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Annex I

ANNEX I

STANDARD FORMAT FOR DISCLOSURE OF INFORMATION IN RELATION TO THE COMPLIANCE OF INSTITUTIONS WITH THE REQUIREMENT FOR A COUNTERCYCLICAL CAPITAL BUFFER

Table 1

Geographical distribution of credit exposures relevant for the calculation of the countercyclical capital buffer

Row

 

General credit exposures

Trading book exposure

Securitisation exposure

Own funds requirements

Own funds requirement weights

Countercyclical capital buffer rate

Exposure value for SA

Exposure value IRB

Sum of long and short position of trading book

Value of trading book exposure for internal models

Exposure value for SA

Exposure value for IRB

Of which: General credit exposures

Of which: Trading book exposures

Of which: Securitisation exposures

Total

 

 

010

020

030

040

050

060

070

080

090

100

110

120

010

Breakdown by country

 

 

 

 

 

 

 

 

 

 

 

 

 

Country:001

 

 

 

 

 

 

 

 

 

 

 

 

 

002

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

NNN

 

 

 

 

 

 

 

 

 

 

 

 

020

 

 

 

 

 

 

 

 

 

 

 

 

 


Table 2

Amount of institution-specific countercyclical capital buffer

Row

 

Column

 

 

010

010

Total risk exposure amount

 

020

Institution specific countercyclical buffer rate

 

030

Institution specific countercyclical buffer requirement

 

No longer in force since 27/06/2021

Initial Legal Act

Amendment History