# L_2021208EN.01010901.xml

| 11.6.2021 | EN | Official Journal of the European Union | L 208/109 |
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11.6.2021

EN

Official Journal of the European Union

L 208/109

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GUIDELINE (EU) 2021/833 OF THE EUROPEAN CENTRAL BANK

of 26 March 2021

on statistical information to be reported on consolidated banking data (ECB/2021/14)

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Treaty on the Functioning of the European Union, and in particular Article 127(2) and 127(5) thereof,

Having regard to the Statute of the European System of Central Banks and of the European Central Bank, and in particular Articles 5.1, 12.1 and 14.3 thereof,

Whereas:

| (1) | The collection of statistical information on consolidated banking data, specifically statistical information on the aggregate consolidated profitability, balance sheets, asset quality, liquidity and solvency of Union and foreign-controlled credit institutions and branches in all Member States is essential for the smooth conduct of policies relating to the financial system of the Union. |
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(1)

The collection of statistical information on consolidated banking data, specifically statistical information on the aggregate consolidated profitability, balance sheets, asset quality, liquidity and solvency of Union and foreign-controlled credit institutions and branches in all Member States is essential for the smooth conduct of policies relating to the financial system of the Union.

| (2) | In particular, reporting statistical information on consolidated banking data supports financial stability analysis, macroprudential policy and structural analysis by describing the profitability, efficiency, asset quality, concentration, liquidity, funding structure and solvency of credit institutions established in the Union. Therefore, that statistical information should be reported to the ECB and should be aligned with the statistical reporting requirements laid down in Commission Implementing Regulation (EU) No 680/2014 (1), Regulation (EU) 2015/534 of the European Central Bank (ECB/2015/13) (2), and related national instruments. |
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(2)

In particular, reporting statistical information on consolidated banking data supports financial stability analysis, macroprudential policy and structural analysis by describing the profitability, efficiency, asset quality, concentration, liquidity, funding structure and solvency of credit institutions established in the Union. Therefore, that statistical information should be reported to the ECB and should be aligned with the statistical reporting requirements laid down in Commission Implementing Regulation (EU) No 680/2014 (1), Regulation (EU) 2015/534 of the European Central Bank (ECB/2015/13) (2), and related national instruments.

| (3) | The definitions in Council Regulation (EC) No 2533/98 (3) are relevant for the purposes of the reporting requirements set out in this Guideline and should therefore apply. This Guideline applies to credit institutions in so far as it relates to an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account. As the definition of ‘credit institution’ in Article 4(1)(1) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (4) has recently been amended and will apply as of 26 June 2021, it is necessary to take into account the effect of that amendment when defining the scope of this Guideline. In order to preserve continuity in the statistical time series and so that the relevant statistical information includes the aggregate consolidated profitability, balance sheets, asset quality, liquidity, funding, capital adequacy and solvency of entities whose primary focus is banking business, the definition of credit institution has been updated for the purposes of this Guideline. |
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(3)

The definitions in Council Regulation (EC) No 2533/98 (3) are relevant for the purposes of the reporting requirements set out in this Guideline and should therefore apply. This Guideline applies to credit institutions in so far as it relates to an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account. As the definition of ‘credit institution’ in Article 4(1)(1) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (4) has recently been amended and will apply as of 26 June 2021, it is necessary to take into account the effect of that amendment when defining the scope of this Guideline. In order to preserve continuity in the statistical time series and so that the relevant statistical information includes the aggregate consolidated profitability, balance sheets, asset quality, liquidity, funding, capital adequacy and solvency of entities whose primary focus is banking business, the definition of credit institution has been updated for the purposes of this Guideline.

| (4) | In order for the ECB to perform its tasks, it is appropriate to provide that NCBs report the required statistical information to the ECB by a specified date. |
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(4)

In order for the ECB to perform its tasks, it is appropriate to provide that NCBs report the required statistical information to the ECB by a specified date.

| (5) | In order to ensure the accuracy and quality of the statistical information collected by the ECB, it is necessary for the ECB to provide for rules on the verification and, where appropriate, the revision of statistical information reported by NCBs. For the same reasons, NCBs should provide explanations to the ECB for revisions that significantly improve the statistical information reported. |
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(5)

In order to ensure the accuracy and quality of the statistical information collected by the ECB, it is necessary for the ECB to provide for rules on the verification and, where appropriate, the revision of statistical information reported by NCBs. For the same reasons, NCBs should provide explanations to the ECB for revisions that significantly improve the statistical information reported.

| (6) | It is appropriate to provide for a common method of transmission of statistical information reported to the ECB for all NCBs. Accordingly, a harmonised electronic transmission format should be agreed and specified by the European System of Central Banks (ESCB). |
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(6)

