Commission Implementing Regulation (EU) 2018/165 of 31 January 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 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:

31/01/2018- Amendment
Exit day: start of implementation period31/01/2020 11pm- Amendment
31/01/2020
Point in time
End of implementation period31/12/2020- Amendment

Status:

Point in time view as at 31/01/2020.

Changes to legislation:

There are outstanding changes by UK legislation not yet made to Commission Implementing Regulation (EU) 2018/165. Any changes that have already been made to the legislation appear in the content and are referenced with annotations.

Changes to Legislation

Changes and effects yet to be applied by the editorial team are only applicable when viewing the latest version or prospective version of legislation. They are therefore not accessible when viewing legislation as at a specific point in time. To view the ‘Changes to Legislation’ information for this provision return to the latest version view using the options provided in the ‘What Version’ box above.

2.EXPOSURES TO FINANCIAL INSTITUTIONSU.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	47	126	240	578	1 210
2	6	21	47	126	240	578	992
3	7	23	48	118	236	575	821
4	8	26	51	120	235	573	687
5	10	28	56	123	235	573	582
6	11	31	59	127	235	573	573
7	12	33	61	130	235	573	573
8	12	34	61	128	235	573	573
9	12	35	60	127	235	573	573
10	13	36	61	127	235	573	573
11	13	37	61	127	235	573	573
12	14	38	61	127	235	573	573
13	14	38	61	127	235	573	573
14	14	39	61	127	235	573	573
15	14	39	61	127	235	573	573
16	14	39	61	127	235	573	573
17	14	39	61	127	235	573	573
18	14	39	61	127	235	573	573
19	14	39	61	127	235	573	573
20	14	39	61	127	235	573	573
21	15	39	61	127	235	573	573
22	15	39	61	127	235	573	573
23	16	39	61	127	235	573	573
24	17	39	61	127	235	573	573
25	17	39	61	127	235	573	573
26	18	39	61	127	235	573	573
27	19	39	61	127	235	573	573
28	20	39	61	127	235	573	573
29	20	39	61	127	235	573	573
30	20	39	61	127	235	573	573

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	10	25	51	130	244	583	1 236
2	13	28	54	132	246	585	1 015
3	14	30	55	125	243	582	840
4	15	33	58	127	242	581	703
5	16	35	63	129	241	580	595
6	17	37	65	133	241	580	580
7	18	39	67	135	240	579	579
8	17	39	66	133	240	579	579
9	17	39	65	132	239	578	578
10	17	40	65	131	239	578	578
11	17	41	65	130	238	577	577
12	17	41	64	130	238	577	577
13	17	41	63	129	237	576	576
14	17	41	63	129	237	576	576
15	16	40	63	128	236	575	575
16	15	40	62	128	236	575	575
17	15	40	62	128	236	574	574
18	15	39	62	127	235	574	574
19	15	39	62	127	235	574	574
20	16	40	62	128	236	575	575
21	16	40	62	128	236	575	575
22	16	40	63	128	236	575	575
23	17	41	63	129	237	575	575
24	17	41	63	129	237	575	575
25	17	41	63	129	237	575	575
26	18	41	63	129	237	576	576
27	19	41	63	129	237	576	576
28	20	41	63	129	237	576	576
29	20	41	63	129	237	575	575
30	21	41	63	129	237	575	575

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	47	125	239	578	1 210
2	6	21	47	125	239	578	992
3	7	23	48	118	236	574	821
4	8	26	50	120	235	573	687
5	10	28	56	122	234	573	582
6	11	31	59	127	234	573	573
7	12	33	61	129	234	573	573
8	12	34	60	128	234	573	573
9	12	35	60	127	234	573	573
10	13	36	60	126	234	573	573
11	13	37	61	126	234	573	573
12	14	38	61	126	234	573	573
13	14	38	61	126	234	573	573
14	14	39	61	126	234	573	573
15	14	39	61	126	234	573	573
16	14	39	61	126	234	573	573
17	14	39	61	126	234	573	573
18	14	39	61	126	234	573	573
19	14	39	61	126	234	573	573
20	14	39	61	126	234	573	573
21	15	39	61	126	234	573	573
22	15	39	61	126	234	573	573
23	16	39	61	126	234	573	573
24	17	39	61	126	234	573	573
25	17	39	61	126	235	573	573
26	18	39	61	126	235	573	573
27	19	39	61	126	235	573	573
28	20	39	61	126	235	573	573
29	20	39	61	126	235	573	573
30	20	39	61	126	235	573	573

