Commission Implementing Regulation (EU) 2018/1078 of 30 July 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 2018 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)

Changes over time for: Division 2.

Alternative versions:

Changes to legislation:

Commission Implementing Regulation (EU) 2018/1078, Division 2. is up to date with all changes known to be in force on or before 07 November 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.

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Revised legislation carried on this site may not be fully up to date. Changes and effects are recorded by our editorial team in lists which can be found in the ‘Changes to Legislation’ area. Where those effects have yet to be applied to the text of the legislation by the editorial team they are also listed alongside the legislation in the affected provisions. Use the ‘more’ link to open the changes and effects relevant to the provision you are viewing.

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Changes and effects yet to be applied to Annex II Division 2:

Regulation revoked by 2023 c. 29 Sch. 1 Pt. 3

2. Exposures to financial institutions U.K.

2.1 Euro U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	6	21	46	124	238	572	1 182
2	6	21	46	124	238	572	970
3	7	23	47	116	234	568	804
4	8	25	50	118	233	567	674
5	10	28	55	121	233	567	571
6	11	30	59	126	233	567	567
7	12	33	60	128	233	567	567
8	12	34	60	127	233	567	567
9	12	34	60	126	233	567	567
10	13	36	60	126	233	567	567
11	13	37	60	126	233	567	567
12	14	38	60	126	233	567	567
13	14	38	60	126	233	567	567
14	14	38	60	126	233	567	567
15	14	38	60	126	233	567	567
16	14	38	60	126	233	567	567
17	14	38	60	126	233	567	567
18	14	38	60	126	233	567	567
19	14	38	60	126	233	567	567
20	15	38	60	126	233	567	567
21	15	38	60	126	233	567	567
22	16	38	60	126	233	567	567
23	17	38	60	126	233	567	567
24	18	38	60	126	233	567	567
25	18	38	60	126	233	567	567
26	19	38	60	126	233	567	567
27	20	38	60	126	233	567	567
28	21	38	60	126	233	567	567
29	21	38	60	126	233	567	567
30	22	38	60	126	233	567	567

2.2 Czech koruna U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	11	26	51	129	243	577	1 212
2	13	28	53	131	245	579	997
3	14	30	55	124	241	575	826
4	16	33	57	126	240	574	692
5	17	35	62	128	240	574	587
6	17	37	65	132	239	573	573
7	18	39	66	134	238	573	573
8	17	39	65	132	238	572	572
9	17	39	65	131	238	572	572
10	17	40	65	130	237	571	571
11	17	41	64	129	237	571	571
12	17	41	64	129	236	570	570
13	17	41	63	128	235	570	570
14	17	41	63	128	235	569	569
15	16	40	62	127	235	569	569
16	16	40	61	127	234	568	568
17	15	39	61	127	234	568	568
18	15	39	61	126	234	568	568
19	15	39	61	126	234	568	568
20	16	40	62	127	234	568	568
21	16	40	62	127	234	568	568
22	17	40	62	127	235	569	569
23	18	40	62	128	235	569	569
24	18	41	62	128	235	569	569
25	19	41	62	128	235	569	569
26	19	41	62	128	235	569	569
27	21	41	62	128	235	569	569
28	21	41	62	128	235	569	569
29	21	41	62	128	235	569	569
30	22	41	62	128	235	569	569

2.3 Danish krone U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	6	21	46	124	237	572	1 181
2	6	21	46	124	237	572	969
3	7	23	47	116	234	568	803
4	8	25	50	118	233	567	673
5	9	28	55	121	232	567	571
6	11	30	58	126	232	567	567
7	12	33	60	128	232	567	567
8	12	33	60	127	232	567	567
9	12	34	60	126	232	567	567
10	13	35	60	125	232	567	567
11	13	36	60	125	232	567	567
12	14	37	60	125	232	567	567
13	14	38	60	125	232	567	567
14	14	38	60	125	232	567	567
15	14	38	60	125	232	567	567
16	14	38	60	125	232	567	567
17	14	38	60	125	232	567	567
18	14	38	60	125	232	567	567
19	14	38	60	125	232	567	567
20	15	38	60	125	232	567	567
21	15	38	60	125	232	567	567
22	16	38	60	125	232	567	567
23	17	38	60	125	232	567	567
24	18	38	60	125	232	567	567
25	18	38	60	125	232	567	567
26	19	38	60	125	232	567	567
27	20	38	60	125	232	567	567
28	21	38	60	125	232	567	567
29	21	38	60	125	232	567	567
30	22	38	60	125	232	567	567

2.4 Forint U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	84	99	124	202	316	650	1 201
2	79	94	120	197	311	645	995
3	83	99	123	192	310	644	827
4	82	99	123	192	306	640	694
5	81	99	126	192	303	638	638
6	80	99	127	195	301	635	635
7	79	99	127	195	299	633	633
8	77	99	125	192	298	632	632
9	76	98	124	190	296	631	631
10	73	96	120	185	293	627	627
11	70	94	117	183	290	624	624
12	69	93	116	181	288	622	622
13	69	93	115	180	287	622	622
14	69	93	115	180	287	621	621
15	68	92	114	179	287	621	621
16	68	92	113	179	286	620	620
17	67	91	113	178	285	619	619
18	66	90	112	178	285	619	619
19	65	89	111	177	284	618	618
20	65	89	111	176	283	617	617
21	64	88	110	175	282	617	617
22	63	87	109	174	282	616	616
23	62	86	108	174	281	615	615
24	61	85	107	172	280	614	614
25	60	84	106	171	279	613	613
26	59	83	105	170	277	612	612
27	58	82	104	169	276	610	610
28	57	81	103	168	275	609	609
29	56	80	102	167	274	608	608
30	55	79	101	166	273	607	607

