ANNEX XU.K.REPORTING ON LEVERAGE

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

Row Column
010020030
Financial sector entities Securitisation entitites Commercial entities
010SFT covered by a master netting agreement accounting value assuming no netting or other CRM
020SFT covered by a master netting agreement add-on
030SFT not covered by a master netting agreement accounting value assuming no netting or other CRM
040SFT not covered by a master netting agreement add-on
050Derivatives: Market value
060Derivatives: Add-on Mark-to-Market Method
070Derivatives: Original Exposure Method
080Undrawn credit facilities, which may be cancelled unconditionally at any time without notice
090Medium/ low risk trade related off-balance sheet items
100Medium risk trade related off-balance sheet items and officially supported export finance related off-balance sheet items
110Other off-balance sheet items
120Other assets
130(memo item) Total value of investments in the entities
140(memo item) Total accounting assets of the entities
150(memo item) Total accounting equity of the entities
160(memo item) Inclusion factor
170(memo item) Accounting assets of the entities that are not considered in fields {LR6;010;3} to (LR6;120;3}