[COREP TEMPLATES |
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Template number | Template code | Name of the template /group of templates | Short name |
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| | CAPITAL ADEQUACY | CA |
1 | C 01.00 | OWN FUNDS | CA1 |
2 | C 02.00 | OWN FUNDS REQUIREMENTS | CA2 |
3 | C 03.00 | CAPITAL RATIOS | CA3 |
4 | C 04.00 | MEMORANDUM ITEMS: | CA4 |
| | TRANSITIONAL PROVISIONS | CA5 |
5,1 | C 05.01 | TRANSITIONAL PROVISIONS | CA5.1 |
5,2 | C 05.02 | GRANDFATHERED INSTRUMENTS: INSTRUMENTS NOT CONSTITUING STATE AID | CA5.2 |
| | GROUP SOLVENCY | GS |
6,1 | C 06.01 | GROUP SOLVENCY: INFORMATION ON AFFILIATES - TOTAL | GS Total |
6,2 | C 06.02 | GROUP SOLVENCY: INFORMATION ON AFFILIATES | GS |
| | CREDIT RISK | CR |
7 | C 07.00 | CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: STANDARDISED APPROACH TO CAPITAL REQUIREMENTS | CR SA |
| | CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS | CR IRB |
8,1 | C 08.01 | CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS | CR IRB 1 |
8,2 | 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 |
| | GEOGRAPHICAL BREAKDOWN | CR GB |
9,1 | C 09.01 | Table 9.1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) | CR GB 1 |
9,2 | C 09.02 | Table 9.2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures) | CR GB 2 |
9,4 | C 09.04 | Table 9.4 - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate | CCB |
| | CREDIT RISK: EQUITY - IRB APPROACHES TO CAPITAL REQUIREMENTS | CR EQU IRB |
10,1 | C 10.01 | CREDIT RISK: EQUITY - IRB APPROACHES TO CAPITAL REQUIREMENTS | CR EQU IRB 1 |
10,2 | 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 |
11 | C 11.00 | SETTLEMENT/DELIVERY RISK | CR SETT |
12 | C 12.00 | CREDIT RISK: SECURITISATIONS - STANDARDISED APPROACH TO OWN FUNDS REQUIREMENTS | CR SEC SA |
13 | C 13.00 | CREDIT RISK: SECURITISATIONS - IRB APPROACH TO OWN FUNDS REQUIREMENTS | CR SEC IRB |
14 | C 14.00 | DETAILED INFORMATION ON SECURITISATIONS | CR SEC Details |
| | OPERATIONAL RISK | OPR |
16 | C 16.00 | OPERATIONAL RISK | OPR |
| | OPERATIONAL RISK: LOSSES AND RECOVERIES | |
17,1 | C 17.01 | OPERATIONAL RISK: LOSSES AND RECOVERIES BY BUSINESS LINES AND EVENT TYPES IN THE LAST YEAR | OPR DETAILS 1 |
17,2 | C 17.02 | OPERATIONAL RISK: LARGE LOSS EVENTS | OPR DETAILS 2 |
| | MARKET RISK | MKR |
18 | C 18.00 | MARKET RISK: STANDARDISED APPROACH FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS | MKR SA TDI |
19 | C 19.00 | MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN SECURITISATIONS | MKR SA SEC |
20 | C 20.00 | MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN THE CORRELATION TRADING PORTFOLIO | MKR SA CTP |
21 | C 21.00 | MARKET RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES | MKR SA EQU |
22 | C 22.00 | MARKET RISK: STANDARDISED APPROACHES FOR FOREIGN EXCHANGE RISK | MKR SA FX |
23 | C 23.00 | MARKET RISK: STANDARDISED APPROACHES FOR COMMODITIES | MKR SA COM |
24 | C 24.00 | MARKET RISK INTERNAL MODELS | MKR IM |
25 | C 25.00 | CREDIT VALUE ADJUSTMENT RISK | CVA |
| | PRUDENT VALUATION | MKR |
32,1 | C 32.01 | PRUDENT VALUATION: FAIR-VALUED ASSETS AND LIABILITIES | PRUVAL 1 |
32,2 | C 32.02 | PRUDENT VALUATION: CORE APPROACH | PRUVAL 2 |
32,3 | C 32.03 | PRUDENT VALUATION: MODEL RISK AVA | PRUVAL 3 |
32,4 | C 32.04 | PRUDENT VALUATION: CONCENTRATED POSITIONS AVA | PRUVAL 4 |
| | GENERAL GOVERNMENTS EXPOSURES | MKR |
33 | C 33.00 | GENERAL GOVERNMENTS EXPOSURES BY COUNTRY OF THE COUNTERPARTY | GOV] |