2.5 Krona U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	9	24	50	127	241	575	1 180
2	11	26	52	129	243	577	970
3	14	30	54	123	241	574	804
4	15	33	57	125	240	574	674
5	17	35	62	128	240	574	574
6	18	38	66	133	240	574	574
7	19	40	67	135	240	574	574
8	18	40	66	133	239	573	573
9	18	40	66	132	239	573	573
10	18	41	66	131	238	572	572
11	18	42	65	131	238	572	572
12	18	42	65	130	237	571	571
13	19	42	65	130	237	571	571
14	18	42	64	130	237	571	571
15	18	42	64	129	236	571	571
16	18	42	64	129	236	570	570
17	17	42	63	129	236	570	570
18	17	41	63	129	236	570	570
19	18	42	63	129	236	570	570
20	18	42	64	129	236	570	570
21	18	42	64	130	237	571	571
22	19	43	64	130	237	571	571
23	19	43	65	130	237	571	571
24	19	43	65	130	237	571	571
25	19	43	65	130	237	571	571
26	19	43	65	130	237	571	571
27	20	43	65	130	237	571	571
28	21	43	65	130	237	571	571
29	21	43	65	130	237	571	571
30	22	43	64	130	237	571	571

2.6 Kuna U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	51	66	92	169	283	617	1 188
2	55	70	95	173	287	621	978
3	60	77	101	170	288	621	813
4	64	81	106	174	289	623	682
5	66	85	112	178	289	623	623
6	67	87	115	182	289	623	623
7	68	89	116	184	288	622	622
8	67	88	115	181	287	621	621
9	65	88	113	179	286	620	620
10	64	87	112	177	284	618	618
11	63	87	110	176	283	617	617
12	62	86	109	174	281	615	615
13	61	85	107	172	280	614	614
14	60	84	106	171	278	612	612
15	59	83	105	170	277	611	611
16	58	82	103	169	276	610	610
17	57	81	103	168	275	609	609
18	56	80	102	167	274	608	608
19	55	79	101	166	273	608	608
20	54	79	100	166	273	607	607
21	54	78	100	165	272	606	606
22	53	77	99	164	271	605	605
23	52	76	98	163	271	605	605
24	51	75	97	163	270	604	604
25	51	75	96	162	269	603	603
26	50	74	96	161	268	602	602
27	49	73	95	160	267	601	601
28	48	72	94	159	266	600	600
29	47	71	93	158	265	600	600
30	46	70	92	157	265	599	599

2.7 Lev U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	5	20	45	123	237	571	1 181
2	5	20	45	123	237	571	969
3	6	22	46	115	233	567	803
4	7	25	49	117	232	566	673
5	9	27	54	120	232	566	571
6	10	30	58	125	232	566	566
7	11	32	60	127	232	566	566
8	11	33	59	126	232	566	566
9	11	33	59	125	232	566	566
10	12	35	59	125	232	566	566
11	12	36	59	125	232	566	566
12	13	37	59	125	232	566	566
13	13	37	59	125	232	566	566
14	13	37	59	125	232	566	566
15	13	37	59	125	232	566	566
16	13	37	59	125	232	566	566
17	13	37	59	125	232	566	566
18	14	37	59	125	232	566	566
19	14	37	59	125	232	566	566
20	15	37	59	125	232	566	566
21	15	37	59	125	232	566	566
22	16	37	59	125	232	566	566
23	17	37	59	125	232	566	566
24	18	38	59	125	232	566	566
25	18	38	59	125	232	566	566
26	19	38	59	125	232	566	566
27	20	38	59	125	232	566	566
28	21	38	59	125	232	566	566
29	21	38	59	125	232	566	566
30	22	38	59	125	232	566	566

2.8 Pound sterling U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	7	25	57	156	256	590	1 203
2	7	25	57	156	256	590	988
3	8	27	56	140	252	586	819
4	10	29	58	129	250	584	686
5	11	31	59	117	249	583	583
6	14	34	62	109	248	582	582
7	15	37	62	101	246	580	580
8	16	38	61	93	245	579	579
9	19	45	64	87	244	578	578
10	18	45	62	84	243	577	577
11	17	44	60	83	243	577	577
12	17	43	61	84	242	576	576
13	17	44	61	84	241	575	575
14	17	44	61	84	240	574	574
15	17	44	61	84	239	573	573
16	17	44	61	84	238	572	572
17	17	44	61	84	237	571	571
18	17	44	61	84	236	571	571
19	17	44	61	84	236	570	570
20	17	44	61	84	237	571	571
21	17	44	61	84	237	571	571
22	17	44	61	84	237	571	571
23	18	44	61	84	236	571	571
24	18	44	61	84	236	570	570
25	18	44	61	84	235	569	569
26	19	44	61	84	235	569	569
27	20	44	61	84	235	569	569
28	21	44	61	84	234	568	568
29	21	44	61	84	234	568	568
30	22	44	61	84	233	567	567

