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[F1ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

Textual Amendments

C 09.04 -BREAKDOWN OF CREDIT EXPOSURES RELEVANT FOR THE CALCULATION OF THE COUNTERCYCLICAL BUFFER BY COUNTRY AND INSTITUTION-SPECIFIC COUNTERCYCLICAL BUFFER RATE (CCB)

Country:

ANNEX I Table 15: rows 1 - 24

[F1Amount Percentage Qualitative information
010 020 030
Relevant credit exposures - Credit Risk
010 Exposure value under the Standardised Approach
020 Exposure value under the IRB Approach
Relevant credit exposures – Market risk
030 Sum of long and short positions of trading book exposures for standardised approaches
040 Value of trading book exposures for internal models
Relevant credit exposures – Securitisation
050 Exposure value of securitisation positions in the banking book under the Standardised Approach
060 Exposure value of securitisation positions in the banking book under the IRB Approach
Own funds requirements and weights
070 Total own funds requirements for CCB
080 Own funds requirements for relevant credit exposures – Credit risk
090 Own funds requirements for relevant credit exposures – Market risk
100 Own funds requirements for relevant credit exposures – Securitisation positions in the banking book
110 Own funds requirements weights
Countercyclical capital buffer rates
120 Countercyclical capital buffer rate set by the Designated Authority
130 Countercyclical capital buffer rate applicable for the country of the institution
140 Institution-specific countercyclical capital buffer rate
Use of 2 % threshold
150 Use of 2 % threshold for general credit exposure
160 Use of 2 % threshold for trading book exposure ]