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	85	100	126	205	319	658	1 217
2	80	95	121	200	314	653	1 000
3	84	100	125	195	313	652	829
4	83	100	125	194	309	648	695
5	81	100	128	194	306	645	645
6	80	100	129	197	304	643	643
7	79	100	128	197	302	641	641
8	78	100	126	194	300	639	639
9	77	99	125	191	299	638	638
10	73	96	121	187	295	634	634
11	71	95	118	184	292	631	631
12	70	94	117	183	291	629	629
13	69	94	116	182	290	629	629
14	69	93	115	181	289	628	628
15	69	93	115	181	289	628	628
16	68	92	114	180	288	627	627
17	67	92	114	180	288	626	626
18	67	91	113	179	287	626	626
19	66	90	112	178	286	625	625
20	65	89	112	177	285	624	624
21	64	89	111	177	285	623	623
22	64	88	110	176	284	623	623
23	63	87	109	175	283	622	622
24	62	86	108	174	282	621	621
25	61	85	107	173	281	620	620
26	59	84	106	172	280	618	618
27	58	83	105	171	279	617	617
28	57	82	104	170	278	616	616
29	56	81	103	168	276	615	615
30	55	80	102	167	275	614	614

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	25	51	129	243	582	1 208
2	11	26	52	131	245	584	992
3	14	30	54	125	243	581	822
4	15	33	58	127	242	581	688
5	17	36	63	130	242	581	583
6	18	38	67	134	242	581	581
7	19	40	68	137	242	580	580
8	19	40	67	134	241	580	580
9	18	41	66	133	241	579	579
10	18	41	66	132	240	579	579
11	18	42	66	132	240	578	578
12	19	43	65	131	239	578	578
13	19	43	65	131	239	578	578
14	18	43	65	131	239	577	577
15	18	42	64	130	238	577	577
16	18	42	64	130	238	577	577
17	17	42	64	130	238	576	576
18	17	42	64	130	238	576	576
19	17	42	64	130	238	576	576
20	18	42	64	130	238	577	577
21	18	42	65	130	238	577	577
22	18	43	65	131	239	577	577
23	18	43	65	131	239	578	578
24	19	43	65	131	239	578	578
25	19	43	65	131	239	578	578
26	19	43	65	131	239	578	578
27	19	43	65	131	239	578	578
28	20	43	65	131	239	578	578
29	20	43	65	131	239	578	578
30	21	43	65	131	239	577	577

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	52	67	93	172	286	625	1 221
2	56	71	97	176	290	628	1 003
3	61	78	102	172	290	629	831
4	65	82	107	176	291	630	697
5	67	86	113	180	292	631	631
6	68	88	116	184	292	631	631
7	69	90	117	186	291	630	630
8	67	89	116	183	290	629	629
9	66	88	114	181	288	627	627
10	65	88	113	179	287	626	626
11	64	88	111	177	285	624	624
12	63	87	110	176	284	622	622
13	62	86	108	174	282	621	621
14	60	85	107	173	281	619	619
15	59	83	105	171	279	618	618
16	58	82	104	170	278	617	617
17	57	81	103	169	277	616	616
18	56	80	103	168	276	615	615
19	55	80	102	168	276	615	615
20	55	79	101	167	275	614	614
21	54	78	101	166	274	613	613
22	53	78	100	166	274	612	612
23	53	77	99	165	273	612	612
24	52	76	98	164	272	611	611
25	51	75	97	163	271	610	610
26	50	74	96	162	270	609	609
27	49	73	95	161	269	608	608
28	48	73	95	160	268	607	607
29	47	72	94	160	268	606	606
30	47	71	93	159	267	606	606

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	46	125	239	578	1 209
2	5	20	46	125	239	578	991
3	6	22	47	117	235	574	821
4	7	25	50	119	234	573	687
5	9	28	55	122	234	573	582
6	10	30	58	126	234	573	573
7	11	32	60	129	234	573	573
8	11	33	60	127	234	573	573
9	11	34	60	126	234	573	573
10	12	35	60	126	234	573	573
11	13	36	60	126	234	573	573
12	13	37	60	126	234	573	573
13	13	38	60	126	234	573	573
14	14	38	60	126	234	573	573
15	14	38	60	126	234	573	573
16	13	38	60	126	234	573	573
17	13	38	60	126	234	573	573
18	13	38	60	126	234	573	573
19	14	38	60	126	234	573	573
20	14	38	60	126	234	573	573
21	15	38	60	126	234	573	573
22	15	38	60	126	234	573	573
23	16	38	60	126	234	573	573
24	17	38	60	126	234	573	573
25	17	38	60	126	234	573	573
26	18	38	60	126	234	573	573
27	19	38	60	126	234	573	573
28	20	38	60	126	234	573	573
29	20	38	60	126	234	573	573
30	20	38	60	126	234	573	573

