COREP 2017-A
TOCTable of ContentsCOREP 2017-AC 00.01Nature of Report
(COREP)C 01.00Capital Adequacy - Own funds definitionC 02.00Capital
Adequacy - Risk Exposure AmountsC 03.00Capital Adequacy - RatiosC
04.00Capital Adequacy - Memorandum ItemsC 05.01Capital Adequacy -
Transitional provisions: SummaryC 05.02Capital Adequacy -
Transitional provisions: Grandfathered instruments not constituting
State aidC 06.01Group Solvency - TotalC 06.02Group SolvencyC
07.00.aCredit and counterparty credit risks and free deliveries:
Standardised Approach to capital requirementsC 07.00.bCredit and
counterparty credit risks and free deliveries: Standardised
Approach to capital requirements - Of which: Arising from
Counterparty Credit RiskC 07.00.cCredit and counterparty credit
risks and free deliveries: Standardised Approach to capital
requirements - Memorandum items - Secured on PropertyC
07.00.dCredit and counterparty credit risks and free deliveries:
Standardised Approach to capital requirements - Memorandum items -
in defaultC 08.01.aCredit and counterparty credit risks and free
deliveries: IRB Approach to capital requirements - TOTALC
08.01.bCredit and counterparty credit risks and free deliveries:
IRB Approach to capital requirements - TOTAL - Of which arising
from counterparty credit risk and off balance sheetC 08.02Credit
and counterparty credit risks and free deliveries: IRB Approach to
capital requirements - Breakdown of exposures assigned to obligor
grades or pools by obligor gradesC 09.01.aGeographical breakdown of
exposures by residence of the obligor (SA exposures)C
09.01.bGeographical breakdown of exposures by residence of the
obligor (SA exposures) - Exposures in defaultC 09.02Geographical
breakdown of exposures by residence of the obligor (IRB exposures)C
09.04Breakdown of credit exposures relevant for the calculation of
the countercyclical buffer by country and institution-specific
countercyclical buffer rateC 10.01Credit risk: Equity - IRB
approaches to capital requirements - TOTALC 10.02Credit risk:
Equity - IRB approaches to capital requirements - Breakdown of
total exposures under the PD/LGD Approach by obligor gradesC
11.00Settlement/Delivery riskC 12.00.aCredit risk: Securitisations
- Standardised Approach to own funds requirementsC 12.00.bCredit
risk: Securitisations - Standardised Approach to own funds
requirementsC 13.00.aCredit risk: Securitisations - IRB Approach to
own funds requirementsC 13.00.bCredit risk: Securitisations - IRB
Approach to own funds requirementsC 14.00Detailed information on
securitisationsC 15.00Exposures and losses from lending
collateralised immovable propertyC 16.00.aOperational risk -
Excluding AMAC 16.00.bOperational risk - AMAC 17.01.aOperational
risk: Losses and recoveries by business lines and event types in
the last yearC 17.01.bOperational risk: Thresholds applied in data
collectionsC 17.02Operational risk: Large loss eventsC 18.00Market
risk: Standardised Approach for traded debt instrumentsC
19.00Market risk: Standardised Approach for specific risk in
securitisationsC 20.00Market risk: Standardised Approach for
specific risk in the correlation trading portfolioC 21.00Market
risk: Standardised Approach for position risk in equitiesC
22.00Market risk: Standardised Approaches for foreign exchange
riskC 23.00Market risk: Standardised Approach for position risk in
commoditiesC 24.00Market risk: Internal models - TotalC 25.00CVA
RISKC 26.00Large exposures limitsC 27.00Identification of the
counterpartyC 28.00Exposures in the non-trading and trading bookC
29.00Detail of the exposures to individual clients within groups of
connected clientsC 30.00Maturity buckets of the 10 largest
exposures to institutions and the 10 largest exposures to
unregulated financial entitiesC 31.00Maturity buckets of the 10
largest exposures to institutions and the 10 largest exposures to
unregulated financial entities: detail of the exposures to
individual clients within groups of connected clientsC
33.00.aGeneral governments exposures by country of the counterparty
and regulatory approach (Gov)C 33.00.bGeneral governments exposures
by country of the counterparty and regulatory approach (Gov)C
40.00Alternative treatment of the Exposure MeasureC 41.00On- and
off-balance sheet items additional breakdown of exposuresC
42.00Alternative definition of capitalC 43.00.aBreakdown of
leverage ratio exposure measure components: Off-balance sheet
items, derivatives, SFTs and trading bookC 43.00.bBreakdown of
leverage ratio exposure measure components: Other non-trading book
exposures (SA)C 43.00.cBreakdown of leverage ratio exposure measure
components: Other non-trading book exposures (IRB)C 44.00General
InformationC 47.00Leverage ratio calculationC 51.00.aLiquidity
Coverage. Liquid assets (I). TotalC 51.00.bLiquidity Coverage.
Liquid assets (II). TotalC 51.00.wLiquidity Coverage. Liquid assets
(I). Significant currenciesC 51.00.xLiquidity Coverage. Liquid
assets (II). Significant currenciesC 52.00.aLiquidity Coverage.
Outflows (I). TotalC 52.00.bLiquidity Coverage. Outflows (II).
TotalC 52.00.cLiquidity Coverage. Outflows (III). TotalC
52.00.dLiquidity Coverage. Outflows (IV). TotalC 52.00.wLiquidity
Coverage. Outflows (I). Significant currenciesC 52.00.xLiquidity
Coverage. Outflows (II). Significant currenciesC 52.00.yLiquidity
Coverage. Outflows (III). Significant currenciesC 52.00.zLiquidity
Coverage. Outflows (IV). Significant currenciesC 53.00.aLiquidity
Coverage. Inflows (I). TotalC 53.00.bLiquidity Coverage. Inflows
(II). TotalC 53.00.cLiquidity Coverage. Inflows (III). TotalC
53.00.wLiquidity Coverage. Inflows (I). Significant currenciesC
53.00.xLiquidity Coverage. Inflows (II). Significant currenciesC
53.00.yLiquidity Coverage. Inflows (III). Significant currenciesC
54.00.aLiquidity Coverage. Collateral swaps. TotalC
54.00.wLiquidity Coverage. Collateral swaps. Significant
currenciesC 60.00.aStable funding. Items requiring stable funding
(I). TotalC 60.00.bStable funding. Items requiring stable funding
(II). TotalC 60.00.wStable funding. Items requiring stable funding
(I). Significant currenciesC 60.00.xStable funding. Items requiring
stable funding (II). Significant currenciesC 61.00.aStable funding.
Items providing stable funding (I). TotalC 61.00.bStable funding.
Items providing stable funding (II). TotalC 61.00.wStable funding.
Items providing stable funding (I). Significant currenciesC
61.00.xStable funding. Items providing stable funding (II).
Significant currenciesC 66.01.aMaturity ladder. Total. Overnight
and higher maturityC 66.01.bMaturity ladder. Total. Initial stockC
66.01.cMaturity ladder. Total. Behavioural flowsC 66.01.wMaturity
ladder. Significant currencies. Overnight and higher maturityC
66.01.xMaturity ladder. Significant currencies. Initial stockC
66.01.yMaturity ladder. Significant currencies. Behavioural flowsC
67.00.aConcentration of funding by counterparty. TotalC
67.00.wConcentration of funding by counterparty. Significant
currenciesC 68.00.aConcentration of funding by product type. TotalC
68.00.wConcentration of funding by product type. Significant
currenciesC 69.00.aPrices for various lengths of funding. TotalC
69.00.wPrices for various lengths of funding. Significant
currenciesC 70.00.aRoll-over of funding. TotalC 70.00.wRoll-over of
funding. Significant currenciesC 71.00.aConcentration of
counterbalancing capacity by counterparty. TotalC
71.00.wConcentration of counterbalancing capacity by counterparty.
Significant currenciesC 72.00.aLiquidity Coverage . Liquid assets.
Total (DA)C 72.00.wLiquidity Coverage. Liquid assets. Significant
currencies (DA)C 73.00.aLiquidity Coverage. Outflows. Total (DA)C
73.00.wLiquidity Coverage. Outflows. Significant currencies (DA)C
74.00.aLiquidity Coverage. Inflows. Total (DA)C 74.00.wLiquidity
Coverage. Inflows. Significant currencies (DA)C 75.00.aLiquidity
Coverage. Collateral swaps. Total (DA)C 75.00.wLiquidity Coverage.
