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Commission Implementing Regulation (EU) No 680/2014Show full title
Commission Implementing Regulation (EU) No 680/2014 of 16 April 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)
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- Regulations originating from the EU
- 2014 No. 680
- ANNEX I
- Annex I Table 3
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Changes over time for: C 02.00 – OWN FUNDS REQUIREMENTS (CA2)
Changes to legislation:
Commission Implementing Regulation (EU) No 680/2014,
C 02.00 – OWN FUNDS REQUIREMENTS (CA2)
is up to date with all changes known to be in force on or before 23 July 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
EUR 2014 No. 680 may be subject to amendment by EU Exit Instruments made by both the Prudential Regulation Authority and the Financial Conduct Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 4. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
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Changes and effects yet to be applied to Annex I Table 3:
- Regulation revoked by 2023 c. 29 Sch. 1 Pt. 1 3
- Regulation revoked by S.I. 2021/1078, reg. 13(2)(aa) (as inserted) by S.I. 2021/1376 reg. 32(7)(a)(i) (This amendment not applied to legislation.gov.uk. The affected provision Pt. 2 (PRA) was modified by a non-legislative instrument (Technical Standards (Capital Requirements) (EU Exit) (No.3) Instrument 2019) and is not present in the text of the retained EU legislation. Details of the non-legislative modifications can be found on the Bank of England's website on the page entitled 'The Bank of England's amendments to financial services legislation under the European Union (Withdrawal) Act 2018')
Changes and effects yet to be applied to the whole legislation item and associated provisions
- Art. 1(a)-(c) omitted by S.I. 2021/1078 reg. 13(4)(a) (amending provision omitted by S.I. 2021/1376)
- Art. 1(e)-(g) omitted by S.I. 2021/1078 reg. 13(4)(a) (amending provision omitted by S.I. 2021/1376)
[F1C 02.00 – OWN FUNDS REQUIREMENTS (CA2)
ANNEX I Table 3: rows 1 - 78
| [F1Rows | Item | Label | Amount |
|---|---|---|---|
| 010 | 1 | TOTAL RISK EXPOSURE AMOUNT | |
| 020 | 1* | Of which: Investment firms under Article 95 paragraph 2 and Article 98 of CRR | |
| 030 | 1** | Of which : Investment firms under Article 96 paragraph 2 and Article 97 of CRR | |
| 040 | 1.1 | RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES | |
| 050 | 1.1.1 | Standardised Approach (SA) | |
| 051 | 1.1.1* | Of which: Additional stricter prudential requirements based on Article 124 CRR | |
| 060 | 1.1.1.1 | SA exposure classes excluding securitisation positions | |
| 070 | 1.1.1.1.01 | Central governments or central banks | |
| 080 | 1.1.1.1.02 | Regional governments or local authorities | |
| 090 | 1.1.1.1.03 | Public sector entities | |
| 100 | 1.1.1.1.04 | Multilateral Development Banks | |
| 110 | 1.1.1.1.05 | International Organisations | |
| 120 | 1.1.1.1.06 | Institutions | |
| 130 | 1.1.1.1.07 | Corporates | |
| 140 | 1.1.1.1.08 | Retail | |
| 150 | 1.1.1.1.09 | Secured by mortgages on immovable property | |
| 160 | 1.1.1.1.10 | Exposures in default | |
| 170 | 1.1.1.1.11 | Items associated with particular high risk | |
| 180 | 1.1.1.1.12 | Covered bonds | |
| 190 | 1.1.1.1.13 | Claims on institutions and corporates with a short-term credit assessment | |
| 200 | 1.1.1.1.14 | Collective investments undertakings (CIU) | |
| 210 | 1.1.1.1.15 | Equity | |
| 211 | 1.1.1.1.16 | Other items | |