2.9 Romanian leu U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	87	101	127	205	318	653	1 254
2	84	99	125	202	316	650	1 035
3	83	99	124	193	310	644	860
4	82	99	124	192	307	641	722
5	81	99	126	192	304	638	638
6	80	99	128	195	301	636	636
7	78	99	127	194	299	633	633
8	76	97	124	190	296	630	630
9	73	95	121	187	294	628	628
10	72	95	119	185	292	626	626
11	71	94	118	183	290	624	624
12	70	93	116	181	289	623	623
13	68	92	115	180	287	621	621
14	67	91	113	178	285	619	619
15	66	90	112	177	284	618	618
16	64	88	110	176	283	617	617
17	63	87	109	174	282	616	616
18	62	86	108	174	281	615	615
19	61	85	107	173	280	614	614
20	61	85	107	172	279	613	613
21	60	84	106	171	278	612	612
22	59	83	105	170	277	611	611
23	58	82	104	169	276	610	610
24	57	81	103	168	275	609	609
25	56	80	102	167	274	608	608
26	55	79	101	166	273	607	607
27	54	78	100	165	272	606	606
28	53	77	99	164	271	605	605
29	52	76	98	163	270	604	604
30	51	75	97	162	269	603	603

2.10 Zloty U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	60	75	100	178	292	626	1 211
2	59	73	99	177	290	624	996
3	58	75	99	168	285	619	828
4	58	76	100	169	283	617	695
5	58	76	103	169	281	615	615
6	57	77	105	172	279	613	613
7	57	77	105	173	277	611	611
8	55	76	103	170	276	610	610
9	53	76	101	167	274	608	608
10	53	76	100	166	273	607	607
11	52	76	99	164	272	606	606
12	52	76	98	164	271	605	605
13	52	75	98	163	270	604	604
14	51	75	97	162	269	603	603
15	50	74	96	162	269	603	603
16	49	73	95	160	268	602	602
17	49	73	95	160	267	601	601
18	48	72	94	159	266	600	600
19	47	71	93	159	266	600	600
20	47	71	93	158	266	600	600
21	47	71	93	158	265	599	599
22	47	71	92	158	265	599	599
23	46	70	92	157	264	598	598
24	45	69	91	157	264	598	598
25	45	69	91	156	263	597	597
26	44	68	90	155	262	596	596
27	43	67	89	155	262	596	596
28	43	67	89	154	261	595	595
29	42	66	88	153	260	594	594
30	41	65	87	153	260	594	594

2.11 Norwegian krone U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	31	45	71	149	262	596	1 209
2	31	46	72	149	263	597	994
3	31	47	72	141	258	592	824
4	32	49	73	142	256	590	691
5	32	51	78	144	255	589	589
6	33	52	80	148	254	588	588
7	33	54	81	149	253	588	588
8	32	54	80	147	253	587	587
9	31	54	79	145	252	586	586
10	31	54	79	144	251	585	585
11	31	55	78	143	250	585	585
12	31	55	77	143	250	584	584
13	30	54	76	142	249	583	583
14	30	54	76	141	248	582	582
15	29	53	75	140	247	582	582
16	28	52	74	139	246	581	581
17	28	52	74	139	246	580	580
18	27	51	73	138	246	580	580
19	27	51	73	138	245	579	579
20	27	51	73	138	245	579	579
21	27	51	73	138	245	579	579
22	27	51	73	138	245	579	579
23	27	51	73	138	245	579	579
24	27	51	73	138	245	579	579
25	26	51	72	138	245	579	579
26	26	50	72	137	245	579	579
27	26	50	72	137	244	578	578
28	26	50	72	137	244	578	578
29	25	50	71	137	244	578	578
30	25	49	71	136	243	578	578

2.12 Swiss franc U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	3	26	104	217	552	1 174
2	1	5	27	105	218	552	964
3	2	5	28	97	215	549	799
4	3	6	31	99	214	548	670
5	4	9	36	102	214	548	568
6	4	11	40	107	214	548	548
7	5	14	41	109	213	548	548
8	6	14	41	108	213	548	548
9	7	15	41	107	213	548	548
10	8	16	41	106	213	547	547
11	8	19	42	107	215	549	549
12	9	18	41	106	213	547	547
13	10	20	42	107	214	548	548
14	11	20	42	107	214	548	548
15	11	18	40	106	213	547	547
16	12	17	39	105	212	546	546
17	12	17	39	105	212	546	546
18	14	17	39	105	212	546	546
19	14	19	40	105	212	546	546
20	15	19	40	106	213	547	547
21	15	20	41	106	213	547	547
22	16	20	41	106	213	547	547
23	17	22	41	106	213	547	547
24	18	22	41	106	213	547	547
25	18	23	42	106	213	547	547
26	19	23	43	106	213	547	547
27	19	25	45	106	213	547	547
28	21	25	46	106	213	547	547
29	21	26	47	106	213	547	547
30	22	27	48	106	213	547	547

