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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 XIV
- Annex XIV Table 2
- ANNEX XIV Table 2:...
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Changes over time for: ANNEX XIV Table 2: rows 401 - 600
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Commission Implementing Regulation (EU) No 680/2014, ANNEX XIV Table 2: rows 401 - 600 is up to date with all changes known to be in force on or before 27 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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ANNEX XIV Table 2: rows 401 - 600
| C 05.02 | Row | 150 | 3.3 Excess on the limit of AT1 grandfathered instruments |
| C 06.00 | Column | 009 | ENTITIES WITHIN SCOPE OF CONSOLIDATION |
| C 06.00 | Column | 010 | Name |
| C 06.00 | Column | 020 | Code |
| C 06.00 | Column | 025 | LEI code |
| C 06.00 | Column | 030 | Institution or equivalent (yes / no) |
| C 06.00 | Column | 040 | Scope of data: solo fully consolidated (sf), solo partially consolidated (sp) or subconsolidated (sc) |
| C 06.00 | Column | 050 | Country code |
| C 06.00 | Column | 060 | Share of holding (%) |
| C 06.00 | Column | 069 | INFORMATION ON ENTITIES SUBJECT TO OWN FUNDS REQUIREMENTS |
| C 06.00 | Column | 070 | Total risk exposure amount |
| C 06.00 | Column | 080 | Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk |
| C 06.00 | Column | 090 | Position, fx and commodities risks |
| C 06.00 | Column | 100 | Operational risk |
| C 06.00 | Column | 110 | Other risk exposure amounts |
| C 06.00 | Column | 120 | Own funds |
| C 06.00 | Column | 130 | Of which: qualifying own funds |
| C 06.00 | Column | 140 | Of which: own funds instruments, related retained earnings, share premium accounts and other reserves |
| C 06.00 | Column | 150 | Total tier 1 capital |
| C 06.00 | Column | 160 | Of which: qualifying tier 1 capital |
| C 06.00 | Column | 170 | Of which: own funds instruments, related retained earnings, share premium accounts and other reserves |
| C 06.00 | Column | 180 | Common equity tier 1 capital |
| C 06.00 | Column | 190 | Of which: minority interests |
| C 06.00 | Column | 200 | Of which: own funds instruments, related retained earnings, share premium accounts and other reserves |
| C 06.00 | Column | 210 | Additional tier 1 capital |
| C 06.00 | Column | 220 | Of which: qualifying additional tier 1 capital |
| C 06.00 | Column | 230 | Tier 2 capital |
| C 06.00 | Column | 240 | Of which: qualifying tier 2 capital |
| C 06.00 | Column | 249 | INFORMATION ON THE CONTRIBUTION OF ENTITIES TO SOLVENCY OF THE GROUP |
| C 06.00 | Column | 250 | Total risk exposure amount |
| C 06.00 | Column | 260 | Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk |
| C 06.00 | Column | 270 | Position, fx and commodities risks |
| C 06.00 | Column | 280 | Operational risk |
| C 06.00 | Column | 290 | Other risk exposure amounts |
| C 06.00 | Column | 300 | Qualifying own funds included in consolidated own funds |
| C 06.00 | Column | 310 | Qualifying tier 1 instruments included in consolidated tier 1 capital |
| C 06.00 | Column | 320 | Minority interests included in consolidated common equity tier 1 capital |
| C 06.00 | Column | 330 | Qualifying tier 1 instruments included in consolidated additional tier 1 capital |
| C 06.00 | Column | 340 | Qualifying own funds instruments included in consolidated tier 2 capital |
