Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2016/428 of 23 March 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical standards with regard to supervisory reporting of institutions as regards the reporting of the Leverage Ratio (Text with EEA relevance).
| [F1Row | Column | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| 010 | 020 | 040 | 050 | 070 | 075 | 085 | 120 | ||
| Accounting balance sheet value | Accounting value assuming no netting or other CRM | Add-on for SFTs | Add-on under the mark-to market method (assuming no netting or other CRM) | Notional amount/ nominal value | Capped notional amount | Capped notional amount (same reference name) | Leverage ratio exposure amount hypothetically exempted | ||
| 010 | Derivatives | ||||||||
| 020 | Credit derivatives (protection sold) | ||||||||
| 030 | Credit derivatives (protection sold), which are subject to a close out clause | ||||||||
| 040 | Credit derivatives (protection sold), which are not subject to a close out clause | ||||||||
| 050 | Credit derivatives (protection bought) | ||||||||
| 060 | Financial derivatives | ||||||||
| 070 | SFTs covered by a master netting agreement | ||||||||
| 080 | SFTs not covered by a master netting agreement | ||||||||
| 090 | Other assets | ||||||||
| 100 | Low-risk off-balance sheet items under the RSA; of which: | ||||||||
| 110 | Revolving retail exposures; of which | ||||||||
| 120 | Unconditionally cancellable credit cards commitments | ||||||||
| 130 | Non revolving unconditionally cancellable commitments | ||||||||
| 140 | Medium/low risk off-balance sheet items under the RSA | ||||||||
| 150 | Medium risk off-balance sheet items under the RSA | ||||||||
| 160 | Full risk off-balance sheet items under the RSA | ||||||||
| 170 | (memo item) Drawn amount of revolving retail exposures | ||||||||
| 180 | (memo item) Drawn amounts on unconditionally cancellable credit cards commitments | ||||||||
| 190 | (memo item) Drawn amounts on non-revolving unconditionally cancellable commitments | ||||||||
| 210 | Cash collateral received in derivatives transactions | ||||||||
| 220 | Receivables for cash collateral posted in derivatives transactions | ||||||||
| 230 | Securities received in an SFT that are recognised as an asset | ||||||||
| 240 | SFT cash conduit lending (cash receivables) | ||||||||
| 250 | Exposures that can benefit from treatment under Article 113(6) of the CRR | ||||||||
| 260 | Exposures that meet the conditions in points (a) to (c) of Article 429(14) of the CRR | ] | |||||||