2.13 Australian dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	47	62	88	165	279	613	1 225
2	47	62	88	165	279	613	1 005
3	48	64	88	157	275	609	832
4	48	65	90	158	273	607	697
5	49	67	94	160	272	606	606
6	49	68	96	164	270	604	604
7	49	70	97	165	269	603	603
8	48	69	96	162	268	602	602
9	47	69	94	160	267	601	601
10	46	69	94	159	266	600	600
11	46	69	93	158	265	599	599
12	46	69	92	157	265	599	599
13	45	69	91	157	264	598	598
14	45	69	91	156	263	597	597
15	44	68	90	155	262	597	597
16	43	67	89	154	261	596	596
17	43	67	89	154	261	595	595
18	42	66	88	153	260	594	594
19	42	66	88	153	260	594	594
20	41	65	87	153	260	594	594
21	41	65	87	152	260	594	594
22	41	65	87	152	259	593	593
23	40	64	86	152	259	593	593
24	40	64	86	151	258	592	592
25	39	63	85	150	258	592	592
26	39	63	85	150	257	591	591
27	38	62	84	149	256	590	590
28	37	61	83	149	256	590	590
29	37	61	83	148	255	589	589
30	36	60	82	147	254	589	589

2.14 Baht U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	15	30	56	133	247	581	1 212
2	19	34	60	137	251	585	997
3	24	40	64	133	251	584	827
4	27	45	69	137	252	586	693
5	30	49	76	142	253	587	588
6	29	49	77	144	251	585	585
7	34	55	83	151	255	589	589
8	33	54	81	148	253	588	588
9	34	56	82	147	254	588	588
10	36	59	83	149	256	590	590
11	38	61	84	150	257	591	591
12	39	62	85	150	258	592	592
13	40	63	86	151	258	592	592
14	40	64	86	151	258	592	592
15	40	64	86	151	258	593	593
16	40	64	85	151	258	592	592
17	40	64	86	151	258	592	592
18	39	63	85	150	257	591	591
19	38	62	84	150	257	591	591
20	38	62	84	150	257	591	591
21	38	62	84	150	257	591	591
22	38	62	84	149	256	591	591
23	38	62	84	149	256	590	590
24	37	61	83	149	256	590	590
25	37	61	83	148	255	589	589
26	36	61	82	148	255	589	589
27	36	60	82	147	254	588	588
28	35	60	81	147	254	588	588
29	35	59	81	146	253	587	587
30	34	59	80	146	253	587	587

2.15 Canadian dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	14	29	55	132	246	580	1 222
2	15	30	56	133	247	581	1 005
3	18	34	58	127	245	578	833
4	19	36	61	129	244	578	698
5	21	39	66	132	244	578	591
6	22	42	70	137	244	578	578
7	23	44	72	139	244	578	578
8	23	45	71	138	244	578	578
9	23	46	71	137	244	578	578
10	24	47	71	137	244	578	578
11	25	48	72	137	244	578	578
12	26	49	72	137	244	578	578
13	26	50	72	137	244	579	579
14	26	50	72	137	245	579	579
15	26	50	72	138	245	579	579
16	26	50	72	137	244	578	578
17	26	50	72	137	244	579	579
18	26	50	72	137	244	578	578
19	26	50	72	137	244	578	578
20	26	50	72	137	245	579	579
21	26	50	72	137	245	579	579
22	26	50	72	137	244	578	578
23	26	50	72	137	244	578	578
24	25	49	71	137	244	578	578
25	25	49	71	136	243	577	577
26	25	49	71	136	243	577	577
27	24	48	70	135	243	577	577
28	24	48	70	135	242	576	576
29	24	48	70	135	242	576	576
30	23	47	69	134	242	576	576

2.16 Chilean peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	50	65	90	168	282	616	1 237
2	53	68	93	171	285	619	1 021
3	57	73	97	166	284	618	848
4	59	76	101	169	284	618	711
5	61	79	106	172	284	618	618
6	63	82	110	178	284	618	618
7	64	84	112	180	284	618	618
8	63	84	111	178	284	618	618
9	63	85	111	176	283	617	617
10	63	86	111	176	283	617	617
11	63	87	110	176	283	617	617
12	63	87	110	175	282	616	616
13	63	87	109	174	281	615	615
14	62	86	108	173	280	614	614
15	61	85	107	172	279	613	613
16	60	84	106	171	279	613	613
17	59	83	105	171	278	612	612
18	59	83	105	170	277	611	611
19	58	82	104	169	276	610	610
20	57	81	103	168	276	610	610
21	56	81	102	168	275	609	609
22	56	80	102	167	274	608	608
23	55	79	101	166	273	607	607
24	54	78	100	165	272	606	606
25	53	77	99	164	271	605	605
26	52	76	98	163	270	604	604
27	51	75	97	162	269	604	604
28	50	74	96	161	269	603	603
29	49	73	95	161	268	602	602
30	49	73	94	160	267	601	601