Collateral swaps. Significant currencies (DA)C 76.00.aLiquidity
Coverage. Calculations. Total (DA)C 76.00.wLiquidity Coverage.
Calculations. Significant currencies (DA)
C 00.01C 00.01 - Nature of Report (COREP)ColumnsMetric(BAS:BA)
BaseNature of Report010RowsAccounting framework010
ojones: Metric = Accounting standard [ei:AS:AS1]Base = Memorandum
items31870[Accounting standard]
ojones: DataPointVID 31870DataPointID 31870Metric = Accounting
standard [ei:AS:AS1]Base = Memorandum itemValue chosen from:(:)
National GAAP(:) IFRS(ei4) Accounting standard [ei:AS:AS1](BA:x17)
Memorandum itemsReporting Level020
ojones: Metric = Reporting level [ei:SC:SC1]Base = Memorandum
items37969[Reporting level]
ojones: DataPointVID 37969DataPointID 37969Metric = Reporting level
[ei:SC:SC1]Base = Memorandum itemValue chosen from:(:)
Individual(:) Consolidated(ei207) Reporting level
[ei:SC:SC1](BA:x17) Memorandum items
C 01.00C 01.00 - Capital Adequacy - Own funds
definitionColumnsMetric(BAS:BA) Base(MCY:MC) Main category(APR:AP)
Approach for prudential purposes(OFS:OF) Own funds(TRI:TR) Type of
risk(CNO:BT) Controlling and non-controlling owners(CPY:CT)
Counterparty nature(MCL:MC) Main category that generates the
deferred tax liability(MCU:MC) Main category of the
underlying(PUR:PU) Purpose(RPR:RP) Related
parties/Relationships(INV:PL) Significant investments(TOF:OF)
Transitionally treated as in Own FundsAmount010RowsOWN
FUNDS010
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Regulatory capital itemsOwn funds =
Total own funds33413$
ojones: {C 01.00, r010, c 010}=={C 42.00, r040, c 010}DataPointVID
33413DataPointID 33413Metric = Amount including transitional
provisions [mi]Base = Own fundsMain category = Regulatory capital
itemsOwn funds = Total own funds(mi81) Amount including
transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory
capital items(OF:x10) Total own fundsTIER 1 CAPITAL015
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Regulatory capital itemsOwn funds = T1
Capital84817$
ojones: {C 61.00.a, r010, c 050, s010}=={C 01.00, r015, c 010}=={C
47.00, r320, c 010}DataPointVID 84817DataPointID 84817Metric =
Amount including transitional provisions [mi]Base = Own fundsMain
category = Regulatory capital itemsOwn funds = T1 Capital(mi81)
Amount including transitional provisions [mi](BA:x11) Own
funds(MC:x275) Regulatory capital items(OF:x8) T1 CapitalCOMMON
EQUITY TIER 1 CAPITAL020
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Regulatory capital itemsOwn funds = CET1
Capital33411$
ojones: {C 01.00, r020, c 010}=={C 42.00, r020, c 010}DataPointVID
33411DataPointID 33411Metric = Amount including transitional
provisions [mi]Base = Own fundsMain category = Regulatory capital
itemsOwn funds = CET1 Capital(mi81) Amount including transitional
provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital
items(OF:x2) CET1 CapitalCapital instruments eligible as CET1
Capital030
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. CapitalOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent33306$
ojones: DataPointVID 33306DataPointID 33306Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category = Equity instruments issued.
CapitalOwn funds = CET1 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x133) Equity instruments issued.
Capital(OF:x2) CET1 Capital(BT:x4) Owners of the parentPaid up
capital instruments040
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid upOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent32673$
ojones: DataPointVID 32673DataPointID 32673Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Equity instruments issued. Capital.
Paid upOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x134) Equity instruments issued. Capital. Paid
up(OF:x2) CET1 Capital(BT:x4) Owners of the parentOf which: Capital
instruments subscribed by public authorities in emergency
situations045
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid upOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parentCounterparty nature = State, public authority or public-owned
entityPurpose = Emergency situation117442$
ojones: DataPointVID 117442DataPointID 117442Metric = Carrying
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentCounterparty nature = State, public authority
or public-owned entityMain category = Equity instruments issued.
Capital. Paid upOwn funds = CET1 CapitalPurpose = Emergency
situation(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134)
Equity instruments issued. Capital. Paid up(OF:x2) CET1
Capital(BT:x4) Owners of the parent(CT:x541) State, public
authority or public-owned entity(PU:x29) Emergency
situationMemorandum item: Capital instruments not eligible050
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid upOwn funds =
Non-eligible as CET1 due to reversible situationsControlling and
non-controlling owners = Owners of the parent32675$
ojones: DataPointVID 32675DataPointID 32675Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Equity instruments issued. Capital.
Paid upOwn funds = Non-eligible as CET1 due to reversible
situations(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134)
Equity instruments issued. Capital. Paid up(OF:x6) Non-eligible as
CET1 due to reversible situations(BT:x4) Owners of the parentShare
premium060
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Share premiumOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parent32681$
ojones: DataPointVID 32681DataPointID 32681Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Share premiumOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share
premium(OF:x2) CET1 Capital(BT:x4) Owners of the parent(-) Own CET1
instruments070
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued33299$
ojones: DataPointVID 33299DataPointID 33299Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = HoldingsOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367)
Holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273)
Own equity instruments issued(-) Direct holdings of CET1
instruments080
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Direct holdingsOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued32669$
ojones: DataPointVID 32669DataPointID 32669Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category of the underlying = Own equity
instruments issuedMain category = Direct holdingsOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x365)
Direct holdings(OF:x2) CET1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issued(-) Indirect holdings
of CET1 instruments090
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Indirect holdingsOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued33295$
ojones: DataPointVID 33295DataPointID 33295Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Indirect holdingsOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x188)
Indirect holdings(OF:x2) CET1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issued(-) Synthetic holdings
of CET1 instruments091
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Synthetic holdingsOwn funds = CET1 CapitalControlling
and non-controlling owners = Owners of the parentMain category of
the underlying = Own equity instruments issued33297$
ojones: DataPointVID 33297DataPointID 33297Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Synthetic holdingsOwn funds =
CET1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x325) Synthetic holdings(OF:x2) CET1 Capital(BT:x4) Owners
of the parent(MC:x273) Own equity instruments issued(-) Actual or
contingent obligations to purchase own CET1 instruments092
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Actual or contingent obligations to purchase holdingsOwn
funds = CET1 CapitalControlling and non-controlling owners = Owners
of the parentMain category of the underlying = Own equity
instruments issued33301$
ojones: DataPointVID 33301DataPointID 33301Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Actual or contingent obligations
to purchase holdingsOwn funds = CET1 Capital(mi76) Computable
amount [mi](BA:x11) Own funds(MC:x374) Actual or contingent
obligations to purchase holdings(OF:x2) CET1 Capital(BT:x4) Owners
of the parent(MC:x273) Own equity instruments issuedRetained
earnings130
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Retained earnings, Profit or lossOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent33309$
ojones: DataPointVID 33309DataPointID 33309Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category = Retained earnings, Profit or
lossOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x363) Retained earnings, Profit or loss(OF:x2) CET1
Capital(BT:x4) Owners of the parentPrevious years retained
earnings140
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Retained earningsOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parent32679$
ojones: DataPointVID 32679DataPointID 32679Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Retained earningsOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x301)
Retained earnings(OF:x2) CET1 Capital(BT:x4) Owners of the
parentProfit or loss eligible150
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Profit or lossOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parent33307$
ojones: DataPointVID 33307DataPointID 33307Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category = Profit or lossOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x276)
Profit or loss(OF:x2) CET1 Capital(BT:x4) Owners of the
parentProfit or loss attributable to owners of the parent160
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Profit or lossOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parent32678$
ojones: DataPointVID 32678DataPointID 32678Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Profit or lossOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x276)
Profit or loss(OF:x2) CET1 Capital(BT:x4) Owners of the parent(-)
Part of interim or year-end profit not eligible170
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Profit or lossOwn funds = Non-eligibleControlling and
non-controlling owners = Owners of the parent33308$
ojones: DataPointVID 33308DataPointID 33308Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category = Profit or lossOwn funds =
Non-eligible(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x276) Profit or loss(OF:x4) Non-eligible(BT:x4) Owners of
the parentAccumulated other comprehensive income180
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Accumulated other comprehensive incomeOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent32671$
ojones: DataPointVID 32671DataPointID 32671Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Accumulated other comprehensive
incomeOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x9) Accumulated other comprehensive income(OF:x2) CET1
Capital(BT:x4) Owners of the parentOther reserves200
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Other reservesOwn funds = CET1 CapitalControlling and
non-controlling owners = Owners of the parent32677$
ojones: DataPointVID 32677DataPointID 32677Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Other reservesOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x269) Other
reserves(OF:x2) CET1 Capital(BT:x4) Owners of the parentFunds for
general banking risk210
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Funds for general banking risksOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent32676$
ojones: DataPointVID 32676DataPointID 32676Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Funds for general banking risksOwn
funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own
funds(MC:x179) Funds for general banking risks(OF:x2) CET1
Capital(BT:x4) Owners of the parentTransitional adjustments due to
grandfathered CET1 Capital instruments220
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Grandfathered instrumentsControlling and
non-controlling owners = Owners of the parentTransitionally treated
as in Own Funds = CET1 Capital38541$
ojones: {C 01.00, r220, c 010}=={C 05.01, r020, c 010}DataPointVID
38541DataPointID 38541Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Grandfathered
instrumentsTransitionally treated as in Own Funds = CET1
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the
parent(OF:x2) CET1 CapitalMinority interest given recognition in
CET1 capital230
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. Capital. Paid up, Share
premium, Own equity instruments issued, Retained earnings,
Accumulated other comprehensive income, Other reserves, Funds for
general banking risksOwn funds = CET1 CapitalControlling and
non-controlling owners = Non-controlling interests33293$
ojones: DataPointVID 33293DataPointID 33293Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Equity instruments issued.