| C 06.00 | Column | 350 | MEMORANDUM ITEM: GOODWILL (-) / (+) NEGATIVE GOODWILL |
| C 06.00 | Column | 360 | CONSOLIDATED OWN FUNDS |
| C 06.00 | Column | 370 | OF WHICH: COMMON EQUITY TIER 1 |
| C 06.00 | Column | 380 | OF WHICH: ADDITIONAL TIER 1 |
| C 06.00 | Column | 390 | OF WHICH: CONRIBUTIONS TO CONSOLIDATED RESULT |
| C 06.00 | Column | 400 | OF WHICH: (-) GOODWILL / (+) NEGATIVE GOODWILL |
| C 06.00 | Column | 409 | CAPITAL BUFFERS |
| C 06.00 | Column | 410 | COMBINED BUFFER REQUIREMENTS |
| C 06.00 | Column | 420 | CAPITAL CONSERVATION BUFFER |
| C 06.00 | Column | 430 | INSTITUTION SPECIFIC COUNTERCYCLICAL BUFFER |
| C 06.00 | Column | 440 | CONSERVATION BUFFER DUE TO MACRO-PRUDENTIAL OR SYSTEMIC RISK IDENTIFIED AT THE LEVEL OF A MEMBER STATE |
| C 06.00 | Column | 450 | SYSTEMIC RISK BUFFER |
| C 06.00 | Column | 460 | SYSTEMICAL IMPORTANT INSTITUTION BUFFER |
| C 06.00 | Column | 470 | GLOBAL SYSTEMICALLY IMPORTANT INSTITUTION BUFFER |
| C 06.00 | Column | 480 | OTHER SYSTEMICALLY IMPORTANT INSTITUTION BUFFER |
| C 06.00 | Row | 999 | Open |
| C 07.00.a | Column | 010 | Original exposure pre conversion factors |
| C 07.00.a | Column | 020 | Of which: arising from default fund contributions |
| C 07.00.a | Column | 030 | (-) Value adjustments and provision associated with the original exposure |
| C 07.00.a | Column | 040 | Exposure net of value adjustments and provisions |
| C 07.00.a | Column | 048 | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE |
| C 07.00.a | Column | 049 | Unfunded credit protection: adjusted values (Ga) |
| C 07.00.a | Column | 050 | (-) Guarantees |
| C 07.00.a | Column | 060 | (-) Credit derivatives |
| C 07.00.a | Column | 069 | Funded credit protection |
| C 07.00.a | Column | 070 | (-) Financial collateral: simple method |
| C 07.00.a | Column | 080 | (-) Other funded credit protection |
| C 07.00.a | Column | 089 | Substitution of the exposure due to CRM |
| C 07.00.a | Column | 090 | (-) Total Outflows |
| C 07.00.a | Column | 100 | Total Inflows (+) |
| C 07.00.a | Column | 110 | Net exposure after CRM substitution effects pre conversion factors |
| C 07.00.a | Column | 119 | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method |
| C 07.00.a | Column | 120 | Volatility adjustment to the exposure |
| C 07.00.a | Column | 130 | (-) Financial collateral: adjusted value (Cvam) |
| C 07.00.a | Column | 140 | Volatility and maturity adjustments |
| C 07.00.a | Column | 150 | Fully adjusted exposure value (E*) |
| C 07.00.a | Column | 159 | Breakdown of the fully adjusted exposure of off-balance sheet items by conversion factors |
| C 07.00.a | Column | 160 | 0% |
| C 07.00.a | Column | 170 | 20% |
| C 07.00.a | Column | 180 | 50% |
| C 07.00.a | Column | 190 | 100% |
| C 07.00.a | Column | 200 | Exposure value |
| C 07.00.a | Column | 215 | Risk weighted exposure amount pre SME-supporting factor |
| C 07.00.a | Column | 220 | Risk weighted exposure amount after SME-supporting factor |
| C 07.00.a | Column | 230 | Of which: with a credit assessment by a nominated ECAI |
| C 07.00.a | Column | 240 | Of which: with a credit assessment derived from central government |
| C 07.00.a | Row | 010 | TOTAL EXPOSURES |
| C 07.00.a | Row | 020 | of which: SME |
| C 07.00.a | Row | 030 | of which: SME subject to SME-supporting factor |