2.17 Colombian peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	81	96	122	199	313	647	1 273
2	85	100	126	203	317	651	1 049
3	87	103	127	196	314	648	873
4	87	104	129	197	312	646	732
5	90	109	136	202	313	647	647
6	92	112	140	207	314	648	648
7	93	114	142	210	314	648	648
8	94	116	142	209	315	649	649
9	95	117	143	209	315	650	650
10	96	118	143	208	315	650	650
11	96	119	142	208	315	649	649
12	95	119	142	207	314	648	648
13	94	118	140	206	313	647	647
14	93	117	139	204	311	645	645
15	91	115	137	203	310	644	644
16	90	114	136	201	308	642	642
17	89	113	134	200	307	641	641
18	87	111	133	198	305	640	640
19	86	110	132	197	304	638	638
20	84	109	130	196	303	637	637
21	83	107	129	194	301	636	636
22	82	106	128	193	300	634	634
23	80	104	126	191	298	632	632
24	78	103	124	190	297	631	631
25	77	101	123	188	295	629	629
26	75	99	121	187	294	628	628
27	74	98	120	185	292	626	626
28	72	96	118	183	291	625	625
29	71	95	117	182	289	623	623
30	69	93	115	180	288	622	622

2.18 Hong Kong dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	7	22	48	125	239	573	1 228
2	11	25	51	129	242	577	1 010
3	14	30	55	124	241	575	837
4	17	35	59	127	242	576	701
5	20	39	66	131	243	577	594
6	22	41	70	137	244	578	578
7	23	44	72	140	244	578	578
8	23	45	71	138	244	578	578
9	24	46	71	137	244	578	578
10	24	47	72	137	244	578	578
11	25	48	72	137	244	578	578
12	25	49	71	137	244	578	578
13	25	49	71	136	243	577	577
14	24	48	70	135	243	577	577
15	24	48	69	135	242	576	576
16	23	47	68	134	241	575	575
17	22	46	68	133	240	575	575
18	22	46	68	133	240	574	574
19	22	46	67	133	240	574	574
20	22	46	68	133	240	574	574
21	22	46	68	133	240	574	574
22	22	46	68	133	240	574	574
23	22	46	68	133	240	574	574
24	22	46	68	133	240	574	574
25	22	46	68	133	240	574	574
26	22	46	67	133	240	574	574
27	21	45	67	133	240	574	574
28	21	45	67	132	239	574	574
29	22	45	67	132	239	573	573
30	22	45	67	132	239	573	573

2.19 Indian rupee U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	93	108	134	211	325	659	1 322
2	93	108	134	212	325	659	1 088
3	94	110	135	204	321	655	903
4	95	112	137	205	320	654	758
5	96	115	142	208	319	653	653
6	97	116	144	212	318	652	652
7	97	118	146	214	318	652	652
8	97	118	145	212	318	652	652
9	96	118	144	210	317	651	651
10	95	118	142	208	315	649	649
11	94	117	141	206	313	647	647
12	92	116	139	204	311	645	645
13	91	115	137	202	309	643	643
14	89	113	135	200	307	642	642
15	87	111	133	199	306	640	640
16	85	109	131	196	304	638	638
17	84	108	130	195	302	636	636
18	82	106	128	193	300	634	634
19	81	105	127	192	299	633	633
20	80	104	126	191	298	632	632
21	79	103	125	190	297	631	631
22	77	102	123	189	296	630	630
23	76	100	122	188	295	629	629
24	75	99	121	186	293	628	628
25	74	98	120	185	292	626	626
26	73	97	119	184	291	625	625
27	72	96	118	183	290	624	624
28	71	95	117	182	289	623	623
29	70	94	116	181	288	622	622
30	69	93	115	180	287	621	621

2.20 Mexican peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	345	360	385	463	577	911	1 343
2	79	94	119	197	311	645	1 101
3	83	99	123	192	310	644	910
4	86	104	128	196	311	645	761
5	89	107	134	200	312	646	646
6	91	110	139	206	313	647	647
7	92	113	141	209	313	647	647
8	93	115	141	208	314	648	648
9	94	116	141	207	314	648	648
10	94	117	141	207	314	648	648
11	94	118	141	206	314	648	648
12	95	118	141	206	314	648	648
13	95	119	142	207	314	648	648
14	96	120	142	207	314	649	649
15	97	121	143	208	315	649	649
16	98	122	144	209	316	650	650
17	99	123	145	210	317	651	651
18	100	124	146	211	318	652	652
19	101	125	147	212	319	653	653
20	101	126	147	213	320	654	654
21	102	126	148	213	320	654	654
22	101	126	147	213	320	654	654
23	101	125	147	212	319	653	653
24	100	124	146	211	318	653	653
25	99	123	145	210	318	652	652
26	98	122	144	209	316	650	650
27	97	121	143	208	315	649	649
28	96	120	141	207	314	648	648
29	94	118	140	205	313	647	647
30	93	117	139	204	311	645	645