It is appropriate to provide for a common method of transmission of statistical information reported to the ECB for all NCBs. Accordingly, a harmonised electronic transmission format should be agreed and specified by the European System of Central Banks (ESCB).

| (7) | It is necessary to set up a procedure to carry out technical amendments to the Annexes to this Guideline in an effective manner, provided that such amendments neither change the underlying conceptual framework nor increase the reporting burden. Account should be taken of the views of the Statistics Committee of the ESCB when following this procedure. NCBs should propose such technical amendments to the Annexes to this Guideline through the Statistics Committee. |
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(7)

It is necessary to set up a procedure to carry out technical amendments to the Annexes to this Guideline in an effective manner, provided that such amendments neither change the underlying conceptual framework nor increase the reporting burden. Account should be taken of the views of the Statistics Committee of the ESCB when following this procedure. NCBs should propose such technical amendments to the Annexes to this Guideline through the Statistics Committee.

| (8) | For reasons of legal certainty, NCBs should comply with the provisions of this Guideline from the same date as referred to in Article 2 of Guideline (EU) 2021/835 of the European Central Bank (ECB/2021/16) (5), |
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(8)

For reasons of legal certainty, NCBs should comply with the provisions of this Guideline from the same date as referred to in Article 2 of Guideline (EU) 2021/835 of the European Central Bank (ECB/2021/16) (5),

HAS ADOPTED THIS GUIDELINE:

Article 1

Subject matter

This Guideline establishes the reporting requirements for national central banks (NCBs) on statistical information to be reported to the ECB on consolidated banking data. In particular, this Guideline specifies the statistical information to be reported to the ECB, the treatment of that information, the frequency and timing of that reporting and the standards to be applied to that reporting.

Article 2

Definitions

For the purposes of this Guideline, the definitions in Article 1 of Regulation (EC) No 2533/98 apply.

The following definitions also apply:

| (1) | ‘credit institution’ means ‘credit institution’ as defined in Article 4(1)(1) of Regulation (EU) No 575/2013 until 26 June 2021, and thereafter as defined in Article 4(1)(1)(a) of that Regulation; |
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(1)

‘credit institution’ means ‘credit institution’ as defined in Article 4(1)(1) of Regulation (EU) No 575/2013 until 26 June 2021, and thereafter as defined in Article 4(1)(1)(a) of that Regulation;

| (2) | ‘branch’ means ‘branch’ as defined in Article 4(1)(17) of Regulation (EU) No 575/2013; |
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(2)

‘branch’ means ‘branch’ as defined in Article 4(1)(17) of Regulation (EU) No 575/2013;

| (3) | ‘consolidated basis’ means ‘consolidated basis’ as defined in Article 4(1)(48) of Regulation (EU) No 575/2013; |
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(3)

‘consolidated basis’ means ‘consolidated basis’ as defined in Article 4(1)(48) of Regulation (EU) No 575/2013;

| (4) | ‘sub-consolidated basis’ means ‘sub-consolidated basis’ as defined in Article 4(1)(49) of Regulation (EU) No 575/2013; |
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(4)

‘sub-consolidated basis’ means ‘sub-consolidated basis’ as defined in Article 4(1)(49) of Regulation (EU) No 575/2013;

| (5) | ‘parent institution’ means ‘parent institution in a Member State’ as defined in Article 4(1)(28) of Regulation (EU) No 575/2013; |
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(5)

‘parent institution’ means ‘parent institution in a Member State’ as defined in Article 4(1)(28) of Regulation (EU) No 575/2013;

| (6) | ‘Union parent institution’ means ‘EU parent institution’ as defined in Article 4(1)(29) of Regulation (EU) No 575/2013; |
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(6)

‘Union parent institution’ means ‘EU parent institution’ as defined in Article 4(1)(29) of Regulation (EU) No 575/2013;

| (7) | ‘parent financial holding company’ means ‘parent financial holding company in a Member State’ as defined in Article 4(1)(30) of Regulation (EU) No 575/2013; |
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(7)

‘parent financial holding company’ means ‘parent financial holding company in a Member State’ as defined in Article 4(1)(30) of Regulation (EU) No 575/2013;

| (8) | ‘Union parent financial holding company’ means ‘EU parent financial holding company’ as defined in Article 4(1)(31) of Regulation (EU) No 575/2013; |
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(8)

‘Union parent financial holding company’ means ‘EU parent financial holding company’ as defined in Article 4(1)(31) of Regulation (EU) No 575/2013;

| (9) | ‘parent mixed financial holding company’ means ‘parent mixed financial holding company in a Member State’ as defined in Article 4(1)(32) of Regulation (EU) No 575/2013; |
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(9)

