| 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 |