Capital. Paid up, Share premium, Own equity instruments issued,
Retained earnings, Accumulated other comprehensive income, Other
reserves, Funds for general banking risksOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x138)
Equity instruments issued. Capital. Paid up, Share premium, Own
equity instruments issued, Retained earnings, Accumulated other
comprehensive income, Other reserves, Funds for general banking
risks(OF:x2) CET1 Capital(BT:x3) Non-controlling
interestsTransitional adjustments due to additional minority
interests240
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Due to minority
interests and equivalentsControlling and non-controlling owners =
Non-controlling interestsTransitionally treated as in Own Funds =
CET1 Capital38533$
ojones: {C 01.00, r240, c 010}=={C 05.01, r070, c 010}DataPointVID
38533DataPointID 38533Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Transitional adjustments.
Due to minority interests and equivalentsTransitionally treated as
in Own Funds = CET1 Capital(mi243) Transitional computable amount
[mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to
minority interests and equivalents(BT:x3) Non-controlling
interests(OF:x2) CET1 CapitalAdjustments to CET1 due to prudential
filters250
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Prudential filtersOwn funds = CET1 Capital33329$
ojones: DataPointVID 33329DataPointID 33329Metric = Computable
amount [mi]Base = Own fundsMain category = Prudential filtersOwn
funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x2) Prudential filters(OF:x2) CET1 Capital(-) Increases in
equity resulting from securitised assets260
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Prudential filter for increases in equity resulting from
securitised assetsOwn funds = CET1 Capital33340$
ojones: DataPointVID 33340DataPointID 33340Metric = Computable
amount [mi]Base = Own fundsMain category = Prudential filter for
increases in equity resulting from securitised assetsOwn funds =
CET1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x375) Prudential filter for increases in equity resulting
from securitised assets(OF:x2) CET1 CapitalCash flow hedge
reserve270
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Prudential filter for cash flow hedge reserveOwn funds = CET1
CapitalControlling and non-controlling owners = Owners of the
parent32682$
ojones: DataPointVID 32682DataPointID 32682Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Prudential filter for cash flow hedge
reserveOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x376) Prudential filter for cash flow hedge
reserve(OF:x2) CET1 Capital(BT:x4) Owners of the parentCumulative
gains and losses due to changes in own credit risk on fair valued
liabilities280
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Prudential filter for cumulative gains and losses due to
changes in own credit risk on fair valued liabilitiesOwn funds =
CET1 Capital33341$
ojones: DataPointVID 33341DataPointID 33341Metric = Computable
amount [mi]Base = Own fundsMain category = Prudential filter for
cumulative gains and losses due to changes in own credit risk on
fair valued liabilitiesOwn funds = CET1 Capital(mi76) Computable
amount [mi](BA:x11) Own funds(MC:x377) Prudential filter for
cumulative gains and losses due to changes in own credit risk on
fair valued liabilities(OF:x2) CET1 CapitalFair value gains and
losses arising from the institution's own credit risk related to
derivative liabilities285
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Prudential filter for fair value gains and losses
arising from the institution's own credit risk related to
derivative liabilitiesOwn funds = CET1 Capital55216$
ojones: DataPointVID 55216DataPointID 55216Metric = Computable
amount [mi]Base = Own fundsMain category = Prudential filter for
fair value gains and losses arising from the institution's own
credit risk related to derivative liabilitiesOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x503)
Prudential filter for fair value gains and losses arising from the
institution's own credit risk related to derivative
liabilities(OF:x2) CET1 Capital(-) Value adjustments due to the
requirements for prudent valuation290
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Prudential filter for value adjustments due to the
requirements for prudent valuationOwn funds = CET1
Capital33342$
ojones: DataPointVID 33342DataPointID 33342Metric = Computable
amount [mi]Base = Own fundsMain category = Prudential filter for
value adjustments due to the requirements for prudent valuationOwn
funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x378) Prudential filter for value adjustments due to the
requirements for prudent valuation(OF:x2) CET1 Capital(-)
Goodwill300
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = GoodwillOwn funds = CET1 Capital33336$
ojones: DataPointVID 33336DataPointID 33336Metric = Computable
amount [mi]Base = Own fundsMain category = GoodwillOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x184)
Goodwill(OF:x2) CET1 Capital(-) Goodwill accounted for as
intangible asset310
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= GoodwillOwn funds = CET1 Capital32692$
ojones: DataPointVID 32692DataPointID 32692Metric = Carrying amount
[mi]Base = Own fundsMain category = GoodwillOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x184)
Goodwill(OF:x2) CET1 Capital(-) Goodwill included in the valuation
of significant investments320
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instrumentsOwn funds = CET1 CapitalSignificant
investments = Significant Investment109293$
ojones: DataPointVID 109293DataPointID 109293Metric = Computable
amount [mi]Base = Own fundsSignificant investments = Significant
InvestmentMain category = Equity instrumentsOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x130)
Equity instruments(OF:x2) CET1 Capital(PL:x50) Significant
InvestmentDeferred tax liabilities associated to goodwill330
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Deferred tax liabilitiesOwn funds = CET1 CapitalMain category
that generates the deferred tax liability = Goodwill32683$
ojones: DataPointVID 32683DataPointID 32683Metric = Carrying amount
[mi]Base = Own fundsMain category that generates the deferred tax
liability = GoodwillMain category = Deferred tax liabilitiesOwn
funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own
funds(MC:x81) Deferred tax liabilities(OF:x2) CET1 Capital(MC:x184)
Goodwill(-) Other intangible assets340
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Intangible assets other than Goodwill and Deferred tax
liabilities associated to Intangible assets other than GoodwillOwn
funds = CET1 Capital33337$
ojones: DataPointVID 33337DataPointID 33337Metric = Computable
amount [mi]Base = Own fundsMain category = Intangible assets other
than Goodwill and Deferred tax liabilities associated to Intangible
assets other than GoodwillOwn funds = CET1 Capital(mi76) Computable
amount [mi](BA:x11) Own funds(MC:x211) Intangible assets other than
Goodwill and Deferred tax liabilities associated to Intangible
assets other than Goodwill(OF:x2) CET1 Capital(-) Other intangible
assets before deduction of deferred tax liabilities350
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Intangible assets other than GoodwillOwn funds = CET1
Capital32693$
ojones: DataPointVID 32693DataPointID 32693Metric = Carrying amount
[mi]Base = Own fundsMain category = Intangible assets other than
GoodwillOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x210) Intangible assets other than Goodwill(OF:x2)
CET1 CapitalDeferred tax liabilities associated to other intangible
assets360
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Deferred tax liabilities associated to Intangible assets other
than GoodwillOwn funds = CET1 CapitalMain category that generates
the deferred tax liability = Intangible assets other than
Goodwill32684$
ojones: DataPointVID 32684DataPointID 32684Metric = Carrying amount
[mi]Base = Own fundsMain category that generates the deferred tax
liability = Intangible assets other than GoodwillMain category =
Deferred tax liabilities associated to Intangible assets other than
GoodwillOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x83) Deferred tax liabilities associated to Intangible
assets other than Goodwill(OF:x2) CET1 Capital(MC:x210) Intangible
assets other than Goodwill(-) Deferred tax assets that rely on
future profitability and do not arise from temporary differences
net of associated tax liabilities370
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deferred tax assets that rely on future profitability
and do not arise from temporary differences net of associated tax
liabilitiesOwn funds = CET1 Capital33334$
ojones: DataPointVID 33334DataPointID 33334Metric = Computable
amount [mi]Base = Own fundsMain category = Deferred tax assets that
rely on future profitability and do not arise from temporary
differences net of associated tax liabilitiesOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x80)
Deferred tax assets that rely on future profitability and do not
arise from temporary differences net of associated tax
liabilities(OF:x2) CET1 Capital(-) IRB shortfall of credit risk
adjustments to expected losses380
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = IRB shortfall of credit risk adjustments to expected
lossesOwn funds = CET1 Capital33339$
ojones: DataPointVID 33339DataPointID 33339Metric = Computable
amount [mi]Base = Own fundsMain category = IRB shortfall of credit
