Commission Implementing Regulation (EU) No 680/2014Show full title

ANNEX XIV Table 6: rows 1201 - 1400

3002	OF:x16	CET1 Capital, temporally waived from deduction
3004	OF:x17	T2 Capital, temporally waived from deduction
3006	MC:x392	Additional value adjustments and other own funds reductions
3007	MC:x393	Credit risk adjustments
3008	MC:x394	General credit risk adjustments
3009	MC:x395	Grandfathered instruments constituting state aid that did not qualify as own funds according to 2006/48/EC
3010	MC:x396	Grandfathered instruments constituting state aid that qualified as own funds according to 2006/48/EC
3011	MC:x397	Grandfathered instruments not constituting state aid. Excess of the applicable limit of higher level of capital.
3012	MC:x398	Re-Securitisation in the most senior tranche and none of the underlying exposures being re-securitisation exposures
3013	MC:x399	Securitisation. Effective number of exposures securitised less than six.
3014	MC:x400	Securitisation. Most senior tranche.
3015	MC:x401	Specific credit risk adjustments
3017	EC:x35	Exposures to institutions
3018	AT:ei276	Correlation Trading Portfolio
3019	TP:x1	CTP
3020	TP:x2	Non-CTP
3022	AP:x54	Basic Indicator Approach, Standardised Approach, Advanced measurement approaches
3023	AP:x55	Advanced method, Standardised Method, Original Exposure Method
3024	AP:x56	Standardised approaches for market risk, Internal models approach for market risk
3025	AP:x57	Risk weighted exposure amounts calculated using PD, LGD and M, Risk weighted exposure amounts calculated using RW
3026	AP:x58	Risk weighted exposure amounts calculated for equities - PD/LGD approach, Simple Risk Weight approach, Internal models approach
3027	AP:x59	Permanent partial use
3028	AP:x60	Temporally partial use
3029	MC:x403	Target capital ratio
3030	MC:x404	Other capital elements or deductions
3031	AP:x61	Simplified method
3032	AP:x62	Delta plus approach, additional requirements for gamma risk
3033	AP:x63	Delta plus approach, additional requirements for vega risk
3034	AP:x64	Scenario matrix approach
3035	ST:x4	Second loss in ABCP
3036	MC:x405	Index
3037	MC:x406	Single name instrument
3038	AP:x65	Approaches for specific risk for debt instruments
3039	MC:x407	Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State
3040	AT:mi277	Amount due 30 days
3044	BA:x12	Inflows
3045	BA:x13	Liquid assets
3046	BA:x14	Outflows
3047	BA:x15	Stable assets
3048	BA:x16	Stable funding
3049	CG:x8	Encumbered
3050	CG:x9	Non collateralized
3053	CG:x12	Unencumbered
3054	CT:x30	BIS, IMF, EC, MDBs or guaranteed by BIS, IMF, EC, MDBs
3055	CT:x31	Central Banks or guaranteed by central banks
3056	CT:x32	Central governments
3057	CT:x33	Central governments or guaranteed by central governments
3058	CT:x34	Central governments, central banks, PSEs
3059	CT:x35	Collective Investment Undertakings
3062	CT:x38	Credit Institutions sponsored by a Member State central or regional government
3063	CT:x18	Financial corporations other than credit institutions
3068	CT:x44	SSPE
3069	EC:x36	Exposures other than in the form of covered bonds
3074	LQ:x5	Derivatives expected to be payables
3075	LQ:x6	Derivatives expected to be receivables
3076	LQ:x7	Derivatives payables
3078	LQ:x9	Evidence of the client's withdrawn practice
3079	LQ:x10	Exempt outflows
3087	LQ:x18	Higher outflows in 3rd countries
3092	LQ:x23	Inflows exempt from the cap
3098	LQ:x24	Lower outflow rate by the CA
3103	LQ:x29	No evidence of the client's withdrawn practice
3112	LQ:x38	Not requiring stable funding
3120	LQ:x46	To be withdrawn in time of stress
3122	MA:x7	Listed on a major index in a recognised exchange
3123	MA:x8	Recognised exchange
3125	MC:x413	All liabilities, Off-balance sheet exposures subject to credit risk
3126	MC:x414	Assets other than Cash on hand, derivatives, debt securities, equity instruments, loans and advances and precious metals
3127	MC:x415	Collateral given
3128	MC:x416	Debt securities issued. Art 52 (4) Directive 2009/65/EC