| C 07.00.a | Row | 040 | of which: Secured by mortgages on immovable property - Residential property |
| C 07.00.a | Row | 050 | of which: Exposures under the permanent partial use of the standardised approach |
| C 07.00.a | Row | 060 | of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation |
| C 07.00.a | Row | 065 | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: |
| C 07.00.a | Row | 070 | On balance sheet exposures subject to credit risk |
| C 07.00.a | Row | 080 | Off balance sheet exposures subject to credit risk |
| C 07.00.a | Row | 085 | Exposures / Transactions subject to counterparty credit risk |
| C 07.00.a | Row | 090 | Securities Financing Transactions |
| C 07.00.a | Row | 100 | Of which: Centrally cleared through a QCCP |
| C 07.00.a | Row | 110 | Derivatives & Long Settlement Transactions |
| C 07.00.a | Row | 120 | Of which: Centrally cleared through a QCCP |
| C 07.00.a | Row | 130 | From Contractual Cross Product Netting |
| C 07.00.a | Row | 135 | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: |
| C 07.00.a | Row | 140 | 0% |
| C 07.00.a | Row | 150 | 2% |
| C 07.00.a | Row | 160 | 4% |
| C 07.00.a | Row | 170 | 10% |
| C 07.00.a | Row | 180 | 20% |
| C 07.00.a | Row | 190 | 35% |
| C 07.00.a | Row | 200 | 50% |
| C 07.00.a | Row | 210 | 70% |
| C 07.00.a | Row | 220 | 75% |
| C 07.00.a | Row | 230 | 100% |
| C 07.00.a | Row | 240 | 150% |
| C 07.00.a | Row | 250 | 250% |
| C 07.00.a | Row | 260 | 370% |
| C 07.00.a | Row | 270 | 1250% |
| C 07.00.a | Row | 280 | Other risk weights |
| C 07.00.a | Sheet | 001 | Total |
| C 07.00.a | Sheet | 002 | Central governments or central banks |
| C 07.00.a | Sheet | 003 | Regional governments or local authorities |
| C 07.00.a | Sheet | 004 | Public sector entities |
| C 07.00.a | Sheet | 005 | Multilateral developments banks |
| C 07.00.a | Sheet | 006 | International organisations |
| C 07.00.a | Sheet | 007 | Institutions |
| C 07.00.a | Sheet | 008 | Corporates |
| C 07.00.a | Sheet | 009 | Retail |
| C 07.00.a | Sheet | 010 | Secured by mortgages on immovable property |
| C 07.00.a | Sheet | 011 | Exposures in default |
| C 07.00.a | Sheet | 012 | Items associated with particularly high risk |
| C 07.00.a | Sheet | 013 | Covered bonds |
| C 07.00.a | Sheet | 014 | Claims on institutions and corporate with a short-term credit assessment |
| C 07.00.a | Sheet | 015 | Claims in the form of CIU |
| C 07.00.a | Sheet | 016 | Equity Exposures |
| C 07.00.a | Sheet | 017 | Other items |
| C 07.00.b | Column | 200 | Exposure value |
| C 07.00.b | Column | 210 | Of which: Arising from Counterparty Credit Risk |
| C 07.00.b | Row | 010 | TOTAL EXPOSURES |
| C 07.00.b | Row | 020 | of which: SME |
| C 07.00.b | Row | 030 | of which: SME subject to SME-supporting factor |
| C 07.00.b | Row | 040 | of which: Secured by mortgages on immovable property - Residential property |
| C 07.00.b | Row | 050 | of which: Exposures under the permanent partial use of the standardised approach |
| C 07.00.b | Row | 060 | of which: Exposures under the standardised approach with prior supervisory permission to carry out a sequential IRB implementation |
| C 07.00.b | Row | 065 | BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES: |
| C 07.00.b | Row | 070 | On balance sheet exposures subject to credit risk |
