| [COREP TEMPLATES |
|---|
| Template number | Template code | Name of the template /group of templates | Short name |
|---|
| | | 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] |