‘parent mixed financial holding company’ means ‘parent mixed financial holding company in a Member State’ as defined in Article 4(1)(32) of Regulation (EU) No 575/2013;

| (10) | ‘Union parent mixed financial holding company means ‘EU parent mixed financial holding company’ as defined in Article 4(1)(33) of Regulation (EU) No 575/2013; |
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(10)

‘Union parent mixed financial holding company means ‘EU parent mixed financial holding company’ as defined in Article 4(1)(33) of Regulation (EU) No 575/2013;

| (11) | ‘financial institution’ means an undertaking other than an institution and other than a pure industrial holding company, the principal activity of which is to acquire holdings or to pursue one or more of the activities listed in points 2 to 12 and point 15 of Annex I to Directive 2013/36/EU of the European Parliament and of the Council (6), including a financial holding company, a mixed financial holding company, a payment institution as defined in point (4) of Article 4 of Directive (EU) 2015/2366 of the European Parliament and of the Council (7), and an asset management company, but excluding insurance holding companies and mixed-activity insurance holding companies as defined, respectively, in points (f) and (g) of Article 212(1) of Directive 2009/138/EC of the European Parliament and of the Council (8); |
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(11)

‘financial institution’ means an undertaking other than an institution and other than a pure industrial holding company, the principal activity of which is to acquire holdings or to pursue one or more of the activities listed in points 2 to 12 and point 15 of Annex I to Directive 2013/36/EU of the European Parliament and of the Council (6), including a financial holding company, a mixed financial holding company, a payment institution as defined in point (4) of Article 4 of Directive (EU) 2015/2366 of the European Parliament and of the Council (7), and an asset management company, but excluding insurance holding companies and mixed-activity insurance holding companies as defined, respectively, in points (f) and (g) of Article 212(1) of Directive 2009/138/EC of the European Parliament and of the Council (8);

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| (12) | ‘foreign control’ means control, as described in Article 22 of Directive 2013/34/EU of the European Parliament and of the Council (9), of an institution by any of the following:






  (a) | a financial institution established in a Member State other than the Member State of the relevant institution; |
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(12)

‘foreign control’ means control, as described in Article 22 of Directive 2013/34/EU of the European Parliament and of the Council (9), of an institution by any of the following:

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(a)

a financial institution established in a Member State other than the Member State of the relevant institution;

| (b) | a credit institution established in a Member State other than the Member State of the relevant institution; |
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(b)

a credit institution established in a Member State other than the Member State of the relevant institution;

| (c) | an institution established in a non-Union country the business of which consists of the activities of a credit institution or a financial institution as defined in points (1) and (11) respectively. |
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(c)

an institution established in a non-Union country the business of which consists of the activities of a credit institution or a financial institution as defined in points (1) and (11) respectively.

Article 3

Statistical information to be reported on consolidated banking data

1.   NCBs shall report to the ECB the statistical information set out in Annex I and Annex II to this Guideline, separately, for the groups of institutions specified in paragraph 3, including all of the following:

| (a) | a Union parent institution on a consolidated basis; |
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(a)

a Union parent institution on a consolidated basis;

| (b) | a Union parent financial holding company on a consolidated basis; |
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(b)

a Union parent financial holding company on a consolidated basis;

| (c) | a Union parent mixed financial holding company on a consolidated basis; |
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(c)

a Union parent mixed financial holding company on a consolidated basis;

| (d) | a parent institution on a sub-consolidated basis; |
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(d)

a parent institution on a sub-consolidated basis;

| (e) | a parent financial holding company on a sub-consolidated basis; |
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(e)

a parent financial holding company on a sub-consolidated basis;

| (f) | a parent mixed financial holding company on a sub-consolidated basis; |
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(f)

a parent mixed financial holding company on a sub-consolidated basis;

| (g) | a credit institution that does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) in any Member state; |
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(g)

a credit institution that does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) in any Member state;

| (h) | a credit institution, where both of the following apply:






  (i) | the credit institution does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in the Member state of the credit institution; |
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(h)

a credit institution, where both of the following apply:

(i)

the credit institution does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in the Member state of the credit institution;

| (ii) | the credit institution forms part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in a Member State different from the Member State of the credit institution; |
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(ii)

the credit institution forms part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in a Member State different from the Member State of the credit institution;

| (i) | a branch established in the Union where its parent is not established in the same Member State. |
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(i)

a branch established in the Union where its parent is not established in the same Member State.

2.   The statistical information to be reported pursuant to paragraph 1 shall be based on the information collected by NCBs pursuant to Commission Implementing Regulation (EU) No 680/2014, Regulation (EU) No 2015/534 of the European Central Bank (ECB/2015/13), and related national instruments. NCBs shall aggregate that information for the purposes of this Guideline.