| C 07.00.b | Row | 080 | Off balance sheet exposures subject to credit risk |
| C 07.00.b | Row | 085 | Exposures / Transactions subject to counterparty credit risk |
| C 07.00.b | Row | 090 | Securities Financing Transactions |
| C 07.00.b | Row | 100 | Of which: Centrally cleared through a QCCP |
| C 07.00.b | Row | 110 | Derivatives & Long Settlement Transactions |
| C 07.00.b | Row | 120 | Of which: Centrally cleared through a QCCP |
| C 07.00.b | Row | 130 | From Contractual Cross Product Netting |
| C 07.00.b | Row | 135 | BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS: |
| C 07.00.b | Row | 140 | 0% |
| C 07.00.b | Row | 150 | 2% |
| C 07.00.b | Row | 160 | 4% |
| C 07.00.b | Row | 170 | 10% |
| C 07.00.b | Row | 180 | 20% |
| C 07.00.b | Row | 190 | 35% |
| C 07.00.b | Row | 200 | 50% |
| C 07.00.b | Row | 210 | 70% |
| C 07.00.b | Row | 220 | 75% |
| C 07.00.b | Row | 230 | 100% |
| C 07.00.b | Row | 240 | 150% |
| C 07.00.b | Row | 250 | 250% |
| C 07.00.b | Row | 260 | 370% |
| C 07.00.b | Row | 270 | 1250% |
| C 07.00.b | Row | 280 | Other risk weights |
| C 07.00.b | Sheet | 001 | Total |
| C 07.00.b | Sheet | 002 | Central governments or central banks |
| C 07.00.b | Sheet | 003 | Regional governments or local authorities |
| C 07.00.b | Sheet | 004 | Public sector entities |
| C 07.00.b | Sheet | 005 | Multilateral developments banks |
| C 07.00.b | Sheet | 006 | International organisations |
| C 07.00.b | Sheet | 007 | Institutions |
| C 07.00.b | Sheet | 008 | Corporates |
| C 07.00.b | Sheet | 009 | Retail |
| C 07.00.b | Sheet | 010 | Secured by mortgages on immovable property |
| C 07.00.b | Sheet | 011 | Exposures in default |
| C 07.00.b | Sheet | 012 | Items associated with particularly high risk |
| C 07.00.b | Sheet | 013 | Covered bonds |
| C 07.00.b | Sheet | 014 | Claims on institutions and corporate with a short-term credit assessment |
| C 07.00.b | Sheet | 015 | Claims in the form of CIU |
| C 07.00.b | Sheet | 016 | Equity Exposures |
| C 07.00.b | Sheet | 017 | Other items |
| C 07.00.c | Column | 010 | Original exposure pre conversion factors |
| C 07.00.c | Column | 020 | Of which: arising from default fund contributions |
| C 07.00.c | Column | 030 | (-) Value adjustments and provision associated with the original exposure |
| C 07.00.c | Column | 040 | Exposure net of value adjustments and provisions |
| C 07.00.c | Column | 048 | CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE |
| C 07.00.c | Column | 049 | Unfunded credit protection: adjusted values (Ga) |
| C 07.00.c | Column | 050 | (-) Guarantees |
| C 07.00.c | Column | 060 | (-) Credit derivatives |
| C 07.00.c | Column | 069 | Funded credit protection |
| C 07.00.c | Column | 070 | (-) Financial collateral: simple method |
| C 07.00.c | Column | 080 | (-) Other funded credit protection |
| C 07.00.c | Column | 089 | Substitution of the exposure due to CRM |
| C 07.00.c | Column | 090 | (-) Total Outflows |
| C 07.00.c | Column | 100 | Total Inflows (+) |
| C 07.00.c | Column | 110 | Net exposure after CRM substitution effects pre conversion factors |
| C 07.00.c | Column | 119 | Credit risk mitigation techniques affecting the amount of the exposure: funded credit protection. Financial collateral comprehensive method |
| C 07.00.c | Column | 120 | Volatility adjustment to the exposure |
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