3130	MC:x418	Debt securities issued. Other than covered bonds and Art 52 (4) Directive 2009/65/EC
3131	MC:x419	Debt securities. Art 52 (4) Directive 2009/65/EC
3132	MC:x420	Equity Instruments, debt securities
3133	MC:x421	Financial guarantees given, Other commitments given
3135	MC:x422	Liabilities other than derivatives, deposits and debt securities issued
3136	MC:x423	Loans and advances, debt securities
3139	MC:x426	Off-balance sheet items ‘medium risk’ and ‘medium/low’ risk. Loan commitments given
3140	MC:x427	Other financial liabilities, accruals
3142	MC:x429	Own debt securities issued
3143	MC:x430	Precious metals other than gold
3144	MC:x431	Secured lending or capital market driven transaction
3145	PU:x5	Clearing, custody or cash management services
3146	PU:x6	Derived from operating expenses
3147	PU:x7	Established relationship
3148	PU:x8	Institutional protection scheme
3153	PU:x13	Promotional funding
3154	PU:x14	Purposes other than Established relationship and Transactional accounts
3155	PU:x15	To purchase assets other than securities from clients that are not financial
3156	PU:x16	Transactional accounts
3157	TI:x17	> 3 months <= 6 months
3158	TI:x18	> 6 months <= 9 months
3159	TI:x6	> 9 months <= 12 months
3160	TI:x20	> 12 months
3162	AT:pi282	Exposure value before application of exemptions and CRM divided by eligible capital
3164	MC:x432	Pillar II adjustments
3165	TR:x32	Equity risk treated as credit risk
3166	MC:x433	Financial instruments which can be subject to market risk requirements
3171	EC:x37	IRB Claims or contingent claims excluding equity claims and securitisation positions
3172	AT:mi284	Threshold for holdings in relevant entities where an institution does not have a significant investment
3176	AT:mi285	CRM unfunded credit protection adjusted values (G*) - Outflows
3177	AT:mi286	Cumulative gains and losses due to changes in own credit risk on fair valued liabilities [prudential filter]
3180	AT:mi287	Nominal amount
3182	TP:x0	Not applicable/ All CTPs
3183	AT:si288	LEI code
3184	AP:x66	Advanced IRB Approach
3185	AP:x67	Foundation IRB Approach
3186	PC:x69	0%,0.2%,0.4%,0.7%
3192	MC:x444	Capital ratio including Pillar II adjustments
3193	AT:si289	Entity code
3195	MC:x445	Transitional adjustments. Due to equivalents
3196	MC:x446	Transitional adjustments. Due to minority interests
3197	MC:x447	Regulatory capital items. Share premium. Retained earnings
3199	MC:x448	Assets under reinsurance and insurance contracts
3200	MC:x449	Liabilities under reinsurance and insurance contracts
3201	SC:x1	Accounting scope of consolidation
3202	PL:x52	Measurement for Intangible assets. Other than Goodwill
3203	PL:x53	Financial liabilities designated at fair value through profit or loss. Accounting mismatch
3204	PL:x54	Financial liabilities designated at fair value through profit or loss. Evaluation on a fair value basis
3205	PL:x55	Financial liabilities designated at fair value through profit or loss. Hybrid contracts designated
3206	PL:x56	Financial assets designated at fair value through profit or loss. Accounting mismatch
3207	PL:x57	Financial assets designated at fair value through profit or loss. Evaluation on a fair value basis
3208	PL:x58	Financial assets designated at fair value through profit or loss. Hybrid contracts designated
3234	RP:x13	Entities of the group
3239	LQ:x49	Central Bank's eligible
3244	MC:x463	Assets other than equity instruments, debt securities, loans and advances
3258	MC:x475	Loans and advances other than Loans and advances. On demand [call] and short notice [current account]
3274	TI:x21	> 10 years
3284	TI:x31	Open maturity
3285	AT:mi298	Accumulated impairment, accumulated changes in fair value due to credit risk
3286	PL:x59	Financial assets held for trading, Financial assets designated at fair value through profit or loss, Available-for-sale financial assets
3287	PL:x60	Loans and receivables, Held-to-maturity investments
3288	IM:x12	Exposure with forbearance measures