risk adjustments to expected lossesOwn funds = CET1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x217) IRB shortfall of
credit risk adjustments to expected losses(OF:x2) CET1
Capital(-)Defined benefit pension fund assets390
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Defined benefit pension fund assets, Defined benefit
pension fund assets which the institution has an restricted ability
to use, Deferred tax liabilities associated to defined benefit
pension fund assetsOwn funds = CET1 Capital109296$
ojones: DataPointVID 109296DataPointID 109296Metric = Computable
amount [mi]Base = Own fundsMain category = Defined benefit pension
fund assets, Defined benefit pension fund assets which the
institution has an restricted ability to use, Deferred tax
liabilities associated to defined benefit pension fund assetsOwn
funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x541) Defined benefit pension fund assets, Defined benefit
pension fund assets which the institution has an restricted ability
to use, Deferred tax liabilities associated to defined benefit
pension fund assets(OF:x2) CET1 Capital(-)Defined benefit pension
fund assets400
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Defined benefit pension fund assetsOwn funds = CET1
Capital109292$
ojones: DataPointVID 109292DataPointID 109292Metric = Carrying
amount [mi]Base = Own fundsMain category = Defined benefit pension
fund assetsOwn funds = CET1 Capital(mi53) Carrying amount
[mi](BA:x11) Own funds(MC:x540) Defined benefit pension fund
assets(OF:x2) CET1 CapitalDeferred tax liabilities associated to
defined benefit pension fund assets410
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Deferred tax liabilities associated to defined benefit pension
fund assetsOwn funds = CET1 Capital32687$
ojones: DataPointVID 32687DataPointID 32687Metric = Carrying amount
[mi]Base = Own fundsMain category = Deferred tax liabilities
associated to defined benefit pension fund assetsOwn funds = CET1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x82)
Deferred tax liabilities associated to defined benefit pension fund
assets(OF:x2) CET1 CapitalDefined benefit pension fund assets which
the institution has an unrestricted ability to use420
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Defined benefit pension fund assets which the institution has an
unrestricted ability to useOwn funds = CET1 Capital32688$
ojones: DataPointVID 32688DataPointID 32688Metric = Carrying amount
[mi]Base = Own fundsMain category = Defined benefit pension fund
assets which the institution has an unrestricted ability to useOwn
funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own
funds(MC:x88) Defined benefit pension fund assets which the
institution has an unrestricted ability to use(OF:x2) CET1
Capital(-) Reciprocal cross holdings in CET1 Capital430
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Reciprocal cross holdingsOwn funds = CET1 CapitalMain
category of the underlying = Equity instrumentsRelated
parties/Relationships = Entities of the financial
sector33327$
ojones: DataPointVID 33327DataPointID 33327Metric = Computable
amount [mi]Base = Own fundsMain category of the underlying = Equity
instrumentsMain category = Reciprocal cross holdingsOwn funds =
CET1 CapitalRelated parties/Relationships = Entities of the
financial sector(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x295) Reciprocal cross holdings(OF:x2) CET1
Capital(MC:x130) Equity instruments(RP:x2) Entities of the
financial sector(-) Excess of deduction from AT1 items over AT1
Capital (see 1.2.10)440
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Excess of deduction from lower level
capitalOwn funds = CET1 Capital33407$
ojones: DataPointVID 33407DataPointID 33407Metric = Amount
including transitional provisions [mi]Base = Own fundsMain category
= Excess of deduction from lower level capitalOwn funds = CET1
Capital(mi81) Amount including transitional provisions [mi](BA:x11)
Own funds(MC:x148) Excess of deduction from lower level
capital(OF:x2) CET1 Capital(-) Qualifying holdings outside the
financial sector which can alternatively be subject to a 1.250%
risk weight450
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductions related to alternative treatment of
exposuresOwn funds = CET1 CapitalRelated parties/Relationships =
Other than entities of the financial sector109294$
ojones: DataPointVID 109294DataPointID 109294Metric = Computable
amount [mi]Base = Own fundsMain category = Deductions related to
alternative treatment of exposuresOwn funds = CET1 CapitalRelated
parties/Relationships = Other than entities of the financial
sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75)
Deductions related to alternative treatment of exposures(OF:x2)
CET1 Capital(RP:x7) Other than entities of the financial sector(-)
Securitisation positions which can alternatively be subject to a
1.250% risk weight460
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductions related to alternative treatment of
exposuresApproach for prudential purposes = Approaches for
securitisation exposuresOwn funds = CET1 Capital109203$
ojones: DataPointVID 109203DataPointID 109203Approach for
prudential purposes = Approaches for securitisation exposuresMetric
= Computable amount [mi]Base = Own fundsMain category = Deductions
related to alternative treatment of exposuresOwn funds = CET1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75)
Deductions related to alternative treatment of exposures(AP:x52)
Approaches for securitisation exposures(OF:x2) CET1 Capital(-) Free
deliveries which can alternatively be subject to a 1.250% risk
weight470
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductions related to alternative treatment of
exposuresOwn funds = CET1 CapitalType of risk = Credit risk and
free deliveries109295$
ojones: DataPointVID 109295DataPointID 109295Metric = Computable
amount [mi]Base = Own fundsMain category = Deductions related to
alternative treatment of exposuresOwn funds = CET1 CapitalType of
risk = Credit risk and free deliveries(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x75) Deductions related to alternative
treatment of exposures(OF:x2) CET1 Capital(TR:x3) Credit risk and
free deliveries(-) Positions in a basket for which an institution
cannot determine the risk weight under the IRB approach, and can
alternatively be subject to a 1.250% risk weight471
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductions related to alternative treatment of
exposuresApproach for prudential purposes = IRB ApproachOwn funds =
CET1 Capital109056$
ojones: DataPointVID 109056DataPointID 109056Approach for
prudential purposes = IRB ApproachMetric = Computable amount
[mi]Base = Own fundsMain category = Deductions related to
alternative treatment of exposuresOwn funds = CET1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related
to alternative treatment of exposures(AP:x27) IRB Approach(OF:x2)
CET1 Capital(-) Equity exposures under an internal models approach
which can alternatively be subject to a 1.250% risk weight472
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductions related to alternative treatment of
exposuresApproach for prudential purposes = Internal models
approachOwn funds = CET1 Capital109143$
ojones: DataPointVID 109143DataPointID 109143Approach for
prudential purposes = Internal models approachMetric = Computable
amount [mi]Base = Own fundsMain category = Deductions related to
alternative treatment of exposuresOwn funds = CET1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related
to alternative treatment of exposures(AP:x33) Internal models
approach(OF:x2) CET1 Capital(-) CET1 instruments of financial
sector entities where the institution does not have a significant
investment480
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = CET1 CapitalMain category of the
underlying = Equity instrumentsRelated parties/Relationships =
Entities of the financial sectorSignificant investments =
Non-Significant Investment33311$
ojones: DataPointVID 33311DataPointID 33311Metric = Computable
amount [mi]Base = Own fundsSignificant investments =
Non-Significant InvestmentMain category of the underlying = Equity
instrumentsMain category = HoldingsOwn funds = CET1 CapitalRelated
parties/Relationships = Entities of the financial sector(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x2)
CET1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the
financial sector(PL:x36) Non-Significant Investment(-) Deductible
deferred tax assets that rely on future profitability and arise
from temporary differences490
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductible deferred tax assets that rely on future
profitability and arise from temporary differencesOwn funds = CET1
Capital33330$
ojones: DataPointVID 33330DataPointID 33330Metric = Computable
amount [mi]Base = Own fundsMain category = Deductible deferred tax
assets that rely on future profitability and arise from temporary
differencesOwn funds = CET1 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x71) Deductible deferred tax assets that
rely on future profitability and arise from temporary
differences(OF:x2) CET1 Capital(-) CET1 instruments of financial
sector entities where the institution has a significant
investment500
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = CET1 CapitalMain category of the
underlying = Equity instrumentsRelated parties/Relationships =
Entities of the financial sectorSignificant investments =
Significant Investment33314$