2.21 New Taiwan dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	10	36	114	227	561	1 195
2	1	10	36	113	227	561	981
3	2	12	37	106	223	557	813
4	3	14	39	107	221	555	680
5	4	16	43	109	220	554	576
6	4	17	46	113	219	554	554
7	5	19	47	115	219	553	553
8	7	19	45	112	218	552	552
9	7	19	44	110	217	551	551
10	8	20	44	109	217	551	551
11	8	21	44	109	216	551	551
12	9	21	44	109	216	551	551
13	10	22	44	109	216	551	551
14	11	22	44	109	217	551	551
15	11	23	44	110	217	551	551
16	12	23	44	110	217	551	551
17	12	23	45	110	217	551	551
18	14	23	45	111	218	552	552
19	15	24	46	111	218	552	552
20	15	25	47	112	219	553	553
21	16	26	48	113	220	554	554
22	17	26	48	114	221	555	555
23	18	27	49	114	221	555	555
24	18	28	49	115	222	556	556
25	18	28	50	115	222	556	556
26	19	28	50	116	223	557	557
27	20	29	51	116	223	557	557
28	21	29	51	116	223	557	557
29	21	29	51	117	224	558	558
30	22	30	52	117	224	558	558

2.22 New Zealand dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	53	68	94	171	285	619	1 224
2	54	69	95	172	286	620	1 005
3	55	71	95	165	282	616	833
4	56	73	97	166	280	614	698
5	56	75	102	168	279	613	613
6	57	76	105	172	279	613	613
7	57	77	105	173	277	611	611
8	56	77	104	171	277	611	611
9	55	78	103	169	276	610	610
10	54	77	102	167	274	608	608
11	54	77	100	166	273	607	607
12	52	76	99	164	271	605	605
13	51	75	97	162	270	604	604
14	50	74	96	161	268	602	602
15	48	72	94	160	267	601	601
16	47	71	93	158	265	599	599
17	45	69	91	157	264	598	598
18	44	68	90	155	263	597	597
19	43	67	89	155	262	596	596
20	43	67	89	154	261	595	595
21	42	66	88	153	261	595	595
22	42	66	88	153	260	594	594
23	41	65	87	152	259	593	593
24	40	64	86	151	258	593	593
25	39	64	85	151	258	592	592
26	39	63	85	150	257	591	591
27	38	62	84	149	256	590	590
28	37	62	83	149	256	590	590
29	37	61	83	148	255	589	589
30	36	60	82	147	254	589	589

2.23 Rand U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	115	130	155	233	347	681	1 319
2	116	131	156	234	348	682	1 086
3	118	134	159	228	345	679	901
4	120	137	162	230	345	679	756
5	122	140	167	233	345	679	679
6	123	142	170	238	344	679	679
7	123	144	172	239	344	678	678
8	122	144	170	237	343	677	677
9	122	144	169	235	342	676	676
10	121	144	168	234	341	675	675
11	120	143	167	232	339	673	673
12	119	142	165	230	337	672	672
13	117	141	163	228	335	669	669
14	115	139	161	226	333	667	667
15	113	137	159	224	331	665	665
16	110	134	156	221	328	662	662
17	108	132	154	219	326	660	660
18	105	129	151	217	324	658	658
19	103	127	149	215	322	656	656
20	102	126	148	213	320	654	654
21	100	124	146	211	318	652	652
22	98	122	144	209	316	651	651
23	96	120	142	208	315	649	649
24	95	119	140	206	313	647	647
25	93	117	139	204	311	645	645
26	91	115	137	202	309	643	643
27	89	113	135	200	308	642	642
28	88	112	134	199	306	640	640
29	86	110	132	197	304	638	638
30	85	109	130	196	303	637	637

2.24 Real U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	173	188	213	291	405	739	1 323
2	182	197	223	300	414	748	1 103
3	187	203	228	297	414	748	922
4	189	207	231	300	414	748	779
5	191	209	236	302	414	748	748
6	190	210	238	305	412	746	746
7	190	211	238	306	411	745	745
8	188	210	236	303	409	743	743
9	187	209	235	301	407	742	742
10	186	209	233	299	406	740	740
11	185	208	232	297	404	738	738
12	183	206	229	294	401	735	735
13	180	204	226	291	398	733	733
14	177	201	223	288	395	729	729
15	174	198	220	285	392	726	726
16	171	195	217	282	389	723	723
17	167	191	213	279	386	720	720
18	164	188	210	275	383	717	717
19	161	185	207	272	379	714	714
20	158	182	204	269	376	711	711
21	155	179	201	266	373	707	707
22	152	176	198	263	370	704	704
23	149	173	195	260	367	701	701
24	146	170	191	257	364	698	698
25	142	166	188	254	361	695	695
26	139	163	185	251	358	692	692
27	136	160	182	248	355	689	689
28	134	158	179	245	352	686	686
29	131	155	177	242	349	683	683
30	128	152	174	239	346	680	680

2.25 Renminbi-yuan U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	28	43	69	146	260	594	1 242
2	29	44	70	147	261	595	1 019
3	30	46	71	140	257	591	845
4	31	48	73	141	256	590	708
5	32	51	78	144	255	589	600
6	32	52	80	147	254	588	588
7	33	54	81	149	253	588	588
8	32	53	80	146	252	586	586
9	31	53	79	145	251	585	585
10	31	54	78	144	251	585	585
11	31	54	77	143	250	584	584
12	30	54	77	142	249	583	583
13	30	54	76	142	249	583	583
14	30	54	76	141	248	582	582
15	30	54	75	141	248	582	582
16	29	53	75	141	248	582	582
17	29	53	75	140	248	582	582
18	29	53	75	140	248	582	582
19	29	53	75	141	248	582	582
20	29	54	75	141	248	582	582
21	30	54	75	141	248	582	582
22	29	54	75	141	248	582	582
23	29	53	75	141	248	582	582
24	29	53	75	140	247	582	582
25	29	53	75	140	247	581	581
26	29	53	75	140	247	581	581
27	28	53	74	140	247	581	581
28	28	52	74	139	246	581	581
29	28	52	74	139	246	580	580
30	28	52	73	139	246	580	580

