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).
| [F1FAIR-VALUED ASSETS AND LIABILITIES | FAIR-VALUED ASSETS AND LIABILITIES EXCLUDED BECAUSE OF PARTIAL IMPACT ON CET1 | FAIR-VALUED ASSETS AND LIABILITIES INCLUDED IN ARTICLE 4(1) THRESHOLD | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| OF WHICH: TRADING BOOK | EXACTLY MATCHING | HEDGE ACCOUNTING | PRUDENTIAL FILTERS | OTHER | COMMENTS FOR OTHER | OF WHICH: TRADING BOOK | |||||
| 0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | |||
| 0010 | 1 | TOTAL FAIR-VALUED ASSETS AND LIABILITIES | |||||||||
| 0020 | 1.1 | TOTAL FAIR-VALUED ASSETS | |||||||||
| 0030 | 1.1.1 | FINANCIAL ASSETS HELD FOR TRADING | |||||||||
| 0040 | 1.1.2 | TRADING FINANCIAL ASSETS | |||||||||
| 0050 | 1.1.3 | NON-TRADING FINANCIAL ASSETS MANDATORILY AT FAIR VALUE THROUGH PROFIT OR LOSS | |||||||||
| 0060 | 1.1.4 | FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | |||||||||
| 0070 | 1.1.5 | FINANCIAL ASSETS AT FAIR VALUE THROUGH OTHER COMPREHENSIVE INCOME | |||||||||
| 0080 | 1.1.6 | NON-TRADING NON-DERIVATIVE FINANCIAL ASSETS MEASURED AT FAIR VALUE THROUGH PROFIT OR LOSS | |||||||||
| 0090 | 1.1.7 | NON-TRADING NON-DERIVATIVE FINANCIAL ASSETS MEASURED AT FAIR VALUE TO EQUITY | |||||||||
| 0100 | 1.1.8 | OTHER NON-TRADING NON-DERIVATIVE FINANCIAL ASSETS | |||||||||
| 0110 | 1.1.9 | DERIVATIVES – HEDGE ACCOUNTING | |||||||||
| 0120 | 1.1.10 | FAIR VALUE CHANGES OF THE HEDGED ITEMS IN PORTFOLIO HEDGE OF INTEREST RATE RISK | |||||||||
| 0130 | 1.1.11 | INVESTMENTS IN SUBSIDIARIES, JOINT VENTURES AND ASSOCIATES | |||||||||
| 0140 | 1.1.12 | (-) HAIRCUTS FOR TRADING ASSETS AT FAIR VALUE | |||||||||
| 0150 | 1.2 | TOTAL FAIR-VALUED LIABILITIES | |||||||||
| 0160 | 1.2.1 | FINANCIAL LIABILITIES HELD FOR TRADING | |||||||||
| 0170 | 1.2.2 | TRADING FINANCIAL LIABILITIES | |||||||||
| 0180 | 1.2.3 | FINANCIAL LIABILITIES DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | |||||||||
| 0190 | 1.2.4 | DERIVATIVES – HEDGE ACCOUNTING | |||||||||
| 0200 | 1.2.5 | FAIR VALUE CHANGES OF THE HEDGED ITEMS IN PORTFOLIO HEDGE OF INTEREST RATE RISK | |||||||||
| 0210 | 1.2.6 | HAIRCUTS FOR TRADING LIABILITIES AT FAIR VALUE | ] | ||||||||