ojones: DataPointVID 33314DataPointID 33314Metric = Computable
amount [mi]Base = Own fundsSignificant investments = Significant
InvestmentMain category of the underlying = Equity instrumentsMain
category = HoldingsOwn funds = CET1 CapitalRelated
parties/Relationships = Entities of the financial sector(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x2)
CET1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the
financial sector(PL:x50) Significant Investment(-) Amount exceeding
the 17.65% threshold510
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Deductible deferred tax assets that rely on future
profitability and arise from temporary differences and Equity
instrumentsOwn funds = CET1 Capital33331$
ojones: DataPointVID 33331DataPointID 33331Metric = Computable
amount [mi]Base = Own fundsMain category = Deductible deferred tax
assets that rely on future profitability and arise from temporary
differences and Equity instrumentsOwn funds = CET1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x72) Deductible
deferred tax assets that rely on future profitability and arise
from temporary differences and Equity instruments(OF:x2) CET1
CapitalOther transitional adjustments to CET1 Capital520
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Other than
grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = CET1
Capital38632$
ojones: {C 01.00, r520, c 010}=={C 05.01, r100, c 010}DataPointVID
38632DataPointID 38632Metric = Transitional computable amount
[mi]Base = Own fundsMain category = Transitional adjustments. Other
than grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = CET1
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x344) Transitional adjustments. Other than grandfathered
Capital instruments and minority interests and equivalents(OF:x2)
CET1 Capital(-) Additional deductions of CET1 Capital due to
Article 3 CRR524
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Application of stricter requirements by institutionsOwn
funds = CET1 Capital55218$
ojones: DataPointVID 55218DataPointID 55218Metric = Computable
amount [mi]Base = Own fundsMain category = Application of stricter
requirements by institutionsOwn funds = CET1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x508) Application of
stricter requirements by institutions(OF:x2) CET1 CapitalCET1
capital elements or deductions - other529
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Other capital elements or deductionsOwn funds = CET1
Capital33345$
ojones: DataPointVID 33345DataPointID 33345Metric = Computable
amount [mi]Base = Own fundsMain category = Other capital elements
or deductionsOwn funds = CET1 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x404) Other capital elements or
deductions(OF:x2) CET1 CapitalADDITIONAL TIER 1 CAPITAL530
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Regulatory capital itemsOwn funds = AT1
Capital33410$
ojones: DataPointVID 33410DataPointID 33410Metric = Amount
including transitional provisions [mi]Base = Own fundsMain category
= Regulatory capital itemsOwn funds = AT1 Capital(mi81) Amount
including transitional provisions [mi](BA:x11) Own funds(MC:x275)
Regulatory capital items(OF:x1) AT1 CapitalCapital instruments
eligible as AT1 Capital540
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. CapitalOwn funds = AT1
CapitalControlling and non-controlling owners = Owners of the
parent33305$
ojones: DataPointVID 33305DataPointID 33305Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category = Equity instruments issued.
CapitalOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x133) Equity instruments issued. Capital(OF:x1) AT1
Capital(BT:x4) Owners of the parentPaid up capital
instruments550
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid upOwn funds = AT1
CapitalControlling and non-controlling owners = Owners of the
parent32672$
ojones: DataPointVID 32672DataPointID 32672Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Equity instruments issued. Capital.
Paid upOwn funds = AT1 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x134) Equity instruments issued. Capital. Paid
up(OF:x1) AT1 Capital(BT:x4) Owners of the parentMemorandum item:
Capital instruments not eligible560
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid upOwn funds =
Non-eligible as AT1 due to reversible situationsControlling and
non-controlling owners = Owners of the parent32674$
ojones: DataPointVID 32674DataPointID 32674Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Equity instruments issued. Capital.
Paid upOwn funds = Non-eligible as AT1 due to reversible
situations(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134)
Equity instruments issued. Capital. Paid up(OF:x5) Non-eligible as
AT1 due to reversible situations(BT:x4) Owners of the parentShare
premium570
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Share premiumOwn funds = AT1 CapitalControlling and
non-controlling owners = Owners of the parent32680$
ojones: DataPointVID 32680DataPointID 32680Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Share premiumOwn funds = AT1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share
premium(OF:x1) AT1 Capital(BT:x4) Owners of the parent(-) Own AT1
instruments580
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = AT1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued33298$
ojones: DataPointVID 33298DataPointID 33298Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = HoldingsOwn funds = AT1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367)
Holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273)
Own equity instruments issued(-) Direct holdings of AT1
instruments590
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Direct holdingsOwn funds = AT1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued32668$
ojones: DataPointVID 32668DataPointID 32668Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category of the underlying = Own equity
instruments issuedMain category = Direct holdingsOwn funds = AT1
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x365)
Direct holdings(OF:x1) AT1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issued(-) Indirect holdings
of AT1 instruments620
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Indirect holdingsOwn funds = AT1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued33294$
ojones: DataPointVID 33294DataPointID 33294Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Indirect holdingsOwn funds = AT1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x188)
Indirect holdings(OF:x1) AT1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issued(-) Synthetic holdings
of AT1 instruments621
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Synthetic holdingsOwn funds = AT1 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued33296$
ojones: DataPointVID 33296DataPointID 33296Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Synthetic holdingsOwn funds = AT1
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x325)
Synthetic holdings(OF:x1) AT1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issued(-) Actual or
contingent obligations to purchase own AT1 instruments622
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Actual or contingent obligations to purchase holdingsOwn
funds = AT1 CapitalControlling and non-controlling owners = Owners
of the parentMain category of the underlying = Own equity
instruments issued33300$
ojones: DataPointVID 33300DataPointID 33300Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issuedMain category = Actual or contingent obligations
to purchase holdingsOwn funds = AT1 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x374) Actual or contingent obligations to
purchase holdings(OF:x1) AT1 Capital(BT:x4) Owners of the
parent(MC:x273) Own equity instruments issuedTransitional
adjustments due to grandfathered AT1 Capital instruments660
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Grandfathered instrumentsControlling and
non-controlling owners = Owners of the parentTransitionally treated
as in Own Funds = AT1 Capital38540$
ojones: {C 01.00, r660, c 010}=={C 05.01, r020, c 020}DataPointVID
38540DataPointID 38540Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Grandfathered
instrumentsTransitionally treated as in Own Funds = AT1
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the
parent(OF:x1) AT1 CapitalInstruments issued by subsidiaries that
are given recognition in AT1 Capital670
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. Capital. Paid up, Share
premium, Own equity instruments issuedOwn funds = AT1
CapitalControlling and non-controlling owners = Non-controlling
interests33292$
ojones: DataPointVID 33292DataPointID 33292Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Equity instruments issued.
Capital. Paid up, Share premium, Own equity instruments issuedOwn
funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own
funds(MC:x137) Equity instruments issued. Capital. Paid up, Share
premium, Own equity instruments issued(OF:x1) AT1 Capital(BT:x3)
Non-controlling interestsTransitional adjustments due to additional
recognition in AT1 Capital of instruments issued by
subsidiaries680
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Due to minority
interests and equivalentsControlling and non-controlling owners =
Non-controlling interestsTransitionally treated as in Own Funds =
AT1 Capital38532$
ojones: {C 01.00, r680, c 010}=={C 05.01, r070, c 020}DataPointVID
38532DataPointID 38532Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Transitional adjustments.