3289	IM:x13	Exposure with forbearance measures. Debt totally or partially refinanced
3290	IM:x14	Exposure with forbearance measures. Instruments with modified terms and conditions
3291	IM:x15	Exposure with forbearance measures. Refinancing debt
3292	IM:x16	Non-performing exposures
3293	IM:x17	Performing exposures
3297	IM:x0	Not applicable/ Total exposures
3298	MC:x483	Debt securities. Asset-backed securities
3303	AT:si299	Holding company LEI code
3305	AT:md301	Credit risk adjustments (flow)
3306	IM:x20	Impaired or defaulted
3307	CU:ISK	Iceland Krona
3308	CU:NOK	Norwegian Krone
3310	CU:HKD	Hong Kong Dollar
3312	CU:TWD	New Taiwan Dollar
3313	CU:NZD	New Zealand Dollar
3314	CU:SGD	Singapore Dollar
3315	CU:KRW	Won
3316	CU:CNY	Yuan Renminbi
3317	AT:mi302	Notional amount (same reference name and same or higher maturity)
3322	RP:x14	Financial entities included in IFRS scope but not in prudential scope of consolidation
3323	RP:x15	Securitisation entities recognized under IFRS scope of consolidation but derecognized for prudential purposes
3324	RP:x16	Commercial entities included in IFRS scope but not in prudential scope of consolidation
3325	RP:x17	Commercial entities included in IFRS scope but not in prudential scope of consolidation. Below proportionality threshold
3326	TA:x40	Qualifying CCLT
3327	SC:x2	Accounting scope of consolidation. Financial entities not included in prudential scope of consolidation
3328	SC:x3	Accounting scope of consolidation. Securitisation entities derecognized for prudential purposes
3329	SC:x4	Accounting scope of consolidation. Commercial entities not included in prudential scope of consolidation
3330	TA:x41	Activities other than trade finance
3333	PL:x61	Accounting portfolios for non-trading financial instruments
3336	PL:x62	Non-trading debt instruments measured at a cost-based method
3337	PL:x63	Non-trading non-derivative financial assets measured at fair value through profit or loss
3338	PL:x64	Non-trading non-derivative financial assets measured at fair value to equity
3339	PL:x65	Non-trading non-derivative financial liabilities measured at a cost-based method
3340	PL:x66	Trading financial assets
3341	PL:x67	Trading financial assets, Trading financial liabilities
3343	PL:x68	Trading financial liabilities
3344	MC:x486	Provisions. Funds for general banking risks
3345	MC:x487	Other reserves. Funds for general banking risks
3346	MC:x488	Revaluation reserves. Debt securities
3347	MC:x489	Revaluation reserves. Equity instruments
3348	MC:x490	Revaluation reserves. Other than Tangible assets, Equity instruments, Debt securities
3349	MC:x491	Revaluation reserves. Tangible assets
3350	MC:x492	Fair value reserves
3351	MC:x493	Fair value reserves. Cash flow hedges
3352	MC:x494	Fair value reserves. Hedges of net investments in foreign operations
3353	MC:x495	Fair value reserves. Hedges other than hedges of net investments in foreign operations, Cash flow hedges
3354	MC:x496	Fair value reserves. Non-trading non-derivative financial assets measured at fair value to equity
3355	MC:x497	First consolidation differences
3356	MC:x498	Profit or loss before tax from extraordinary operations
3357	MC:x499	Profit or loss after tax from extraordinary operations
3358	MC:x500	Tax from extraordinary operations
3359	PL:x69	Other non-trading non-derivative financial assets
3360	IM:x21	General allowances
3361	IM:x22	Specific allowances for credit risk
3362	IM:x23	General allowances for credit risk
3363	IM:x24	General allowances for banking risks
3364	AT:mi307	Mark-to-market (Mark-to-Model) value
3365	MA:x9	Non-quoted
3366	MC:x501	Total operating income (net)
3367	AP:x68	Fixed risk weights
3368	MC:x502	Gains and losses other comprehensive income. Non-current assets
3369	TI:x34	<= 1 month
3370	TI:x35	> 1 month <= 2 months
3371	TI:x36	> 2 months <= 3 months
3372	TI:x37	> 3 months <= 4 months
3373	TI:x38	> 4 months <= 5 months
3374	TI:x39	> 5 months <= 6 months
3375	TI:x40	> 6 months <= 7 months