3.   NCBs shall report the statistical information pursuant to paragraph 1 for all of the following:

| (a) | the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets below 0,005 % of the total consolidated assets of credit institutions established in the Union; |
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(a)

the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets below 0,005 % of the total consolidated assets of credit institutions established in the Union;

| (b) | the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets between 0,5 % and 0,005 % of the total consolidated assets of credit institutions established in the Union; |
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(b)

the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets between 0,5 % and 0,005 % of the total consolidated assets of credit institutions established in the Union;

| (c) | the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets greater than 0,5 % of the total consolidated assets of credit institutions established in the Union; |
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(c)

the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets greater than 0,5 % of the total consolidated assets of credit institutions established in the Union;

| (d) | foreign (non-Union) controlled institutions referred to in points (a), (b), (c), and (g) of paragraph 1; |
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(d)

foreign (non-Union) controlled institutions referred to in points (a), (b), (c), and (g) of paragraph 1;

| (e) | foreign (Union) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1; |
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(e)

foreign (Union) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1;

| (f) | foreign (euro area) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1; |
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(f)

foreign (euro area) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1;

| (g) | foreign (non-Union) controlled branches established in the Union, referred to in point (i) of paragraph 1; |
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(g)

foreign (non-Union) controlled branches established in the Union, referred to in point (i) of paragraph 1;

| (h) | foreign (Union) controlled branches established in the Union, referred to in point (i) of paragraph 1; |
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(h)

foreign (Union) controlled branches established in the Union, referred to in point (i) of paragraph 1;

| (i) | foreign (euro area) controlled branches established in the Union, referred to in point (i) of paragraph 1; |
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(i)

foreign (euro area) controlled branches established in the Union, referred to in point (i) of paragraph 1;

| (j) | any of the institutions referred to in paragraph 1 where they are significant supervised credit institutions or significant supervised groups as determined by Article 6(4) of Council Regulation (EU) No 1024/2013 (10) and Part IV of Regulation (EU) No 468/2014 of the European Central Bank (ECB/2014/17) (11); |
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(j)

any of the institutions referred to in paragraph 1 where they are significant supervised credit institutions or significant supervised groups as determined by Article 6(4) of Council Regulation (EU) No 1024/2013 (10) and Part IV of Regulation (EU) No 468/2014 of the European Central Bank (ECB/2014/17) (11);

| (k) | any of the institutions referred to in paragraph 1 where they are less significant supervised credit institutions or less significant supervised groups as determined by Article 6(4) of Regulation (EU) No 1024/2013 and Part IV of Regulation (EU) No 468/2014 (ECB/2014/17). |
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(k)

any of the institutions referred to in paragraph 1 where they are less significant supervised credit institutions or less significant supervised groups as determined by Article 6(4) of Regulation (EU) No 1024/2013 and Part IV of Regulation (EU) No 468/2014 (ECB/2014/17).

4.   For the purposes of points (a), (b) and (c) of paragraph 3, the total consolidated assets, for the Union as a whole, of credit institutions established in the Union shall be determined by aggregating the assets of the following:

| (a) | consolidated Union parent institutions; |
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(a)

consolidated Union parent institutions;

| (b) | consolidated Union parent financial holding companies; |
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(b)

consolidated Union parent financial holding companies;

| (c) | consolidated Union parent mixed financial holding companies on their consolidated basis; |
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(c)

consolidated Union parent mixed financial holding companies on their consolidated basis;

| (d) | credit institutions, where those institutions have not already been included in the consolidated basis of the entities referred to in points (a), (b) and (c) of this paragraph. |
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(d)

credit institutions, where those institutions have not already been included in the consolidated basis of the entities referred to in points (a), (b) and (c) of this paragraph.

5.   NCBs shall provide explanations to the ECB describing any deviation from the reporting standards applied pursuant to Commission Implementing Regulation (EU) No 680/2014, Regulation (EU) No 2015/534 of the European Central Bank (ECB/2015/13) or in the related national legal instruments referred to in paragraph 2 without undue delay.

Article 4

Timeliness

1.   NCBs shall report the statistical information on consolidated banking data pursuant to Article 3 on a quarterly basis and in accordance with the following timetable:

| (a) | a full dataset shall be reported for end-of-year statistical information by mid-May of the year following the year to which the information relates, using the annual template set out in Annex I to this Guideline; |
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(a)

a full dataset shall be reported for end-of-year statistical information by mid-May of the year following the year to which the information relates, using the annual template set out in Annex I to this Guideline;

| (b) | the end-March, end-June and end-September statistical information shall be reported in early July, October and January, respectively, using the quarterly template set out in Annex II to this Guideline. |
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(b)

the end-March, end-June and end-September statistical information shall be reported in early July, October and January, respectively, using the quarterly template set out in Annex II to this Guideline.