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	158	258	596	1 228
2	7	25	57	158	258	596	1 007
3	8	27	57	142	254	592	833
4	10	29	58	130	252	591	697
5	11	31	59	118	251	589	589
6	14	35	62	109	250	588	588
7	15	37	63	101	248	587	587
8	16	38	61	94	247	586	586
9	19	45	65	88	246	585	585
10	18	45	62	84	245	584	584
11	17	44	60	83	245	583	583
12	17	43	61	84	244	583	583
13	17	44	61	84	243	582	582
14	17	44	61	84	242	581	581
15	17	44	61	84	241	580	580
16	17	44	61	84	240	579	579
17	17	44	61	84	239	578	578
18	17	44	61	84	238	577	577
19	17	44	61	84	238	577	577
20	17	44	61	84	239	578	578
21	17	44	61	84	239	578	578
22	17	44	61	84	239	578	578
23	17	44	61	84	239	577	577
24	17	44	61	84	238	577	577
25	17	44	61	84	238	576	576
26	18	44	61	84	237	576	576
27	19	44	61	84	237	575	575
28	20	44	61	84	236	575	575
29	20	44	61	84	236	575	575
30	20	44	61	84	236	574	574

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	102	128	207	321	660	1 264
2	85	100	126	205	319	657	1 042
3	84	100	124	195	313	651	865
4	82	100	125	194	309	648	725
5	81	100	127	194	306	645	645
6	80	100	128	196	304	642	642
7	78	99	127	196	301	639	639
8	76	97	124	191	298	637	637
9	73	96	121	188	296	634	634
10	72	95	120	186	294	633	633
11	71	95	118	184	292	631	631
12	70	94	117	182	290	629	629
13	68	93	115	181	289	628	628
14	67	91	113	179	287	626	626
15	66	90	112	178	286	625	625
16	64	89	111	177	285	623	623
17	63	88	110	175	283	622	622
18	62	87	109	174	282	621	621
19	61	86	108	174	282	620	620
20	60	85	107	173	281	620	620
21	60	84	106	172	280	619	619
22	59	83	105	171	279	618	618
23	58	82	104	170	278	617	617
24	57	81	103	169	277	616	616
25	56	80	102	168	276	615	615
26	55	79	101	167	275	614	614
27	54	78	100	166	274	613	613
28	53	77	99	165	273	612	612
29	52	76	98	164	272	611	611
30	51	75	97	163	271	610	610

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	101	180	294	633	1 244
2	59	74	100	179	293	632	1 022
3	59	75	100	170	288	626	847
4	59	76	101	170	285	624	710
5	58	77	104	171	283	622	622
6	57	77	106	174	281	620	620
7	57	78	106	174	279	618	618
8	55	77	104	171	278	616	616
9	54	76	102	168	276	615	615
10	53	76	101	167	275	613	613
11	52	76	100	166	274	612	612
12	52	76	99	165	273	612	612
13	52	76	98	164	272	611	611
14	51	75	97	163	271	610	610
15	50	75	97	163	271	609	609
16	49	74	96	162	270	608	608
17	49	73	95	161	269	608	608
18	48	72	94	160	268	607	607
19	47	72	94	160	268	606	606
20	47	72	94	159	268	606	606
21	47	71	93	159	267	606	606
22	47	71	93	159	267	606	606
23	46	70	92	158	266	605	605
24	45	70	92	158	266	604	604
25	45	69	91	157	265	604	604
26	44	68	90	156	264	603	603
27	43	68	90	156	264	602	602
28	43	67	89	155	263	602	602
29	42	66	88	154	262	601	601
30	41	66	88	154	262	600	600

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	46	72	150	264	603	1 232
2	31	46	72	151	265	604	1 012
3	31	48	72	142	260	599	838
4	32	49	74	143	258	597	701
5	32	51	78	145	257	596	596
6	33	53	81	149	256	595	595
7	33	54	82	150	255	594	594
8	32	54	81	148	255	593	593
9	32	54	80	146	254	593	593
10	31	54	79	145	253	592	592
11	31	55	79	144	252	591	591
12	31	55	78	144	252	590	590
13	30	55	77	143	251	590	590
14	30	54	76	142	250	589	589
15	29	53	75	141	249	588	588
16	28	52	75	140	248	587	587
17	28	52	74	140	248	587	587
18	27	51	74	139	247	586	586
19	27	51	73	139	247	586	586
20	27	51	73	139	247	586	586
21	27	51	73	139	247	586	586
22	27	51	73	139	247	586	586
23	27	51	73	139	247	586	586
24	27	51	73	139	247	586	586
25	26	51	73	139	247	585	585
26	26	51	73	138	246	585	585
27	26	50	72	138	246	585	585
28	26	50	72	138	246	585	585
29	25	50	72	138	246	584	584
30	25	50	72	137	245	584	584

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	105	219	558	1 203
2	1	5	27	106	220	559	987
3	2	5	29	99	217	555	816
4	2	6	31	100	216	554	683
5	3	9	37	103	215	554	578
6	4	12	40	108	215	554	554
7	5	14	42	110	215	554	554
8	5	15	41	109	215	554	554
9	7	15	41	108	215	554	554
10	7	17	41	107	215	554	554
11	8	19	43	108	216	555	555
12	8	18	41	107	215	554	554
13	10	20	42	108	216	555	555
14	10	20	42	108	216	555	555
15	11	19	41	107	215	553	553
16	11	18	40	106	214	552	552
17	12	18	40	105	213	552	552
18	13	18	40	106	214	552	552
19	14	19	40	106	214	553	553
20	14	19	41	107	215	553	553
21	15	20	41	107	215	554	554
22	15	21	41	107	215	554	554
23	16	22	41	107	215	554	554
24	17	22	42	107	215	554	554
25	17	23	43	107	215	554	554
26	18	24	45	107	215	554	554
27	18	25	46	107	215	554	554
28	19	25	47	107	215	554	554
29	20	26	48	107	215	554	554
30	20	28	49	107	215	554	554

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	167	281	620	1 252
2	47	62	88	167	281	620	1 027
3	48	64	89	159	277	615	850
4	48	66	91	160	275	614	711
5	49	67	95	161	274	612	612
6	49	69	97	165	272	611	611
7	49	70	98	166	271	610	610
8	48	69	96	163	270	609	609
9	47	69	95	161	269	608	608
10	46	70	94	160	268	607	607
11	46	70	93	159	267	606	606
12	46	70	93	159	267	605	605
13	45	70	92	158	266	605	605
14	45	69	91	157	265	604	604
15	44	69	91	156	264	603	603
16	43	68	90	155	264	602	602
17	43	67	89	155	263	602	602
18	42	66	88	154	262	601	601
19	42	66	88	154	262	601	601
20	41	66	88	154	262	601	601
21	41	66	88	154	262	600	600
22	41	65	87	153	261	600	600
23	40	65	87	153	261	600	600
24	40	64	86	152	260	599	599
25	39	64	86	152	260	598	598
26	39	63	85	151	259	598	598
27	38	63	85	150	258	597	597
28	38	62	84	150	258	597	597
29	37	61	83	149	257	596	596
30	36	61	83	149	257	595	595

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	135	249	588	1 239
2	19	34	60	139	253	592	1 017
3	23	40	64	134	252	591	842
4	27	45	70	139	254	592	705
5	30	49	76	143	255	594	597
6	29	49	77	145	253	592	592
7	34	55	83	152	257	596	596
8	33	55	81	149	255	594	594
9	34	56	82	148	256	595	595
10	36	59	84	150	258	596	596
11	38	61	85	151	259	598	598
12	39	63	86	152	260	598	598
13	40	64	86	152	260	599	599
14	40	65	87	152	260	599	599
15	40	65	87	153	261	599	599
16	40	64	86	152	260	599	599
17	40	64	86	152	260	599	599
18	39	63	85	151	259	598	598
19	38	63	85	151	259	598	598
20	38	63	85	151	259	598	598
21	38	63	85	151	259	597	597
22	38	63	85	150	258	597	597
23	38	62	84	150	258	597	597
24	37	62	84	150	258	597	597
25	37	61	83	149	257	596	596
26	37	61	83	149	257	596	596
27	36	60	82	148	256	595	595
28	36	60	82	148	256	595	595
29	35	59	81	147	255	594	594
30	35	59	81	147	255	594	594

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	133	247	586	1 248
2	15	30	56	135	249	587	1 025
3	17	33	58	128	246	585	848
4	19	36	61	130	245	584	709
5	20	39	66	133	245	584	600
6	22	42	70	138	245	584	584
7	23	44	72	140	245	584	584
8	23	45	71	139	245	584	584
9	23	46	71	138	246	584	584
10	24	47	72	138	246	585	585
11	25	48	72	138	246	585	585
12	25	49	72	138	246	585	585
13	26	50	72	138	246	585	585
14	26	51	73	138	246	585	585
15	26	51	73	139	247	585	585
16	26	50	72	138	246	585	585
17	26	50	72	138	246	585	585
18	26	50	72	138	246	585	585
19	26	50	72	138	246	585	585
20	26	50	73	138	246	585	585
21	26	51	73	138	246	585	585
22	26	50	72	138	246	585	585
23	26	50	72	138	246	585	585
24	25	50	72	138	246	584	584
25	25	49	71	137	245	584	584
26	25	49	71	137	245	584	584
27	24	49	71	137	245	583	583
28	24	48	70	136	244	583	583
29	24	48	70	136	244	583	583
30	23	48	70	136	244	582	582

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	91	170	284	622	1 263
2	53	68	94	172	286	625	1 038
3	57	73	97	168	286	624	862
4	59	76	101	170	286	624	722
5	61	80	107	174	286	625	625
6	62	82	111	179	286	625	625
7	63	84	112	181	286	625	625
8	63	85	111	179	285	624	624
9	63	85	111	177	285	624	624
10	63	86	111	177	285	624	624
11	63	87	111	177	285	623	623
12	63	87	110	176	284	623	623
13	63	87	109	175	283	622	622
14	62	86	108	174	282	621	621
15	61	85	107	173	281	620	620
16	60	84	106	172	280	619	619
17	59	84	106	172	280	618	618
18	59	83	105	171	279	618	618
19	58	82	104	170	278	617	617
20	57	81	104	169	277	616	616
21	56	81	103	169	277	615	615
22	56	80	102	168	276	615	615
23	55	79	101	167	275	614	614
24	54	78	100	166	274	613	613
25	53	77	99	165	273	612	612
26	52	76	98	164	272	611	611
27	51	75	97	163	271	610	610
28	50	75	97	162	270	609	609
29	49	74	96	161	270	608	608
30	48	73	95	161	269	607	607

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	201	315	654	1 301
2	85	100	126	205	319	658	1 071
3	86	103	127	197	315	654	889
4	87	104	129	198	313	652	746
5	90	109	136	203	315	654	654
6	92	112	140	208	316	654	654
7	93	114	142	211	316	654	654
8	94	116	143	210	317	655	655
9	95	117	143	210	317	656	656
10	95	119	143	209	317	656	656
11	95	119	143	209	317	655	655
12	95	119	142	208	316	654	654
13	94	118	141	206	314	653	653
14	93	117	139	205	313	652	652
15	91	116	138	203	311	650	650
16	90	114	136	202	310	649	649
17	88	113	135	201	309	647	647
18	87	111	133	199	307	646	646
19	86	110	132	198	306	645	645
20	84	109	131	197	305	643	643
21	83	107	129	195	303	642	642
22	81	106	128	194	302	640	640
23	80	104	126	192	300	639	639
24	78	103	125	191	299	637	637
25	77	101	123	189	297	636	636
26	75	99	122	187	295	634	634
27	74	98	120	186	294	633	633
28	72	96	118	184	292	631	631
29	71	95	117	183	291	630	630
30	69	94	116	181	289	628	628

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	126	240	579	1 245
2	10	25	51	130	244	583	1 023
3	14	30	55	125	243	581	847
4	17	34	59	128	243	582	708
5	20	38	66	132	245	583	599
6	21	41	70	138	245	584	584
7	23	44	72	141	246	584	584
8	23	45	72	139	246	584	584
9	23	46	72	138	246	585	585
10	24	47	72	138	246	585	585
11	25	48	72	138	246	585	585
12	25	49	72	137	246	584	584
13	25	49	71	137	245	584	584
14	24	48	70	136	244	583	583
15	23	48	70	136	244	582	582
16	22	47	69	135	243	581	581
17	22	46	68	134	242	581	581
18	21	46	68	134	242	581	581
19	21	46	68	134	242	580	580
20	21	46	68	134	242	581	581
21	22	46	68	134	242	581	581
22	22	46	68	134	242	581	581
23	22	46	68	134	242	581	581
24	22	46	68	134	242	581	581
25	21	46	68	134	242	580	580
26	21	46	68	134	242	580	580
27	21	45	67	133	241	580	580
28	21	45	67	133	241	580	580
29	21	45	67	133	241	580	580
30	21	45	67	133	241	580	580

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	92	107	133	212	326	665	1 342
2	93	108	134	213	327	665	1 102
3	94	110	134	205	323	661	913
4	95	112	137	206	321	660	764
5	96	114	142	208	320	659	659
6	96	116	144	212	320	658	658
7	97	118	146	214	319	658	658
8	96	118	145	212	319	658	658
9	96	118	144	210	318	657	657
10	95	118	142	208	316	655	655
11	93	117	141	207	315	653	653
12	92	116	139	205	313	651	651
13	90	115	137	203	311	649	649
14	89	113	135	201	309	648	648
15	87	111	133	199	307	646	646
16	85	109	131	197	305	644	644
17	83	107	129	195	303	642	642
18	81	106	128	194	302	640	640
19	80	104	126	192	300	639	639
20	79	103	125	191	299	638	638
21	78	102	124	190	298	637	637
22	77	101	123	189	297	636	636
23	76	100	122	188	296	635	635
24	75	99	121	187	295	634	634
25	73	98	120	186	294	633	633
26	72	97	119	185	293	631	631
27	71	96	118	183	292	630	630
28	70	95	117	182	290	629	629
29	69	94	116	181	289	628	628
30	68	93	115	180	288	627	627

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	348	363	389	468	582	921	1 373
2	78	93	119	197	311	650	1 125
3	82	98	122	193	311	649	928
4	85	103	128	197	312	651	776
5	88	107	134	201	313	652	656
6	90	110	138	206	314	653	653
7	92	113	141	209	314	653	653
8	92	114	141	208	315	654	654
9	93	115	141	208	315	654	654
10	93	116	141	207	315	654	654
11	94	117	141	207	315	654	654
12	94	118	141	207	315	654	654
13	95	119	141	207	315	654	654
14	96	120	142	208	316	655	655
15	96	121	143	209	317	655	655
16	97	122	144	210	318	656	656
17	98	123	145	211	319	657	657
18	99	124	146	212	320	658	658
19	100	125	147	213	321	659	659
20	101	125	147	213	321	660	660
21	101	126	148	213	321	660	660
22	101	125	147	213	321	660	660
23	100	125	147	213	321	660	660
24	100	124	146	212	320	659	659
25	99	123	145	211	319	658	658
26	98	122	144	210	318	657	657
27	97	121	143	209	317	656	656
28	95	120	142	207	315	654	654
29	94	118	140	206	314	653	653
30	93	117	139	205	313	652	652

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	115	229	568	1 223
2	1	10	36	115	229	568	1 002
3	2	12	37	107	225	563	829
4	2	14	39	108	223	562	693
5	3	16	43	110	222	561	586
6	4	17	46	114	221	560	560
7	5	19	47	116	221	559	559
8	5	19	46	113	220	559	559
9	7	19	45	111	219	558	558
10	7	20	44	110	218	557	557
11	8	21	44	110	218	557	557
12	8	21	44	110	218	557	557
13	10	22	44	110	218	557	557
14	10	22	44	110	218	557	557
15	11	23	45	111	219	557	557
16	11	23	45	110	219	557	557
17	12	23	45	111	219	558	558
18	13	23	45	111	219	558	558
19	14	24	46	112	220	559	559
20	14	25	47	113	221	560	560
21	15	26	48	114	222	560	560
22	16	26	49	114	222	561	561
23	17	27	49	115	223	562	562
24	17	28	50	116	224	562	562
25	17	28	50	116	224	563	563
26	18	28	51	116	224	563	563
27	19	29	51	117	225	564	564
28	20	29	51	117	225	564	564
29	20	30	52	117	225	564	564
30	21	30	52	118	226	564	564

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	173	287	626	1 254
2	54	69	95	174	288	627	1 029
3	55	72	96	166	284	623	852
4	56	73	98	167	282	621	714
5	56	75	102	169	281	620	620
6	57	77	105	173	281	620	620
7	57	78	106	174	279	618	618
8	56	78	105	172	279	617	617
9	55	78	104	170	278	617	617
10	55	78	102	168	276	615	615
11	54	77	101	167	275	614	614
12	52	76	99	165	273	612	612
13	51	75	98	164	272	610	610
14	50	74	96	162	270	609	609
15	48	73	95	161	269	607	607
16	47	71	93	159	267	606	606
17	45	70	92	158	266	604	604
18	44	69	91	156	264	603	603
19	43	68	90	156	264	602	602
20	43	67	89	155	263	602	602
21	42	66	89	154	262	601	601
22	41	66	88	154	262	601	601
23	41	65	87	153	261	600	600
24	40	64	86	152	260	599	599
25	39	64	86	152	260	598	598
26	39	63	85	151	259	598	598
27	38	62	84	150	258	597	597
28	37	62	84	150	258	596	596
29	37	61	83	149	257	596	596
30	36	60	82	148	256	595	595

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	156	234	348	687	1 348
2	116	131	157	235	350	688	1 105
3	118	134	159	229	347	686	915
4	120	137	162	231	347	685	766
5	122	140	168	234	347	685	685
6	122	142	171	239	346	685	685
7	123	144	172	241	346	684	684
8	122	144	171	238	345	684	684
9	121	144	170	236	344	683	683
10	121	144	169	235	343	681	681
11	120	143	167	233	341	680	680
12	118	142	165	231	339	678	678
13	117	141	163	229	337	676	676
14	115	139	161	227	335	674	674
15	112	137	159	224	332	671	671
16	110	134	156	222	330	669	669
17	107	132	154	220	328	666	666
18	105	129	151	217	325	664	664
19	103	127	149	215	323	662	662
20	101	126	148	213	321	660	660
21	99	124	146	212	320	659	659
22	98	122	144	210	318	657	657
23	96	120	142	208	316	655	655
24	94	118	140	206	314	653	653
25	92	117	139	205	313	651	651
26	91	115	137	203	311	650	650
27	89	113	135	201	309	648	648
28	87	112	134	199	307	646	646
29	86	110	132	198	306	645	645
30	84	109	130	196	304	643	643

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	174	189	215	294	408	746	1 348
2	183	198	224	303	417	755	1 117
3	188	204	229	299	417	755	933
4	190	207	232	301	417	755	785
5	191	210	237	304	416	755	755
6	191	211	239	307	414	753	753
7	190	211	239	308	413	752	752
8	189	210	237	304	411	750	750
9	187	210	235	302	410	748	748
10	186	210	234	300	408	747	747
11	185	209	232	298	406	745	745
12	183	207	230	296	404	742	742
13	180	204	227	293	401	739	739
14	177	202	224	289	398	736	736
15	174	198	220	286	394	733	733
16	171	195	217	283	391	730	730
17	168	192	214	280	388	727	727
18	164	189	211	277	385	723	723
19	161	186	208	274	382	720	720
20	158	183	205	270	379	717	717
21	155	179	202	267	375	714	714
22	152	176	198	264	372	711	711
23	149	173	195	261	369	708	708
24	146	170	192	258	366	705	705
25	143	167	189	255	363	702	702
26	139	164	186	252	360	698	698
27	137	161	183	249	357	696	696
28	134	158	180	246	354	693	693
29	131	155	177	243	351	690	690
30	128	152	174	240	348	687	687

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	27	42	68	147	261	600	1 287
2	28	43	69	148	262	601	1 055
3	30	46	70	141	259	597	872
4	30	48	73	142	257	596	730
5	32	50	78	144	257	595	618
6	32	52	80	148	256	594	594
7	32	53	81	150	255	594	594
8	31	53	80	147	254	592	592
9	30	53	79	145	253	592	592
10	30	53	78	144	252	591	591
11	30	54	77	143	251	590	590
12	30	54	77	143	251	589	589
13	30	54	76	142	250	589	589
14	29	54	76	142	250	588	588
15	29	53	75	141	249	588	588
16	29	53	75	141	249	588	588
17	29	53	75	141	249	588	588
18	29	53	75	141	249	588	588
19	29	53	75	141	249	588	588
20	29	53	75	141	249	588	588
21	29	53	75	141	249	588	588
22	29	53	75	141	249	588	588
23	29	53	75	141	249	588	588
24	29	53	75	141	249	588	588
25	29	53	75	141	249	588	588
26	28	53	75	141	249	587	587
27	28	52	74	140	248	587	587
28	28	52	74	140	248	587	587
29	28	52	74	140	248	587	587
30	27	52	74	139	247	586	586

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	23	38	64	143	257	596	1 283
2	25	40	66	145	259	598	1 052
3	28	44	69	139	257	596	870
4	31	48	73	142	257	596	727
5	33	52	79	146	258	597	615
6	34	54	83	151	258	597	597
7	36	57	85	154	259	598	598
8	36	58	85	152	259	598	598
9	37	59	85	151	259	598	598
10	38	61	85	151	259	598	598
11	39	62	86	152	260	599	599
12	39	63	86	152	260	599	599
13	39	64	86	152	260	599	599
14	40	64	86	152	260	598	598
15	39	64	86	152	260	598	598
16	39	63	85	151	259	598	598
17	39	63	85	151	259	598	598
18	39	63	85	151	259	598	598
19	39	63	85	151	259	598	598
20	39	63	86	151	259	598	598
21	39	64	86	152	260	598	598
22	39	64	86	152	260	598	598
23	39	63	85	151	259	598	598
24	39	63	85	151	259	598	598
25	38	63	85	151	259	597	597
26	38	62	84	150	258	597	597
27	38	62	84	150	258	597	597
28	37	61	83	149	257	596	596
29	37	61	83	149	257	596	596
30	36	60	82	148	256	595	595

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	124	139	165	244	358	697	1 362
2	123	138	164	243	357	696	1 114
3	123	139	164	234	352	691	921
4	123	141	166	235	350	689	769
5	124	143	170	237	349	688	688
6	124	143	172	240	347	686	686
7	124	145	173	241	346	685	685
8	123	145	171	239	345	684	684
9	122	144	170	236	344	683	683
10	122	145	170	236	344	682	682
11	122	145	169	235	343	682	682
12	121	145	168	234	342	680	680
13	120	144	167	232	340	679	679
14	119	143	165	231	339	678	678
15	117	141	163	229	337	676	676
16	115	139	161	227	335	674	674
17	112	136	158	224	332	671	671
18	109	134	156	222	330	669	669
19	107	132	154	220	328	666	666
20	105	129	152	217	325	664	664
21	103	127	149	215	323	662	662
22	101	125	147	213	321	660	660
23	98	123	145	211	319	658	658
24	96	121	143	209	317	655	655
25	94	118	140	206	314	653	653
26	92	116	138	204	312	651	651
27	90	114	136	202	310	649	649
28	88	112	134	200	308	647	647
29	86	110	132	198	306	645	645
30	84	108	130	196	304	643	643

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	9	35	114	228	567	1 241
2	1	11	37	116	230	569	1 019
3	2	15	40	110	228	566	843
4	2	19	44	113	228	567	705
5	4	23	50	117	229	568	597
6	5	25	54	122	229	568	568
7	7	28	56	125	230	568	568
8	7	29	56	123	230	568	568
9	7	30	55	122	230	568	568
10	8	31	55	121	230	568	568
11	8	32	55	121	229	568	568
12	8	32	55	121	229	568	568
13	10	33	55	121	229	568	568
14	10	33	55	121	229	567	567
15	11	33	55	120	228	567	567
16	11	32	54	120	228	567	567
17	13	32	54	120	228	567	567
18	13	32	54	120	228	567	567
19	14	32	54	120	228	567	567
20	14	33	55	121	229	568	568
21	15	34	56	121	229	568	568
22	16	34	56	122	230	569	569
23	17	34	56	122	230	569	569
24	17	35	57	122	231	569	569
25	18	35	57	123	231	570	570
26	18	35	57	123	231	570	570
27	19	35	57	123	231	570	570
28	20	35	57	123	231	570	570
29	20	35	57	123	231	570	570
30	21	36	58	123	231	570	570

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	76	155	269	607	1 250
2	35	50	76	155	269	608	1 026
3	35	52	76	146	265	603	849
4	36	53	78	147	262	601	709
5	36	55	82	149	261	600	600
6	39	59	87	155	262	601	601
7	36	57	85	154	259	598	598
8	40	62	89	156	263	602	602
9	39	62	88	154	262	601	601
10	34	57	82	148	256	595	595
11	30	53	77	143	251	590	590
12	27	51	73	139	247	586	586
13	24	49	71	137	245	583	583
14	23	47	69	135	243	581	581
15	21	45	67	133	241	580	580
16	19	44	66	132	240	578	578
17	18	43	65	131	239	578	578
18	18	42	64	130	238	577	577
19	17	42	64	130	238	576	576
20	17	42	64	130	238	577	577
21	18	42	64	130	238	577	577
22	18	42	64	130	238	577	577
23	18	42	64	130	238	577	577
24	17	42	64	130	238	576	576
25	18	42	64	130	238	576	576
26	18	42	64	129	238	576	576
27	19	41	64	129	237	576	576
28	20	41	63	129	237	576	576
29	20	41	63	129	237	576	576
30	21	41	63	129	237	576	576

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	187	203	229	307	421	760	1 498
2	185	200	226	305	419	758	1 221
3	182	198	223	293	411	750	1 006
4	179	197	222	291	406	745	836
5	176	195	222	289	401	740	740
6	173	193	222	290	397	736	736
7	170	191	219	288	393	732	732
8	166	188	215	282	389	727	727
9	162	185	210	277	385	723	723
10	159	182	207	273	381	720	720
11	156	179	203	269	377	716	716
12	152	176	199	265	373	712	712
13	149	173	195	261	369	708	708
14	145	170	192	257	365	704	704
15	142	166	188	254	362	701	701
16	138	163	185	251	359	697	697
17	135	160	182	248	356	694	694
18	132	157	179	245	353	691	691
19	130	154	176	242	350	689	689
20	127	151	173	239	347	686	686
21	124	149	171	237	345	684	684
22	122	146	168	234	342	681	681
23	119	144	166	232	340	678	678
24	117	141	163	229	337	676	676
25	114	139	161	227	335	674	674
26	112	136	158	224	332	671	671
27	110	134	156	222	330	669	669
28	108	132	154	220	328	667	667
29	106	130	152	218	326	665	665
30	104	128	150	216	324	663	663

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	9	26	52	110	246	585	1 252
2	9	26	52	110	246	585	1 027
3	10	29	53	104	244	583	850
4	12	34	57	101	245	583	711
5	17	40	62	104	246	584	601
6	18	44	66	100	246	585	585
7	19	46	65	93	247	586	586
8	17	44	64	92	247	586	586
9	17	45	66	95	247	586	586
10	19	48	69	99	247	586	586
11	21	50	71	103	247	586	586
12	23	53	72	103	248	586	586
13	24	55	72	104	248	586	586
14	24	55	72	104	248	586	586
15	24	55	72	104	248	586	586
16	24	55	72	104	247	586	586
17	24	55	72	104	247	586	586
18	24	55	72	104	247	586	586
19	24	55	72	104	248	586	586
20	24	55	72	104	248	587	587
21	24	55	72	104	248	587	587
22	24	55	72	104	248	587	587
23	24	55	72	104	249	587	587
24	24	55	72	104	249	587	587
25	24	55	72	104	249	587	587
26	24	55	72	104	249	587	587
27	24	55	72	104	248	587	587
28	24	55	72	104	248	587	587
29	24	55	72	104	248	587	587
30	24	55	72	104	248	587	587

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	92	206	545	1 216
2	1	5	12	91	205	543	996
3	2	5	11	82	200	538	823
4	2	6	13	82	197	536	687
5	3	7	18	84	197	535	581
6	4	8	21	89	196	535	535
7	5	9	22	91	196	535	535
8	5	9	22	89	196	535	535
9	7	11	22	88	196	535	535
10	7	11	22	88	196	535	535
11	8	12	23	88	196	535	535
12	8	13	25	89	197	535	535
13	10	14	26	89	197	536	536
14	10	14	29	89	197	536	536
15	11	16	30	90	198	536	536
16	11	16	31	90	198	537	537
17	12	17	33	90	198	537	537
18	13	18	34	91	199	537	537
19	14	19	35	91	199	538	538
20	14	19	37	92	200	539	539
21	15	20	38	93	201	539	539
22	15	21	39	93	201	540	540
23	16	22	40	93	202	540	540
24	17	22	42	94	202	541	541
25	17	23	43	94	202	541	541
26	18	24	45	94	202	541	541
27	18	25	46	94	202	541	541
28	19	25	47	94	202	541	541
29	20	26	48	94	202	541	541
30	20	28	49	95	203	541	541

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Commission Implementing Regulation (EU) 2018/165Show full title

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2.EXPOSURES TO FINANCIAL INSTITUTIONSU.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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