TEMPLATES FOR REPORTING LARGE EXPOSURES AND CONCENTRATION RISK
LARGE EXPOSURES TEMPLATES | |||
|---|---|---|---|
Template number | Template code | Name of the template /group of templates | Short name |
LARGE EXPOSURES | LE | ||
26 | C 26.00 | Large Exposures limits | LE LIMITS |
27 | C 27.00 | Identification of the counterparty | LE 1 |
28 | C 28.00 | Exposures in the non-trading and trading book | LE 2 |
29 | C 29.00 | Detail of the exposures to individual clients within groups of connected clients | LE 3 |
C 26.00 — Large Exposures limits (LE Limits)
Applicable limit | ||
|---|---|---|
010 | ||
010 | Non institutions | |
020 | Institutions | |
030 | Institutions in % | |
040 | Globally Systemic Important Institutions (G-SIIs) | |
C 27.00 — Identification of the counterparty (LE 1)
COUNTERPARTY IDENTIFICATION | |||||||
|---|---|---|---|---|---|---|---|
Code | Type of code | Name | National code | Residence of the counterparty | Sector of the counterparty | NACE code | Type of counterparty |
011 | 015 | 021 | 035 | 040 | 050 | 060 | 070 |
C 28.00 — Exposures in the non-trading and trading book (LE 2)
COUNTERPARTY | ORIGINAL EXPOSURES | (-) Value adjustments and provisions | (-) Exposures deducted from CET 1 or Additional Tier 1 items | Exposure value before application of exemptions and CRM | ELIGIBLE CREDIT RISK MITIGATION (CRM) TECHNIQUES | (-) Amounts exempted | Exposure value after application of exemptions and CRM | |||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Code | Group or individual | Transactions where there is an exposure to underlying assets | (-) Substitution effect of eligible credit risk mitigation techniques | (-) Funded credit protection other than substitution effect | (-) Real estate | |||||||||||||||||||||||||||||
Direct exposures | Indirect exposures | Additional exposures arising from transactions where there is an exposure to underlying assets | ||||||||||||||||||||||||||||||||
Total original exposure | Of which: defaulted | Debt instruments | Equity instruments | Derivatives | Off balance sheet items | Debt instruments | Equity instruments | Derivatives | Off balance sheet items | Total | Of which: Non-trading book | % of Tier 1 capital | (-) Debt instruments | (-) Equity instruments | (-) Derivatives | (-) Off balance sheet items | Total | Of which: Non-trading book | % of Tier 1 capital | |||||||||||||||
Loan commitments | Financial guarantees | Other commitments | Loan commitments | Financial guarantees | Other commitments | (-) Loan commitments | (-) Financial guarantees | (-) Other commitments | ||||||||||||||||||||||||||
010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 280 | 290 | 300 | 310 | 320 | 330 | 340 | 350 |
C 29.00 — Detail of the exposures to individual clients within groups of connected clients (LE 3)
COUNTERPARTY | ORIGINAL EXPOSURES | (-) Value adjustments and provisions | (-) Exposures deducted from CET 1 or Additional Tier 1 items | Exposure value before application of exemptions and CRM | ELIGIBLE CREDIT RISK MITIGATION (CRM) TECHNIQUES | (-) Amounts exempted | Exposure value after application of exemptions and CRM | |||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Code | Group code | Transactions where there is an exposure to underlying assets | (-) Substitution effect of eligible credit risk mitigation techniques | (-) Funded credit protection other than substitution effect | (-) Real estate | |||||||||||||||||||||||||||||
Direct exposures | Indirect exposures | Additional exposures arising from transactions where there is an exposure to underlying assets | ||||||||||||||||||||||||||||||||
Total original exposure | Of which: defaulted | Debt instruments | Equity instruments | Derivatives | Off balance sheet items | Debt instruments | Equity instruments | Derivatives | Off balance sheet items | Total | Of which: Non-trading book | % of Tier 1 capital | (-) Debt instruments | (-) Equity instruments | (-) Derivatives | (-) Off balance sheet items | Total | Of which: Non-trading book | % of Tier 1 capital | |||||||||||||||
Loan commitments | Financial guarantees | Other commitments | Loan commitments | Financial guarantees | Other commitments | (-) Loan commitments | (-) Financial guarantees | (-) Other commitments | ||||||||||||||||||||||||||
010 | 020 | 030 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | 250 | 260 | 270 | 280 | 290 | 300 | 310 | 320 | 330 | 340 | 350 | 360 |