATHERED INSTRUMENTS: INSTRUMENTS NOT CONSTITUING STATE AID (CA5.2)
ANNEX I Table 7: rows 1 - 17
C 06.00 — GROUP SOLVENCY: INFORMATION ON AFFILIATES (GS)
ANNEX I Table 8: rows 1 - 11
C 07.00 — CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: STANDARDISED APPROACH TO CAPITAL REQUIREMENTS (CR SA)
SA Exposure class
ANNEX I Table 9: rows 1 - 39
C 08.01 — CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS (CR IRB 1)
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
ANNEX I Table 10: rows 1 - 26
C 08.02 — CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS: BREAKDOWN BY OBLIGOR GRADES OR POOLS (CR IRB 2)
IRB Exposure class:
Own estimates of LGD and/or conversion factors:
ANNEX I Table 11: rows 1 - 10
C 09.01 — GEOGRAPHICAL BREAKDOWN OF EXPOSURES BY RESIDENCE OF THE OBLIGOR: SA EXPOSURES (CR GB 1)
Country:
ANNEX I Table 12: rows 1 - 22
C 09.02 — GEOGRAPHICAL BREAKDOWN OF EXPOSURES BY RESIDENCE OF THE OBLIGOR: IRB EXPOSURES (CR GB 2)
Country:
ANNEX I Table 13: rows 1 - 17
C 09.03 — BREAKDOWN OF TOTAL OWN FUNDS REQUIREMENTS FOR CREDIT RISK OF RELEVANT CREDIT EXPOSURES BY COUNTRY (CR GB 3)
Country:
Amount | ||
---|---|---|
010 | ||
010 | Own fund requirements for credit risk |
C 10.01 — CREDIT RISK: EQUITY - IRB APPROACHES TO CAPITAL REQUIREMENTS (CR EQU IRB 1)
ANNEX I Table 15: rows 1 - 13
C 10.02 — CREDIT RISK: EQUITY - IRB APPROACHES TO CAPITAL REQUIREMENTS. BREAKDOWN OF TOTAL EXPOSURES UNDER THE PD/LGD APRROACH BY OBLIGOR GRADES (CR EQU IRB 2)
ANNEX I Table 16: rows 1 - 9
C 11.00 — SETTLEMENT/DELIVERY RISK (CR SETT)
ANNEX I Table 17: rows 1 - 14
C 12.00 — CREDIT RISK: SECURITISATIONS - STANDARDISED APPROACH TO OWN FUNDS REQUIREMENTS (CR SEC SA)
ANNEX I Table 18: rows 1 - 34
C 13.00 — CREDIT RISK: SECURITISATIONS - IRB APPROACH TO OWN FUNDS REQUIREMENTS (CR SEC IRB)
ANNEX I Table 19: rows 1 - 59
C 14.00 — DETAILED INFORMATION ON SECURITISATIONS (SEC Details)
ANNEX I Table 20: rows 1 - 7
C 16.00 — OPERATIONAL RISK (OPR)
ANNEX I Table 21: rows 1 - 18
C 17.00 — OPERATIONAL RISK: GROSS LOSSES BY BUSINESS LINES AND EVENT TYPES IN THE LAST YEAR (OPR Details)
ANNEX I Table 22: rows 1 - 43
C 18.00 — MARKET RISK: STANDARDISED APPROACH FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS (MKR SA TDI)
Currency:
ANNEX I Table 23: rows 1 - 49
C 19.00 — MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN SECURITISATIONS (MKR SA SEC)
ANNEX I Table 24: rows 1 - 26
C 20.00 — MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN THE CORRELATION TRADING PORTFOLIO (MKR SA CTP)
ANNEX I Table 25: rows 1 - 18
C 21.00 — MARKET RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES (MKR SA EQU)
National market: