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

Textual Amendments

C 17.01 – OPERATIONAL RISK: LOSSES AND RECOVERIES BY BUSINESS LINES AND LOSS EVENT TYPES IN THE LAST YEAR (OPR DETAILS 1)

ANNEX I Table 23: rows 1 - 95

[F1MAPPING OF LOSSES TO BUSINESS LINES LOSS EVENT TYPES TOTAL LOSS EVENT TYPES MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION
INTERNAL FRAUD EXTERNAL FRAUD EMPLOYMENT PRACTICES AND WORKPLACE SAFETY CLIENTS, PRODUCTS & BUSINESS PRACTICES DAMAGE TO PHYSICAL ASSETS BUSINESS DISRUPTION AND SYSTEM FAILURES EXECUTION, DELIVERY & PROCESS MANAGEMENT LOWEST HIGHEST
Rows 0010 0020 0030 0040 0050 0060 0070 0080 0090 0100
0010 CORPORATE FINANCE [CF] Number of loss events (new loss events)
0020 Gross loss amount (new loss events)
0030 Number of loss events subject to loss adjustments
0040 Loss adjustments relating to previous reporting periods
0050 Maximum single loss
0060 Sum of the five largest losses
0070 Total direct loss recovery
0080 Total recovery from insurance and other risk transfer mechanisms
0110 TRADING AND SALES [TS] Number of loss events (new loss events)
0120 Gross loss amount (new loss events)
0130 Number of loss events subject to loss adjustments
0140 Loss adjustments relating to previous reporting periods
0150 Maximum single loss
0160 Sum of the five largest losses
0170 Total direct loss recovery
0180 Total recovery from insurance and other risk transfer mechanisms
0210 RETAIL BROKERAGE [RBr] Number of loss events (new loss events)
0220 Gross loss amount (new loss events)
0230 Number of loss events subject to loss adjustments
0240 Loss adjustments relating to previous reporting periods
0250 Maximum single loss
0260 Sum of the five largest losses
0270 Total direct loss recovery
0280 Total recovery from insurance and other risk transfer mechanisms
0310 COMMERCIAL BANKING [CB] Number of events (new loss events)
0320 Gross loss amount (new loss events)
0330 Number of loss events subject to loss adjustments
0340 Loss adjustments relating to previous reporting periods
0350 Maximum single loss
0360 Sum of the five largest losses
0370 Total direct loss recovery
0380 Total recovery from insurance and other risk transfer mechanisms
0410 RETAIL BANKING [RB] Number of loss events (new loss events)
0420 Gross loss amount (new loss events)
0430 Number of loss events subject to loss adjustments
0440 Loss adjustments relating to previous reporting periods
0450 Maximum single loss
0460 Sum of the five largest losses
0470 Total direct loss recovery
0480 Total recovery from insurance and other risk transfer mechanisms
0510 PAYMENT AND SETTLEMENT [PS] Number of loss events (new loss events)
0520 Gross loss amount (new loss events)
0530 Number of loss events subject to loss adjustments
0540 Loss adjustments relating to previous reporting periods
0550 Maximum single loss
0560 Sum of the five largest losses
0570 Total direct loss recovery
0580 Total recovery from insurance and other risk transfer mechanisms
0610 AGENCY SERVICES [AS] Number of loss events (new loss events)
0620 Gross loss amount (new loss events)
0630 Number of loss events subject to loss adjustments
0640 Loss adjustments relating to previous reporting periods
0650 Maximum single loss
0660 Sum of the five largest losses
0670 Total direct loss recovery
0680 Total recovery from insurance and other risk transfer mechanisms
0710 ASSET MANAGEMENT [AM] Number of loss events (new loss events)
0720 Gross loss amount (new loss events)
0730 Number of loss events subject to loss adjustments
0740 Loss adjustments relating to previous reporting periods
0750 Maximum single loss
0760 Sum of the five largest losses
0770 Total direct loss recovery
0780 Total recovery from insurance and other risk transfer mechanisms
0810 CORPORATE ITEMS [CI] Number of loss events (new loss events)
0820 Gross loss amount (new loss events)
0830 Number of loss events subject to loss adjustments
0840 Loss adjustments relating to previous reporting periods
0850 Maximum single loss
0860 Sum of the five largest losses
0870 Total direct loss recovery
0880 Total recovery from insurance and other risk transfer mechanisms
0910 TOTAL BUSINESS LINES Number of loss events (new loss events). Of which:
0911 related to losses ≥ 10 000 and < 20 000
0912 related to losses ≥ 20 000 and < 100 000
0913 related to losses ≥ 100 000 and < 1 000 000
0914 related to losses ≥ 1 000 000
0920 Gross loss amount (new loss events). Of which:
0921 related to losses ≥ 10 000 and < 20 000
0922 related to losses ≥ 20 000 and < 100 000
0923 related to losses ≥ 100 000 and < 1 000 000
0924 related to losses ≥ 1 000 000
0930 Number of loss events subject to loss adjustments. Of which:
0935 of which: number of loss events with a positive loss adjustment
0936 of which: number of loss events with a negative loss adjustment
0940 Loss adjustments relating to previous reporting periods
0945 of which: positive loss adjustment amounts (+)
0946 of which: negative loss adjustment amounts (-)
0950 Maximum single loss
0960 Sum of the five largest losses
0970 Total direct loss recovery
0980 Total recovery from insurance and other risk transfer mechanisms ]