For the purposes of point (a), NCBs shall report the items flagged with an * in Annex I to this Guideline by mid-April of the year following the year to which the information relates.

2.   By the end of September each year, the ECB shall communicate the exact transmission dates to NCBs in the form of a reporting calendar for the following year.

Article 5

Revisions

1.   NCBs may revise the latest and previous quarter’s statistical information before the next reporting deadline, during regular reporting.

2.   NCBs may revise statistical information covering previous reference periods at any time where this significantly improves the quality of that information.

3.   NCBs shall provide explanations on any revisions to statistical information made pursuant to paragraph 2 and on how those revisions impact that information.

Article 6

Verification

1.   Without prejudice to Regulation (EC) No 2533/98, NCBs shall monitor and verify the quality and reliability of statistical information reported to the ECB pursuant to this Guideline.

2.   Where NCBs identify discrepancies pursuant to the verifications conducted in accordance with this Article, they shall provide the ECB with the results of those verifications without undue delay.

Article 7

Transmission

1.   NCBs shall transmit the statistical information to be reported pursuant to this Guideline electronically, using the means specified by the ECB. The statistical message format developed for this electronic exchange of statistical information shall be the format agreed by the ESCB.

2.   Where paragraph 1 does not apply, NCBs may use other means of transmitting statistical information with the ECB’s prior consent.

Article 8

Simplified amendment procedure

Taking account of the views of the Statistics Committee, the ECB’s Executive Board shall make any necessary technical amendments to the Annexes provided that such amendments neither change the underlying conceptual framework nor affect the reporting burden on reporting agents in Member States. The Executive Board shall inform the Governing Council of any such amendment without undue delay.

Article 9

First reporting

1.   First reporting for quarterly statistical information to be reported pursuant to Article 4(1)(b) shall begin with statistical information for the first quarter of 2022.

2.   First reporting for annual statistical information to be reported pursuant to Article 4(1)(a) shall begin with statistical information for 2021.

Article 10

Taking effect

1.   This Guideline shall take effect on the day of its notification to the national central banks of the Member States whose currency is the euro.

2.   The national central banks of the Member States whose currency is the euro and the ECB shall comply with this Guideline from 1 February 2022.

Article 11

Addressees

This Guideline is addressed to all Eurosystem central banks.

Done at Frankfurt am Main, 26 March 2021.

For the Governing Council of the ECB

The President of the ECB

Christine LAGARDE

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(1)  Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1).

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(2)  Regulation (EU) 2015/534 of the European Central Bank of 17 March 2015 on reporting of supervisory financial information (ECB/2015/13) (OJ L 86, 31.3.2015, p. 13).

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(3)  Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank (OJ L 318, 27.11.1998, p. 8).

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(4)  Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176 27.6.2013, p. 1).

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(5)  Guideline (EU) 2021/835 of the European Central Bank of 26 March 2021 repealing Guideline ECB/2014/15 on monetary and financial statistics (ECB/2021/16) (see page 335 of this Official Journal).

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(6)  Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 200/48/EC and 2006/49/EC (OJ L 176, 27.6.2013, p. 338).

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(7)  Directive (EU) 2015/2366 of the European Parliament and of the Council of 25 November 2015 on payment services in the internal market, amending Directives 2002/65/EC, 2009/110/EC and 2013/36/EU and Regulation (EU) No 1093/2010, and repealing Directive 2007/64/EC (OJ L 337, 23.12.2015, p. 35).

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(8)  Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 335, 17.12.2009, p. 1).

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(9)  Directive 2013/34/EU of the European Parliament and of the Council of 26 June 2013 on the annual financial statements, consolidated financial statements and related reports of certain types of undertakings, amending Directive 2006/43/EC of the European Parliament and of the Council and repealing Council Directives 76/660/EEC and 83/349/EEC (OJ L 182, 29.6.2013, p. 19).

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(10)  Council Regulation (EU) No 1024/2013 of 15 October 2013 conferring specific tasks on the European Central Bank concerning policies relating to the prudential supervision of credit institutions (OJ L 287, 29.10.2013, p. 63).

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(11)  Regulation (EU) No 468/2014 of the European Central Bank of 16 April 2014 establishing the framework for cooperation within the Single Supervisory Mechanism between the European Central Bank and national competent authorities and with national designated authorities (SSM Framework Regulation) (ECB/2014/17) (OJ L 141, 14.5.2014, p. 1).