Due to minority interests and equivalentsTransitionally treated as
in Own Funds = AT1 Capital(mi243) Transitional computable amount
[mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to
minority interests and equivalents(BT:x3) Non-controlling
interests(OF:x1) AT1 Capital(-) Reciprocal cross holdings in AT1
Capital690
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Reciprocal cross holdingsOwn funds = AT1 CapitalMain category of
the underlying = Equity instrumentsRelated parties/Relationships =
Entities of the financial sector32685$
ojones: DataPointVID 32685DataPointID 32685Metric = Carrying amount
[mi]Base = Own fundsMain category of the underlying = Equity
instrumentsMain category = Reciprocal cross holdingsOwn funds = AT1
CapitalRelated parties/Relationships = Entities of the financial
sector(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x295)
Reciprocal cross holdings(OF:x1) AT1 Capital(MC:x130) Equity
instruments(RP:x2) Entities of the financial sector(-) AT1
instruments of financial sector entities where the institution does
not have a significant investment700
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = AT1 CapitalMain category of the
underlying = Equity instrumentsRelated parties/Relationships =
Entities of the financial sectorSignificant investments =
Non-Significant Investment33310$
ojones: DataPointVID 33310DataPointID 33310Metric = Computable
amount [mi]Base = Own fundsSignificant investments =
Non-Significant InvestmentMain category of the underlying = Equity
instrumentsMain category = HoldingsOwn funds = AT1 CapitalRelated
parties/Relationships = Entities of the financial sector(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x1)
AT1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the
financial sector(PL:x36) Non-Significant Investment(-) AT1
instruments of financial sector entities where the institution has
a significant investment710
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = AT1 CapitalMain category of the
underlying = Equity instrumentsRelated parties/Relationships =
Entities of the financial sectorSignificant investments =
Significant Investment33313$
ojones: DataPointVID 33313DataPointID 33313Metric = Computable
amount [mi]Base = Own fundsSignificant investments = Significant
InvestmentMain category of the underlying = Equity instrumentsMain
category = HoldingsOwn funds = AT1 CapitalRelated
parties/Relationships = Entities of the financial sector(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x1)
AT1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the
financial sector(PL:x50) Significant Investment(-) Excess of
deduction from T2 items over T2 Capital720
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Excess of deduction from lower level
capitalOwn funds = AT1 Capital33406$
ojones: DataPointVID 33406DataPointID 33406Metric = Amount
including transitional provisions [mi]Base = Own fundsMain category
= Excess of deduction from lower level capitalOwn funds = AT1
Capital(mi81) Amount including transitional provisions [mi](BA:x11)
Own funds(MC:x148) Excess of deduction from lower level
capital(OF:x1) AT1 CapitalOther transitional adjustments to AT1
Capital730
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Other than
grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = AT1
Capital38631$
ojones: {C 01.00, r730, c 010}=={C 05.01, r100, c 020}DataPointVID
38631DataPointID 38631Metric = Transitional computable amount
[mi]Base = Own fundsMain category = Transitional adjustments. Other
than grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = AT1
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x344) Transitional adjustments. Other than grandfathered
Capital instruments and minority interests and equivalents(OF:x1)
AT1 CapitalExcess of deduction from AT1 items over AT1 Capital
(deducted in CET1)740
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Excess of deduction from the level of
capitalOwn funds = AT1 Capital33408$
ojones: DataPointVID 33408DataPointID 33408Metric = Amount
including transitional provisions [mi]Base = Own fundsMain category
= Excess of deduction from the level of capitalOwn funds = AT1
Capital(mi81) Amount including transitional provisions [mi](BA:x11)
Own funds(MC:x149) Excess of deduction from the level of
capital(OF:x1) AT1 Capital(-) Additional deductions of AT1 Capital
due to Article 3 CRR744
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Application of stricter requirements by institutionsOwn
funds = AT1 Capital55217$
ojones: DataPointVID 55217DataPointID 55217Metric = Computable
amount [mi]Base = Own fundsMain category = Application of stricter
requirements by institutionsOwn funds = AT1 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x508) Application of
stricter requirements by institutions(OF:x1) AT1 CapitalAT1 capital
elements or deductions - other748
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Other capital elements or deductionsOwn funds = AT1
Capital33344$
ojones: DataPointVID 33344DataPointID 33344Metric = Computable
amount [mi]Base = Own fundsMain category = Other capital elements
or deductionsOwn funds = AT1 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x404) Other capital elements or
deductions(OF:x1) AT1 CapitalTIER 2 CAPITAL750
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Regulatory capital itemsOwn funds = T2
Capital33412$
ojones: {C 61.00.a, r020, c 050, s010}=={C 01.00, r750, c
010}DataPointVID 33412DataPointID 33412Metric = Amount including
transitional provisions [mi]Base = Own fundsMain category =
Regulatory capital itemsOwn funds = T2 Capital(mi81) Amount
including transitional provisions [mi](BA:x11) Own funds(MC:x275)
Regulatory capital items(OF:x9) T2 CapitalCapital instruments and
subordinated loans eligible as T2 Capital760
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. Capital and subordinated
loansOwn funds = T2 Capital33343$
ojones: DataPointVID 33343DataPointID 33343Metric = Computable
amount [mi]Base = Own fundsMain category = Equity instruments
issued. Capital and subordinated loansOwn funds = T2 Capital(mi76)
Computable amount [mi](BA:x11) Own funds(MC:x379) Equity
instruments issued. Capital and subordinated loans(OF:x9) T2
CapitalPaid up capital instruments and subordinated loans770
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid up and subordinated
loansOwn funds = T2 Capital32691$
ojones: DataPointVID 32691DataPointID 32691Metric = Carrying amount
[mi]Base = Own fundsMain category = Equity instruments issued.
Capital. Paid up and subordinated loansOwn funds = T2 Capital(mi53)
Carrying amount [mi](BA:x11) Own funds(MC:x91) Equity instruments
issued. Capital. Paid up and subordinated loans(OF:x9) T2
CapitalMemorandum item: Capital instruments and subordinated loans
not eligible780
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Equity instruments issued. Capital. Paid up and subordinated
loansOwn funds = Non-eligible as T2 due to reversible
situations32690$
ojones: DataPointVID 32690DataPointID 32690Metric = Carrying amount
[mi]Base = Own fundsMain category = Equity instruments issued.
Capital. Paid up and subordinated loansOwn funds = Non-eligible as
T2 due to reversible situations(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x91) Equity instruments issued. Capital. Paid up and
subordinated loans(OF:x7) Non-eligible as T2 due to reversible
situationsShare premium790
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Share premiumOwn funds = T2 Capital32694$
ojones: DataPointVID 32694DataPointID 32694Metric = Carrying amount
[mi]Base = Own fundsMain category = Share premiumOwn funds = T2
Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share
premium(OF:x9) T2 Capital(-) Own T2 instruments800
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = T2 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued and subordinated
loans33304$
ojones: DataPointVID 33304DataPointID 33304Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issued and subordinated loansMain category =
HoldingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x367) Holdings(OF:x9) T2 Capital(BT:x4) Owners of the
parent(MC:x274) Own equity instruments issued and subordinated
loans(-) Direct holdings of T2 instruments810
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Direct holdingsOwn funds = T2 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued and subordinated
loans32670$
ojones: DataPointVID 32670DataPointID 32670Metric = Carrying amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category of the underlying = Own equity
instruments issued and subordinated loansMain category = Direct
holdingsOwn funds = T2 Capital(mi53) Carrying amount [mi](BA:x11)
Own funds(MC:x365) Direct holdings(OF:x9) T2 Capital(BT:x4) Owners
of the parent(MC:x274) Own equity instruments issued and
subordinated loans(-) Indirect holdings of T2 instruments840
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Indirect holdingsOwn funds = T2 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued and subordinated
loans33302$
ojones: DataPointVID 33302DataPointID 33302Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issued and subordinated loansMain category = Indirect
holdingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x188) Indirect holdings(OF:x9) T2 Capital(BT:x4)
Owners of the parent(MC:x274) Own equity instruments issued and
subordinated loans(-) Synthetic holdings of T2 instruments841
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Synthetic holdingsOwn funds = T2 CapitalControlling and
non-controlling owners = Owners of the parentMain category of the
underlying = Own equity instruments issued and subordinated
loans33303$
ojones: DataPointVID 33303DataPointID 33303Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Owners of the parentMain category of the underlying = Own equity
instruments issued and subordinated loansMain category = Synthetic
holdingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x325) Synthetic holdings(OF:x9) T2 Capital(BT:x4)
Owners of the parent(MC:x274) Own equity instruments issued and
subordinated loans(-) Actual or contingent obligations to purchase
own T2 instruments842
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Actual or contingent obligations to purchase holdingsOwn
funds = T2 CapitalMain category of the underlying = Own equity
instruments issued and subordinated loans33328$
ojones: DataPointVID 33328DataPointID 33328Metric = Computable
amount [mi]Base = Own fundsMain category of the underlying = Own
equity instruments issued and subordinated loansMain category =
Actual or contingent obligations to purchase holdingsOwn funds = T2
Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x374)
Actual or contingent obligations to purchase holdings(OF:x9) T2
Capital(MC:x274) Own equity instruments issued and subordinated
loansTransitional adjustments due to grandfathered T2 Capital
instruments and subordinated loans880
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Grandfathered instrumentsControlling and
non-controlling owners = Owners of the parentTransitionally treated
as in Own Funds = T2 Capital38542$
ojones: {C 01.00, r880, c 010}=={C 05.01, r020, c 030}DataPointVID
38542DataPointID 38542Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners = Owners
of the parentMain category = Grandfathered
instrumentsTransitionally treated as in Own Funds = T2
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the
parent(OF:x9) T2 CapitalInstruments issued by subsidiaries that are
given recognition in T2 Capital890
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Equity instruments issued. Capital. Paid up, own equity
instruments issued and subordinated loansOwn funds = T2
CapitalControlling and non-controlling owners = Non-controlling
interests33291$
ojones: DataPointVID 33291DataPointID 33291Metric = Computable
amount [mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Equity instruments issued.
