ANNEX I
Templates for reporting on intra-group trasactions (IGT) and risk concentration (RC)
|
Index |
|
|
FC.00 |
Summary template |
|
FC.01 |
Equity-type transactions, debt and asset transfers |
|
FC.02 |
Derivatives |
|
FC.03 |
Off-balance sheet and contingent liabilities |
|
FC.04 |
Insurance-reinsurance |
|
FC.05 |
P&L |
|
FC.06 |
Risk Concentration - Exposure by counterparties |
|
FC.07 |
Risk Concentration – Exposure by currency, sector, country |
|
FC.08 |
Risk Concentration – Exposure by asset class and rating |
FC.00 Summary template
FC.01 Equity-type transactions, debt and asset transfers
FC.02 Derivatives
FC.03 Off-balance sheet and contingent liabilities
FC.04 Insurance-reinsurance
FC.05 P&L
FC.06 Risk Concentration - Exposure by counterparties
FC.07 Risk Concentration – Exposure by currency, sector, country
Exposure by currency
|
Currency area |
Exposure |
% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
100,00% |
Exposure by sector
|
Sector |
Exposure |
% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
100,00% |
Exposure by country
|
Country |
Exposure |
% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
100,00% |
FC.08 Risk Concentration – Exposure by asset class and rating
Equity
|
|
Exposure |
Share of total assets |
|
Total |
|
|
National government, international financial organisation and central banks bonds
|
Rating |
Exposure |
% |
|
AAA |
|
|
|
AA |
|
|
|
A |
|
|
|
BBB |
|
|
|
Non investment grade |
|
|
|
Total |
|
100,00% |
Regional governments, local authorities and public sector entities bonds
|
Rating |
Exposure |
% |
|
AAA |
|
|
|
AA |
|
|
|
A |
|
|
|
BBB |
|
|
|
Non investment grade |
|
|
|
Total |
|
100,00% |
Corporate bonds
|
Rating |
Exposure |
% |
|
AAA |
|
|
|
AA |
|
|
|
A |
|
|
|
BBB |
|
|
|
Non investment grade |
|
|
|
Total |
|
100,00% |