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ANNEX I

| CBD Annual - Reporters |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Reporting population | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| No. of stand alone credit institutions | | | | | | | | | | | |
| No. of credit institutions consolidated in banking groups | | | | | | | | | | | |
| No. of banking groups | | | | | | | | | | | |
| Total number of credit institutions* | | | | | | | | | | | |

CBD Annual - Reporters

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Reporting population

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of stand alone credit institutions

No. of credit institutions consolidated in banking groups

No. of banking groups

Total number of credit institutions*

| CBD Annual - Profitability and efficiency - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Interest income* | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Non-trading financial assets mandatorily at fair value through profit or loss | | | | | | | | | | | |
| Financial assets designated at fair value through profit or loss | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Financial assets at amortised cost* | | | | | | | | | | | |
| Derivatives - Hedge accounting, interest rate risk | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |
| Interest income on liabilities | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| (Financial liabilities held for trading ) | | | | | | | | | | | |
| (Financial liabilities designated at fair value through profit or loss) | | | | | | | | | | | |
| (Financial liabilities measured at amortised cost) | | | | | | | | | | | |
| (Derivatives - Hedge accounting, interest rate risk) | | | | | | | | | | | |
| (Other liabilities) | | | | | | | | | | | |
| (Interest expense on assets) | | | | | | | | | | | |
| (Expenses on share capital repayable on demand) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities held for trading, net | | | | | | | | | | | |
| Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses from hedge accounting, net | | | | | | | | | | | |
| Exchange differences, net | | | | | | | | | | | |
| Gains (losses) on derecognition of assets other than held for sale, net | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| Modification gains or (-) losses, net | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Commitments and guarantees given) | | | | | | | | | | | |
| (Other provisions) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Financial assets at fair value through other comprehensive income) | | | | | | | | | | | |
| (Financial assets at amortised cost) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| (Property, plant and equipment) | | | | | | | | | | | |
| (Investment properties) | | | | | | | | | | | |
| (Goodwill) | | | | | | | | | | | |
| (Intangible assets [other than goodwill]) | | | | | | | | | | | |
| (Other) | | | | | | | | | | | |
| Negative goodwill recognised in profit or loss | | | | | | | | | | | |
| Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates | | | | | | | | | | | |
| Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| (Tax expense or (-) income related to profit or loss from continuing operations) | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| Profit or (-) loss after tax from discontinued operations | | | | | | | | | | | |
| Profit or (-) loss before tax from discontinued operations | | | | | | | | | | | |
| (Tax expense or (-) income related to discontinued operations) | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |
| Attributable to minority interest | | | | | | | | | | | |
| Attributable to owners of the parent | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Interest income*

Financial assets held for trading

Non-trading financial assets mandatorily at fair value through profit or loss

Financial assets designated at fair value through profit or loss

Financial assets at fair value through other comprehensive income

Financial assets at amortised cost*

Derivatives - Hedge accounting, interest rate risk

Other assets

Interest income on liabilities

(Interest expenses)

(Financial liabilities held for trading )

(Financial liabilities designated at fair value through profit or loss)

(Financial liabilities measured at amortised cost)

(Derivatives - Hedge accounting, interest rate risk)

(Other liabilities)

(Interest expense on assets)

(Expenses on share capital repayable on demand)

Dividend income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss

Gains or (-) losses on financial assets and liabilities held for trading, net

Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

Gains or (-) losses from hedge accounting, net

Exchange differences, net

Gains (losses) on derecognition of assets other than held for sale, net

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

Modification gains or (-) losses, net

(Provisions or (-) reversal of provisions)

(Commitments and guarantees given)

(Other provisions)

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)

(Financial assets at fair value through other comprehensive income)

(Financial assets at amortised cost)

(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates)

(Impairment or (-) reversal of impairment on non-financial assets)

(Property, plant and equipment)

(Investment properties)

(Goodwill)

(Intangible assets [other than goodwill])

(Other)

Negative goodwill recognised in profit or loss

Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates

Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

(Tax expense or (-) income related to profit or loss from continuing operations)

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

Profit or (-) loss after tax from discontinued operations

Profit or (-) loss before tax from discontinued operations

(Tax expense or (-) income related to discontinued operations)

