[F1 ANNEX I U.K. REPORTING ON OWN FUNDS AND OWN FUNDS REQUIREMENTS

Textual Amendments

F1 Substituted by Commission Implementing Regulation (EU) 2020/429 of 14 February 2020 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (Text with EEA relevance).

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

ANNEX I Table 15: rows 1 - 23

		[F1 Amount	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 Approach
040	Value of trading book exposures for internal models
Relevant credit exposures – Securitisation
055	Exposure value of securitisation positions in the banking book
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			]