Capital. Paid up, own equity instruments issued and subordinated
loansOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11)
Own funds(MC:x136) Equity instruments issued. Capital. Paid up, own
equity instruments issued and subordinated loans(OF:x9) T2
Capital(BT:x3) Non-controlling interestsTransitional adjustments
due to additional recognition in T2 Capital of instruments issued
by subsidiaries900
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Due to minority
interests and equivalentsControlling and non-controlling owners =
Non-controlling interestsTransitionally treated as in Own Funds =
T2 Capital38534$
ojones: {C 01.00, r900, c 010}=={C 05.01, r070, c 030}DataPointVID
38534DataPointID 38534Metric = Transitional computable amount
[mi]Base = Own fundsControlling and non-controlling owners =
Non-controlling interestsMain category = Transitional adjustments.
Due to minority interests and equivalentsTransitionally treated as
in Own Funds = T2 Capital(mi243) Transitional computable amount
[mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to
minority interests and equivalents(BT:x3) Non-controlling
interests(OF:x9) T2 CapitalIRB Excess of provisions over expected
losses eligible910
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = IRB Excess of provisions over expected lossOwn funds =
T2 Capital33338$
ojones: DataPointVID 33338DataPointID 33338Metric = Computable
amount [mi]Base = Own fundsMain category = IRB Excess of provisions
over expected lossOwn funds = T2 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x216) IRB Excess of provisions over
expected loss(OF:x9) T2 CapitalSA General credit risk
adjustments920
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = General credit risk adjustmentsApproach for prudential
purposes = Standardised ApproachOwn funds = T2 CapitalType of risk
= Credit risk17459$
ojones: DataPointVID 17459DataPointID 17459Approach for prudential
purposes = Standardised ApproachMetric = Computable amount [mi]Base
= Own fundsMain category = General credit risk adjustmentsOwn funds
= T2 CapitalType of risk = Credit risk(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x394) General credit risk
adjustments(AP:x42) Standardised Approach(OF:x9) T2 Capital(TR:x2)
Credit risk(-) Reciprocal cross holdings in T2 Capital930
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category
= Reciprocal cross holdingsOwn funds = T2 CapitalMain category of
the underlying = Equity instruments and subordinated financial
assetsRelated parties/Relationships = Entities of the financial
sector32686$
ojones: DataPointVID 32686DataPointID 32686Metric = Carrying amount
[mi]Base = Own fundsMain category of the underlying = Equity
instruments and subordinated financial assetsMain category =
Reciprocal cross holdingsOwn funds = T2 CapitalRelated
parties/Relationships = Entities of the financial sector(mi53)
Carrying amount [mi](BA:x11) Own funds(MC:x295) Reciprocal cross
holdings(OF:x9) T2 Capital(MC:x131) Equity instruments and
subordinated financial assets(RP:x2) Entities of the financial
sector(-) T2 instruments of financial sector entities where the
institution does not have a significant investment940
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = T2 CapitalMain category of the
underlying = Equity instruments and subordinated financial
assetsRelated parties/Relationships = Entities of the financial
sectorSignificant investments = Non-Significant
Investment33312$
ojones: DataPointVID 33312DataPointID 33312Metric = Computable
amount [mi]Base = Own fundsSignificant investments =
Non-Significant InvestmentMain category of the underlying = Equity
instruments and subordinated financial assetsMain category =
HoldingsOwn funds = T2 CapitalRelated parties/Relationships =
Entities of the financial sector(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x367) Holdings(OF:x9) T2 Capital(MC:x131)
Equity instruments and subordinated financial assets(RP:x2)
Entities of the financial sector(PL:x36) Non-Significant
Investment(-) T2 instruments of financial sector entities where the
institution has a significant investment950
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = HoldingsOwn funds = T2 CapitalMain category of the
underlying = Equity instruments and subordinated financial
assetsRelated parties/Relationships = Entities of the financial
sectorSignificant investments = Significant Investment33315$
ojones: DataPointVID 33315DataPointID 33315Metric = Computable
amount [mi]Base = Own fundsSignificant investments = Significant
InvestmentMain category of the underlying = Equity instruments and
subordinated financial assetsMain category = HoldingsOwn funds = T2
CapitalRelated parties/Relationships = Entities of the financial
sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367)
Holdings(OF:x9) T2 Capital(MC:x131) Equity instruments and
subordinated financial assets(RP:x2) Entities of the financial
sector(PL:x50) Significant InvestmentOther transitional adjustments
to T2 Capital960
ojones: Metric = Transitional computable amount [mi]Base = Own
fundsMain category = Transitional adjustments. Other than
grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = T2
Capital38633$
ojones: {C 01.00, r960, c 010}=={C 05.01, r100, c 030}DataPointVID
38633DataPointID 38633Metric = Transitional computable amount
[mi]Base = Own fundsMain category = Transitional adjustments. Other
than grandfathered Capital instruments and minority interests and
equivalentsTransitionally treated as in Own Funds = T2
Capital(mi243) Transitional computable amount [mi](BA:x11) Own
funds(MC:x344) Transitional adjustments. Other than grandfathered
Capital instruments and minority interests and equivalents(OF:x9)
T2 CapitalExcess of deduction from T2 items over T2 Capital
(deducted in AT1)970
ojones: Metric = Amount including transitional provisions [mi]Base
= Own fundsMain category = Excess of deduction from the level of
capitalOwn funds = T2 Capital33409$
ojones: DataPointVID 33409DataPointID 33409Metric = Amount
including transitional provisions [mi]Base = Own fundsMain category
= Excess of deduction from the level of capitalOwn funds = T2
Capital(mi81) Amount including transitional provisions [mi](BA:x11)
Own funds(MC:x149) Excess of deduction from the level of
capital(OF:x9) T2 Capital(-) Additional deductions of T2 Capital
due to Article 3 CRR974
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Application of stricter requirements by institutionsOwn
funds = T2 Capital55219$
ojones: DataPointVID 55219DataPointID 55219Metric = Computable
amount [mi]Base = Own fundsMain category = Application of stricter
requirements by institutionsOwn funds = T2 Capital(mi76) Computable
amount [mi](BA:x11) Own funds(MC:x508) Application of stricter
requirements by institutions(OF:x9) T2 CapitalT2 capital elements
or deductions - other978
ojones: Metric = Computable amount [mi]Base = Own fundsMain
category = Other capital elements or deductionsOwn funds = T2
Capital33346$
ojones: DataPointVID 33346DataPointID 33346Metric = Computable
amount [mi]Base = Own fundsMain category = Other capital elements
or deductionsOwn funds = T2 Capital(mi76) Computable amount
[mi](BA:x11) Own funds(MC:x404) Other capital elements or
deductions(OF:x9) T2 Capital
C 02.00C 02.00 - Capital Adequacy - Risk Exposure
AmountsColumnsMetric(BAS:BA) Base(MCY:MC) Main category(APR:AP)
Approach for prudential purposes(EXC:EC) Exposure class(CPS:CT)
Counterparty sector(TRI:TR) Type of risk(MRW:AP) Methods to
determine risk weights(PRP:PL) Prudential portfolio(TIF:TA) Type of
investment firm(UES:UE) Type of underlying(CPZ:CT) Size of the
counterpartyAmount010RowsTOTAL RISK EXPOSURE AMOUNT010
ojones: Metric = Total risk exposure amount, Risk weighted exposure
amount [mi]Base = ExposuresMain category = Instruments subject to
capital requirements38483$
ojones: DataPointVID 38483DataPointID 38483Metric = Total risk
exposure amount, Risk weighted exposure amount [mi]Base =
ExposuresMain category = Instruments subject to capital
requirements(mi237) Total risk exposure amount, Risk weighted
exposure amount [mi](BA:x9) Exposures(MC:x192) Instruments subject
to capital requirementsOf which: Investment firms under Article 95
paragraph 2 and Article 98 of CRR020
