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).
[F1ALL POSITIONS | (-) POSITIONS DEDUCTED FROM OWN FUNDS | NET POSITIONS | BREAKDOWN OF THE NET POSITIONS (LONG) BY RISK WEIGHTS | BREAKDOWN OF THE NET POSITIONS (SHORT) BY RISK WEIGHTS | BREAKDOWN OF THE NET POSITION BY APPROACHES | OVERALL EFFECT (ADJUSTMENT) DUE TO INFRINGEMENT OF CHAPTER 2 OF REGULATION (EU) 2017/2402 | BEFORE CAP | AFTER CAP / TOTAL OWN FUND REQUIREMENTS | ||||||||||||||||||||||||||||||||||||||||||||
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LONG | SHORT | (-) LONG | (-) SHORT | LONG | SHORT | [0 – 10 %[ | [10 – 12 %[ | [12 – 20 %[ | [20 – 40 %[ | [40 – 100 %[ | [100 – 150 %[ | [150 – 200 %[ | [200 – 225 %[ | [225 – 250 %[ | [250 – 300 %[ | [300 – 350 %[ | [350 – 425 %[ | [425 – 500 %[ | [500 – 650 %[ | [650 – 750 %[ | [750 – 850 %[ | [850 – 1 250 %[ | 1 250 % | [0 – 10 %[ | [10 – 12 %[ | [12 – 20 %[ | [20 – 40 %[ | [40 – 100 %[ | [100 – 150 %[ | [150 – 200 %[ | [200 – 225 %[ | [225 – 250 %[ | [250 – 300 %[ | [300 – 350 %[ | [350 – 425 %[ | [425 – 500 %[ | [500 – 650 %[ | [650 – 750 %[ | [750 – 850 %[ | [850 – 1 250 %[ | 1 250 % | SEC-IRBA | SEC-SA | SEC-ERBA | INTERNAL ASSESSMENT APPROACH | OTHER (RW= 1 250 %) | WEIGHTED NET LONG POSITIONS | WEIGHTED NET SHORT POSITIONS | ||||
010 | 020 | 030 | 040 | 050 | 060 | 061 | 062 | 063 | 064 | 065 | 066 | 071 | 072 | 073 | 074 | 075 | 076 | 077 | 078 | 079 | 081 | 082 | 083 | 085 | 086 | 087 | 088 | 089 | 091 | 092 | 093 | 094 | 095 | 096 | 097 | 098 | 099 | 101 | 102 | 103 | 0104 | 402 | 403 | 404 | 405 | 406 | 530 | 540 | 570 | 601 | ||
010 | TOTAL EXPOSURES | Cell linked to MKR SA TDI {325:060} | ||||||||||||||||||||||||||||||||||||||||||||||||||
020 | Of which: RE-SECURITISATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
030 | ORIGINATOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||
040 | SECURITISATION POSITIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
041 | OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||
050 | RE-SECURITISATION POSITONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
060 | INVESTOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||
070 | SECURITISATION POSITIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
071 | OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||
080 | RE-SECURITISATION POSITONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
090 | SPONSOR: TOTAL EXPOSURES | |||||||||||||||||||||||||||||||||||||||||||||||||||
100 | SECURITISATION POSITIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||
101 | OF WHICH: QUALIFYING FOR DIFFERENTIATED CAPITAL TREATMENT | |||||||||||||||||||||||||||||||||||||||||||||||||||
110 | RE-SECURITISATION POSITONS | ] |