PROFIT OR (-) LOSS FOR THE YEAR

Attributable to minority interest

Attributable to owners of the parent

| CBD Annual - Profitability and efficiency - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Interest income | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss | | | | | | | | | | | |
| Gains or (-) losses on trading financial assets and liabilities, net | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses on non-trading financial assets and liabilities, net | | | | | | | | | | | |
| Gains or (-) losses from hedge accounting, net | | | | | | | | | | | |
| Exchange differences, net | | | | | | | | | | | |
| Gains or (-) losses on derecognition of investments in subsidiaries, joint ventures and associates, net | | | | | | | | | | | |
| Gains (losses) on derecognition of assets other than held for sale, net | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| Modification gains or (-) losses, net | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Commitments and guarantees given) | | | | | | | | | | | |
| (Other provisions) | | | | | | | | | | | |
| (Increases or (-) decreases of the fund for general banking risks, net) | | | | | | | | | | | |
| (Impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| (Property, plant and equipment) | | | | | | | | | | | |
| (Investment properties) | | | | | | | | | | | |
| (Goodwill) | | | | | | | | | | | |
| (Intangible assets [other than goodwill]) | | | | | | | | | | | |
| (Other) | | | | | | | | | | | |
| Negative goodwill recognised in profit or loss | | | | | | | | | | | |
| Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates | | | | | | | | | | | |
| Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| (Tax expense or (-) income related to profit or loss from continuing operations) | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| Extraordinary profit or (-) loss after tax | | | | | | | | | | | |
| Extraordinary profit or loss before tax | | | | | | | | | | | |
| (Tax expense or (-) income related to extraordinary profit or loss) | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |
| Attributable to minority interest | | | | | | | | | | | |
| Attributable to owners of the parent | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Interest income

(Interest expenses)

Dividend income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss

Gains or (-) losses on trading financial assets and liabilities, net

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

Gains or (-) losses on non-trading financial assets and liabilities, net

Gains or (-) losses from hedge accounting, net

Exchange differences, net

Gains or (-) losses on derecognition of investments in subsidiaries, joint ventures and associates, net

Gains (losses) on derecognition of assets other than held for sale, net

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

Modification gains or (-) losses, net

(Provisions or (-) reversal of provisions)

(Commitments and guarantees given)

(Other provisions)

(Increases or (-) decreases of the fund for general banking risks, net)

(Impairment on financial assets not measured at fair value through profit or loss)

(Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates)

(Impairment or (-) reversal of impairment on non-financial assets)

(Property, plant and equipment)

(Investment properties)

(Goodwill)

(Intangible assets [other than goodwill])

(Other)

Negative goodwill recognised in profit or loss

Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates

Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

(Tax expense or (-) income related to profit or loss from continuing operations)

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

Extraordinary profit or (-) loss after tax

Extraordinary profit or loss before tax

(Tax expense or (-) income related to extraordinary profit or loss)

PROFIT OR (-) LOSS FOR THE YEAR

Attributable to minority interest

Attributable to owners of the parent

| CBD Annual - Profitability and efficiency - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Net interest income | | | | | | | | | | | |
| Interest income | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Net fee and commission income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Net interest income

Interest income

(Interest expenses)

Dividend income

Net fee and commission income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

(Provisions or (-) reversal of provisions)

(Impairment on financial assets not measured at fair value through profit or loss)

(Impairment or (-) reversal of impairment on non-financial assets)

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR

| CBD Annual - Profitability and efficiency - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Net interest income* | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Net fee and commission income* | | | | | | | | | | | |
| Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments* | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| Total operating income, net* | | | | | | | | | | | |
| (Total operating expenses)* | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR* | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Net interest income*

Dividend income

Net fee and commission income*

Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments*

Other operating income

Total operating income, net*

(Total operating expenses)*

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR*

| CBD Annual - Profitability and efficiency - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| No. of institutions with RoE < 0 | | | | | | | | | | | |
| No. of institutions with RoE 0-5% | | | | | | | | | | | |
| No. of institutions with RoE 5-10% | | | | | | | | | | | |
| No. of institutions with RoE 10-15% | | | | | | | | | | | |
| No. of institutions with RoE 15-20% | | | | | | | | | | | |
| No. of institutions with RoE >20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE < 0 | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 0-5% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 5-10% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 10-15% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 15-20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE >20% | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

No. of institutions with RoE 0-5%

No. of institutions with RoE 5-10%

No. of institutions with RoE 10-15%

No. of institutions with RoE 15-20%

No. of institutions with RoE >20%

% of total banking assets of institutions with RoE < 0

% of total banking assets of institutions with RoE 0-5%

% of total banking assets of institutions with RoE 5-10%

% of total banking assets of institutions with RoE 10-15%

% of total banking assets of institutions with RoE 15-20%

% of total banking assets of institutions with RoE >20%

| CBD Annual - Profitability and efficiency - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| No. of institutions with RoE < 0 | | | | | | | | | | | |
| No. of institutions with RoE 0-5% | | | | | | | | | | | |
| No. of institutions with RoE 5-10% | | | | | | | | | | | |
| No. of institutions with RoE 10-15% | | | | | | | | | | | |
| No. of institutions with RoE 15-20% | | | | | | | | | | | |
| No. of institutions with RoE >20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE < 0 | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 0-5% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 5-10% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 10-15% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 15-20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE >20% | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