ojones: Metric = Total risk exposure amount, Risk weighted exposure
amount [mi]Base = ExposuresMain category = Instruments subject to
capital requirementsType of investment firm = Investment firms
under Article 95 paragraph 2 and Article 98 of CRR38484$
ojones: DataPointVID 38484DataPointID 38484Metric = Total risk
exposure amount, Risk weighted exposure amount [mi]Base =
ExposuresMain category = Instruments subject to capital
requirementsType of investment firm = Investment firms under
Article 95 paragraph 2 and Article 98 of CRR(mi237) Total risk
exposure amount, Risk weighted exposure amount [mi](BA:x9)
Exposures(MC:x192) Instruments subject to capital
requirements(TA:x23) Investment firms under Article 95 paragraph 2
and Article 98 of CRROf which : Investment firms under Article 96
paragraph 2 and Article 97 of CRR030
ojones: Metric = Total risk exposure amount, Risk weighted exposure
amount [mi]Base = ExposuresMain category = Instruments subject to
capital requirementsType of investment firm = Investment firms
under Article 96 paragraph 2 and Article 97 of CRR38485$
ojones: DataPointVID 38485DataPointID 38485Metric = Total risk
exposure amount, Risk weighted exposure amount [mi]Base =
ExposuresMain category = Instruments subject to capital
requirementsType of investment firm = Investment firms under
Article 96 paragraph 2 and Article 97 of CRR(mi237) Total risk
exposure amount, Risk weighted exposure amount [mi](BA:x9)
Exposures(MC:x192) Instruments subject to capital
requirements(TA:x24) Investment firms under Article 96 paragraph 2
and Article 97 of CRRRISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT,
COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES040
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit riskApproach for prudential purposes = Standardised
Approach, IRB ApproachType of risk = Credit risk, counterparty
credit risk, dilution risk and free deliveriesPrudential portfolio
= Banking and trading book78933$
ojones: DataPointVID 78933DataPointID 78933Approach for prudential
purposes = Standardised Approach, IRB ApproachMetric = Risk
weighted exposure amount after SME-supporting factor [mi]Base =
ExposuresMain category = Instruments subject to credit
riskPrudential portfolio = Banking and trading bookType of risk =
Credit risk, counterparty credit risk, dilution risk and free
deliveries(mi310) Risk weighted exposure amount after
SME-supporting factor [mi](BA:x9) Exposures(MC:x193) Instruments
subject to credit risk(AP:x45) Standardised Approach, IRB
Approach(TR:x5) Credit risk, counterparty credit risk, dilution
risk and free deliveries(PL:x10) Banking and trading
bookStandardised Approach (SA)050
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit riskApproach for prudential purposes = Standardised
ApproachType of risk = Credit risk, counterparty credit risk and
free deliveriesPrudential portfolio = Banking and trading
book78899$
ojones: DataPointVID 78899DataPointID 78899Approach for prudential
purposes = Standardised ApproachMetric = Risk weighted exposure
amount after SME-supporting factor [mi]Base = ExposuresMain
category = Instruments subject to credit riskPrudential portfolio =
Banking and trading bookType of risk = Credit risk, counterparty
credit risk and free deliveries(mi310) Risk weighted exposure
amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x193)
Instruments subject to credit risk(AP:x42) Standardised
Approach(TR:x4) Credit risk, counterparty credit risk and free
deliveries(PL:x10) Banking and trading bookSA exposure classes
excluding securitisation positions060
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit risk excluding instruments subject to securitisation credit
risk treatmentApproach for prudential purposes = Standardised
ApproachType of risk = Credit risk, counterparty credit risk and
free deliveriesPrudential portfolio = Banking and trading
book78917$
ojones: {C 02.00, r060, c 010}=={C 07.00.a, r010, c 220,
s001}DataPointVID 78917DataPointID 78917Approach for prudential
purposes = Standardised ApproachMetric = Risk weighted exposure
amount after SME-supporting factor [mi]Base = ExposuresMain
category = Instruments subject to credit risk excluding instruments
subject to securitisation credit risk treatmentPrudential portfolio
= Banking and trading bookType of risk = Credit risk, counterparty
credit risk and free deliveries(mi310) Risk weighted exposure
amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x195)
Instruments subject to credit risk excluding instruments subject to
securitisation credit risk treatment(AP:x42) Standardised
Approach(TR:x4) Credit risk, counterparty credit risk and free
deliveries(PL:x10) Banking and trading bookCentral governments or
central banks070
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit risk excluding instruments subject to securitisation credit
risk treatmentApproach for prudential purposes = Standardised
ApproachExposure class = Exposures to central governments or
central banksCounterparty sector = Central governments or central
banksType of risk = Credit risk, counterparty credit risk and free
deliveriesPrudential portfolio = Banking and trading
book77912$
ojones: {C 02.00, r070, c 010}=={C 07.00.a, r010, c 220,
s002}DataPointVID 77912DataPointID 77912Approach for prudential
purposes = Standardised ApproachMetric = Risk weighted exposure
amount after SME-supporting factor [mi]Base = ExposuresCounterparty
sector = Central governments or central banksExposure class =
Exposures to central governments or central banksMain category =
Instruments subject to credit risk excluding instruments subject to
securitisation credit risk treatmentPrudential portfolio = Banking
and trading bookType of risk = Credit risk, counterparty credit
risk and free deliveries(mi310) Risk weighted exposure amount after
SME-supporting factor [mi](BA:x9) Exposures(MC:x195) Instruments
subject to credit risk excluding instruments subject to
securitisation credit risk treatment(AP:x42) Standardised
Approach(EC:x16) Exposures to central governments or central
banks(CT:x2) Central governments or central banks(TR:x4) Credit
risk, counterparty credit risk and free deliveries(PL:x10) Banking
and trading bookRegional governments or local authorities080
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit risk excluding instruments subject to securitisation credit
risk treatmentApproach for prudential purposes = Standardised
ApproachExposure class = Exposures to regional governments or local
authoritiesCounterparty sector = Regional governments or local
authoritiesType of risk = Credit risk, counterparty credit risk and
free deliveriesPrudential portfolio = Banking and trading
book77913$
ojones: {C 02.00, r080, c 010}=={C 07.00.a, r010, c 220,
s003}DataPointVID 77913DataPointID 77913Approach for prudential
purposes = Standardised ApproachMetric = Risk weighted exposure
amount after SME-supporting factor [mi]Base = ExposuresCounterparty
sector = Regional governments or local authoritiesExposure class =
Exposures to regional governments or local authoritiesMain category
= Instruments subject to credit risk excluding instruments subject
to securitisation credit risk treatmentPrudential portfolio =
Banking and trading bookType of risk = Credit risk, counterparty
credit risk and free deliveries(mi310) Risk weighted exposure
amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x195)
Instruments subject to credit risk excluding instruments subject to
securitisation credit risk treatment(AP:x42) Standardised
Approach(EC:x23) Exposures to regional governments or local
authorities(CT:x16) Regional governments or local
authorities(TR:x4) Credit risk, counterparty credit risk and free
deliveries(PL:x10) Banking and trading bookPublic sector
entities090
ojones: Metric = Risk weighted exposure amount after SME-supporting
factor [mi]Base = ExposuresMain category = Instruments subject to
credit risk excluding instruments subject to securitisation credit
risk treatmentApproach for prudential purposes = Standardised
ApproachExposure class = Exposures to public sector
entitiesCounterparty sector = Public sector entitiesType of risk =
Credit risk, counterparty credit risk and free deliveriesPrudential
portfolio = Banking and trading book89540$
ojones: {C 02.00, r090, c 010}=={C 07.00.