2.26 Ringgit U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	24	39	65	142	256	590	1 254
2	26	41	67	144	258	592	1 029
3	29	45	69	138	256	590	852
4	31	49	73	141	256	590	714
5	34	52	79	145	257	591	605
6	35	55	83	150	257	591	591
7	37	58	85	153	257	591	591
8	37	58	85	151	257	591	591
9	37	59	85	151	257	592	592
10	38	61	85	151	258	592	592
11	39	62	86	151	258	592	592
12	40	63	86	151	258	592	592
13	40	64	86	151	258	592	592
14	40	64	86	151	258	592	592
15	40	64	86	151	258	592	592
16	39	63	85	150	257	592	592
17	39	63	85	150	257	592	592
18	39	63	85	150	257	592	592
19	39	63	85	150	258	592	592
20	40	64	85	151	258	592	592
21	40	64	86	151	258	592	592
22	40	64	86	151	258	592	592
23	39	64	85	151	258	592	592
24	39	63	85	150	257	592	592
25	39	63	85	150	257	591	591
26	38	62	84	150	257	591	591
27	38	62	84	149	256	590	590
28	37	62	83	149	256	590	590
29	37	61	83	148	255	589	589
30	36	61	82	148	255	589	589

2.27 Russian rouble U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	125	139	165	243	356	690	1 327
2	123	138	164	241	355	689	1 091
3	123	139	163	233	350	684	904
4	123	141	165	234	348	682	758
5	124	143	170	236	347	681	681
6	124	143	172	239	345	680	680
7	124	145	172	240	344	678	678
8	123	144	171	238	344	678	678
9	122	144	169	235	342	676	676
10	122	145	169	235	342	676	676
11	122	145	168	234	341	675	675
12	121	145	167	233	340	674	674
13	120	144	166	231	338	673	673
14	119	143	165	230	337	671	671
15	117	141	163	228	335	669	669
16	114	138	160	226	333	667	667
17	112	136	158	223	330	664	664
18	109	133	155	221	328	662	662
19	107	131	153	219	326	660	660
20	105	129	151	216	323	658	658
21	103	127	149	214	321	655	655
22	101	125	147	212	319	653	653
23	98	122	144	210	317	651	651
24	96	120	142	207	315	649	649
25	94	118	140	205	312	646	646
26	92	116	138	203	310	644	644
27	90	114	136	201	308	642	642
28	88	112	134	199	306	640	640
29	86	110	132	197	304	638	638
30	84	108	130	195	302	636	636

2.28 Singapore dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	10	35	113	227	561	1 221
2	1	12	37	115	229	563	1 004
3	2	16	40	109	227	560	832
4	3	19	44	112	227	561	697
5	4	23	50	116	227	561	591
6	6	26	54	121	228	562	562
7	8	28	56	124	228	562	562
8	8	29	56	122	228	562	562
9	8	30	55	121	228	562	562
10	8	31	55	121	228	562	562
11	9	32	55	121	228	562	562
12	10	32	55	120	228	562	562
13	10	33	55	120	227	561	561
14	11	33	55	120	227	561	561
15	12	33	55	120	227	561	561
16	12	32	54	119	227	561	561
17	14	32	54	119	227	561	561
18	14	32	54	120	227	561	561
19	15	33	54	120	227	561	561
20	15	33	55	120	227	562	562
21	16	34	56	121	228	562	562
22	17	34	56	121	228	562	562
23	18	34	56	122	229	563	563
24	18	35	57	122	229	563	563
25	19	35	57	122	229	563	563
26	19	35	57	122	229	563	563
27	21	35	57	122	229	564	564
28	21	35	57	122	230	564	564
29	22	36	57	123	230	564	564
30	22	36	57	123	230	564	564

2.29 South Korean won U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	35	50	75	153	267	601	1 220
2	36	50	76	154	267	601	1 003
3	36	52	76	145	263	596	830
4	36	53	78	146	260	594	695
5	36	55	82	148	259	593	593
6	39	58	87	154	260	595	595
7	36	57	85	152	257	591	591
8	40	62	88	155	261	595	595
9	39	61	87	153	260	594	594
10	34	57	81	147	254	588	588
11	30	53	76	142	249	583	583
12	27	50	73	138	245	580	580
13	24	48	70	136	243	577	577
14	23	47	68	134	241	575	575
15	21	45	67	132	239	573	573
16	19	44	65	131	238	572	572
17	19	43	65	130	237	571	571
18	18	42	64	129	236	570	570
19	18	42	63	129	236	570	570
20	18	42	64	129	236	570	570
21	18	42	64	129	236	570	570
22	18	42	64	129	236	570	570
23	18	42	64	129	236	570	570
24	18	42	63	129	236	570	570
25	19	42	63	129	236	570	570
26	19	41	63	129	236	570	570
27	21	41	63	128	236	570	570
28	21	41	63	128	235	570	570
29	21	41	63	128	235	569	569
30	22	41	63	128	235	569	569

