ANNEX XU.K.REPORTING ON LEVERAGE

LEVERAGE RATIO REPORTING TEMPLATES
Template code Template code Name of the template Short name
45C 45.00Leverage ratio calculationLRCalc
40C 40.00Alternative treatment of the exposure measureLR1
41C 41.00On- and Off-Balance Sheet items - Additional breakdown of exposuresLR2
42C 42.00Alternative definition of capitalLR3
43C 43.00Breakdown of leverage ratio exposure measure componentsLR4
44C 44.00General informationLR5
46C 46.00Entities that are consolidated for accounting purposes but are not within the scope of prudential consolidationLR6

C 41.00 - ON- AND OFF-BALANCE SHEET ITEMS - ADDITIONAL BREAKDOWN OF EXPOSURES (LR2)

ANNEX X Table 3: rows 1 - 14

C 42.00 - ALTERNATIVE DEFINITION OF CAPITAL (LR3)

Row Column
010
010Common Equity Tier 1 capital - fully phased-in definition
020Common Equity Tier 1 capital - transitional definition
030Total own funds - fully phased-in definition
040Total own funds - transitional definition
050Regulatory adjustments - CET1 - fully phased-in definition
060Regulatory adjustments - CET1 - transitional definition
070Regulatory adjustments - Total own funds - fully phased-in definition
080Regulatory adjustments - Total own funds - transitional definition

C 43.00 - BREAKDOWN OF LEVERAGE RATIO EXPOSURE MEASURE COMPONENTS (LR4)

ANNEX X Table 5: rows 1 - 40

C 44.00 - GENERAL INFORMATION (LR5)

Row Column
010
010Institutions company structure
020Derivatives treatment
030Accounting framework
040Institution type
050Reporting calculation method
060Reporting level

C 45.00 - LEVERAGE RATIO CALCULATION (LRCalc)

ANNEX X Table 7: rows 1 - 25

C 46.00 - ENTITIES THAT ARE CONSOLIDATED FOR ACCOUNTING PURPOSES BUT ARE NOT WITHIN THE SCOPE OF PRUDENTIAL CONSOLIDATION (LR6)

ANNEX X Table 8: rows 1 - 20