| 240 | 1.1.2 | Internal ratings based Approach (IRB) | |
| 241 | 1.1.2* | Of which: Additional stricter prudential requirements based on Article 164 CRR | |
| 242 | 1.1.2** | Of which: Additional stricter prudential requirements based on Article 124 CRR | |
| 250 | 1.1.2.1 | IRB approaches when neither own estimates of LGD nor Conversion Factors are used | |
| 260 | 1.1.2.1.01 | Central governments and central banks | |
| 270 | 1.1.2.1.02 | Institutions | |
| 280 | 1.1.2.1.03 | Corporates – SME | |
| 290 | 1.1.2.1.04 | Corporates – Specialised Lending | |
| 300 | 1.1.2.1.05 | Corporates – Other | |
| 310 | 1.1.2.2 | IRB approaches when own estimates of LGD and/or Conversion Factors are used | |
| 320 | 1.1.2.2.01 | Central governments and central banks | |
| 330 | 1.1.2.2.02 | Institutions | |
| 340 | 1.1.2.2.03 | Corporates – SME | |
| 350 | 1.1.2.2.04 | Corporates – Specialised Lending | |
| 360 | 1.1.2.2.05 | Corporates – Other | |
| 370 | 1.1.2.2.06 | Retail – Secured by real estate SME | |
| 380 | 1.1.2.2.07 | Retail – Secured by real estate non-SME | |
| 390 | 1.1.2.2.08 | Retail – Qualifying revolving | |
| 400 | 1.1.2.2.09 | Retail – Other SME | |
| 410 | 1.1.2.2.10 | Retail – Other non-SME | |
| 420 | 1.1.2.3 | Equity IRB | |
| 450 | 1.1.2.5 | Other non credit-obligation assets | |
| 460 | 1.1.3 | Risk exposure amount for contributions to the default fund of a CCP | |
| 470 | 1.1.4 | Securitisation positions | |
| 490 | 1.2 | TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY | |
| 500 | 1.2.1 | Settlement/delivery risk in the non-Trading book | |
| 510 | 1.2.2 | Settlement/delivery risk in the Trading book | |
| 520 | 1.3 | TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS | |
| 530 | 1.3.1 | Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) | |
| 540 | 1.3.1.1 | Traded debt instruments | |
| 550 | 1.3.1.2 | Equity | |
| 555 | 1.3.1.3 | Particular approach for position risk in CIUs | |
| 556 | 1.3.1.3* | Memo item: CIUs exclusively invested in traded debt instruments | |
| 557 | 1.3.1.3** | Memo item: CIUs invested exclusively in equity instruments or in mixed instruments | |
| 560 | 1.3.1.4 | Foreign Exchange | |
| 570 | 1.3.1.5 | Commodities | |
| 580 | 1.3.2 | Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) | |
| 590 | 1.4 | TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) | |
| 600 | 1.4.1 | OpR Basic indicator approach (BIA) | |
| 610 | 1.4.2 | OpR Standardised (STA) / Alternative Standardised (ASA) approaches | |
| 620 | 1.4.3 | OpR Advanced measurement approaches (AMA) | |
| 630 | 1.5 | ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS | |
| 640 | 1.6 | TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT | |
| 650 | 1.6.1 | Advanced method | |
| 660 | 1.6.2 | Standardised method | |
| 670 | 1.6.3 | Based on OEM | |
| 680 | 1.7 | TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK | |
| 690 | 1.8 | OTHER RISK EXPOSURE AMOUNTS | |
| 710 | 1.8.2 | Of which: Additional stricter prudential requirements based on Article 458 CRR | |
| 720 | 1.8.2* | Of which: requirements for large exposures | |
| 730 | 1.8.2** | Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property | |
| 740 | 1.8.2*** | Of which: due to intra financial sector exposures | |
| 750 | 1.8.3 | Of which: Additional stricter prudential requirements based on Article 459 CRR | |
| 760 | 1.8.4 | Of which: Additional risk exposure amount due to Article 3 CRR | ] |
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).
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