2.30 Turkish lira U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	189	204	230	307	421	755	1 582
2	187	202	227	305	418	753	1 293
3	184	200	224	293	411	745	1 059
4	181	198	223	291	405	739	880
5	178	196	223	289	401	735	742
6	174	194	222	289	396	730	730
7	171	192	220	288	392	726	726
8	167	189	215	282	388	722	722
9	163	185	211	277	384	718	718
10	160	183	207	272	380	714	714
11	156	180	203	268	376	710	710
12	153	176	199	264	372	706	706
13	149	173	195	261	368	702	702
14	146	170	192	257	364	698	698
15	142	166	188	253	361	695	695
16	139	163	185	250	357	691	691
17	136	160	182	247	354	688	688
18	133	157	179	244	351	685	685
19	130	154	176	241	348	683	683
20	127	152	173	239	346	680	680
21	125	149	171	236	343	677	677
22	122	146	168	234	341	675	675
23	120	144	166	231	338	672	672
24	117	141	163	228	336	670	670
25	115	139	161	226	333	667	667
26	113	137	158	224	331	665	665
27	110	134	156	221	329	663	663
28	108	132	154	219	326	660	660
29	106	130	152	217	324	658	658
30	104	128	150	215	322	656	656

2.31 US dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	8	26	51	109	245	579	1 234
2	8	26	51	109	245	579	1 015
3	10	29	53	103	243	577	841
4	12	34	56	100	243	577	704
5	16	40	62	103	244	578	596
6	18	43	66	99	245	579	579
7	19	46	65	92	245	579	579
8	17	44	64	91	245	580	580
9	17	45	66	95	246	580	580
10	19	48	68	99	246	580	580
11	21	50	70	102	246	580	580
12	23	53	71	103	246	580	580
13	24	54	72	103	246	580	580
14	24	55	72	103	246	580	580
15	24	55	72	103	246	580	580
16	24	55	72	103	246	580	580
17	24	55	72	103	246	580	580
18	24	55	72	103	246	580	580
19	24	55	72	103	246	580	580
20	24	55	72	103	246	580	580
21	24	55	72	103	246	581	581
22	24	55	72	103	247	581	581
23	24	55	72	103	247	581	581
24	24	55	72	103	247	581	581
25	24	55	72	103	247	581	581
26	24	55	72	103	247	581	581
27	24	55	72	103	246	581	581
28	24	55	72	103	246	580	580
29	24	55	72	103	246	580	580
30	24	55	72	103	246	580	580

2.32 Yen U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	3	13	91	205	539	1 187
2	1	5	12	90	203	537	973
3	2	5	12	81	198	532	805
4	3	6	13	81	196	530	674
5	4	7	18	84	195	529	571
6	4	8	21	88	195	529	529
7	5	8	22	90	194	529	529
8	6	9	22	89	194	528	528
9	7	11	22	88	194	529	529
10	8	11	22	88	195	529	529
11	8	12	23	88	195	529	529
12	9	12	24	88	195	529	529
13	10	14	26	88	195	529	529
14	11	14	27	88	196	530	530
15	11	15	29	89	196	530	530
16	12	16	30	89	196	530	530
17	12	17	31	89	197	531	531
18	14	17	33	90	197	531	531
19	14	19	34	90	198	532	532
20	15	19	35	91	198	532	532
21	15	20	36	92	199	533	533
22	16	20	38	92	199	533	533
23	17	22	39	93	200	534	534
24	18	22	41	93	200	534	534
25	18	23	42	93	200	534	534
26	19	23	43	93	200	534	534
27	19	25	45	93	200	535	535
28	21	25	46	93	201	535	535
29	21	26	47	94	201	535	535
30	22	27	48	94	201	535	535

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Commission Implementing Regulation (EU) 2018/1078Show full title

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2. Exposures to financial institutions U.K.

2.1 Euro U.K.

2.2 Czech koruna U.K.

2.3 Danish krone U.K.

2.4 Forint U.K.

2.5 Krona U.K.

2.6 Kuna U.K.

2.7 Lev U.K.

2.8 Pound sterling U.K.

2.9 Romanian leu U.K.

2.10 Zloty U.K.

2.11 Norwegian krone U.K.

2.12 Swiss franc U.K.

2.13 Australian dollar U.K.

2.14 Baht U.K.

2.15 Canadian dollar U.K.

2.16 Chilean peso U.K.

2.17 Colombian peso U.K.

2.18 Hong Kong dollar U.K.

2.19 Indian rupee U.K.

2.20 Mexican peso U.K.

2.21 New Taiwan dollar U.K.

2.22 New Zealand dollar U.K.

2.23 Rand U.K.

2.24 Real U.K.

2.25 Renminbi-yuan U.K.

2.26 Ringgit U.K.

2.27 Russian rouble U.K.

2.28 Singapore dollar U.K.

2.29 South Korean won U.K.

2.30 Turkish lira U.K.

2.31 US dollar U.K.

2.32 Yen U.K.

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