No. of institutions with RoE 0-5%

No. of institutions with RoE 5-10%

No. of institutions with RoE 10-15%

No. of institutions with RoE 15-20%

No. of institutions with RoE >20%

% of total banking assets of institutions with RoE < 0

% of total banking assets of institutions with RoE 0-5%

% of total banking assets of institutions with RoE 5-10%

% of total banking assets of institutions with RoE 10-15%

% of total banking assets of institutions with RoE 15-20%

% of total banking assets of institutions with RoE >20%

| CBD Annual - Profitability and efficiency - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| No. of institutions with RoE < 0 | | | | | | | | | | | |
| No. of institutions with RoE 0-5% | | | | | | | | | | | |
| No. of institutions with RoE 5-10% | | | | | | | | | | | |
| No. of institutions with RoE 10-15% | | | | | | | | | | | |
| No. of institutions with RoE 15-20% | | | | | | | | | | | |
| No. of institutions with RoE >20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE < 0 | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 0-5% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 5-10% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 10-15% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 15-20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE >20% | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

No. of institutions with RoE 0-5%

No. of institutions with RoE 5-10%

No. of institutions with RoE 10-15%

No. of institutions with RoE 15-20%

No. of institutions with RoE >20%

% of total banking assets of institutions with RoE < 0

% of total banking assets of institutions with RoE 0-5%

% of total banking assets of institutions with RoE 5-10%

% of total banking assets of institutions with RoE 10-15%

% of total banking assets of institutions with RoE 15-20%

% of total banking assets of institutions with RoE >20%

| CBD Annual - Profitability and efficiency - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| No. of institutions with RoE < 0 | | | | | | | | | | | |
| No. of institutions with RoE 0-5% | | | | | | | | | | | |
| No. of institutions with RoE 5-10% | | | | | | | | | | | |
| No. of institutions with RoE 10-15% | | | | | | | | | | | |
| No. of institutions with RoE 15-20% | | | | | | | | | | | |
| No. of institutions with RoE >20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE < 0 | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 0-5% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 5-10% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 10-15% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE 15-20% | | | | | | | | | | | |
| % of total banking assets of institutions with RoE >20% | | | | | | | | | | | |

CBD Annual - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

No. of institutions with RoE 0-5%

No. of institutions with RoE 5-10%

No. of institutions with RoE 10-15%

No. of institutions with RoE 15-20%

No. of institutions with RoE >20%

% of total banking assets of institutions with RoE < 0

% of total banking assets of institutions with RoE 0-5%

% of total banking assets of institutions with RoE 5-10%

% of total banking assets of institutions with RoE 10-15%

% of total banking assets of institutions with RoE 15-20%

% of total banking assets of institutions with RoE >20%

| CBD Annual - Balance sheet - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash, cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Non-trading financial assets mandatorily at fair value through profit or loss | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets designated at fair value through profit or loss | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | | | | | | | | | | | |
| Investments in associates, subsidiaries and joint ventures | | | | | | | | | | | |
| Tangible assets | | | | | | | | | | | |
| Intangible assets | | | | | | | | | | | |
| Tax assets | | | | | | | | | | | |
| Current tax assets | | | | | | | | | | | |
| Deferred tax assets | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |
| Non-current assets and disposal groups classified as held for sale | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |

CBD Annual - Balance sheet - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks and other demand deposits

Financial assets held for trading

Derivatives held for trading

Equity instruments

Debt securities

Loans and advances

Non-trading financial assets mandatorily at fair value through profit or loss

Equity instruments

Debt securities

Loans and advances

Financial assets designated at fair value through profit or loss

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Equity instruments

Debt securities

Loans and advances

Financial assets at amortised cost

Debt securities

Loans and advances

Derivatives–Hedge accounting

Fair value changes of the hedged items in portfolio hedge of interest rate risk

Investments in associates, subsidiaries and joint ventures

Tangible assets

Intangible assets

Tax assets

Current tax assets

Deferred tax assets

Other assets

Non-current assets and disposal groups classified as held for sale

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial liabilities held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Short positions | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Other financial liabilities held for trading | | | | | | | | | | | |
| Financial liabilities designated at fair value through profit or loss | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Other financial liabilities designated at fair value through profit or loss | | | | | | | | | | | |
| Financial liabilities measured at amortised cost | | | | | | | | | | | |
| Deposit | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Other financial liabilities measured at amortised cost | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Tax liabilities | | | | | | | | | | | |
| Current tax liabilities | | | | | | | | | | | |
| Deferred tax liabilities | | | | | | | | | | | |
| Other liabilities | | | | | | | | | | | |
| Share capital repayable on demand (e.g. cooperative shares) | | | | | | | | | | | |
| Liabilities included in disposal groups classified as held for sale | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial liabilities held for trading

Derivatives held for trading

Short positions

Deposits

Debt securities issued

Other financial liabilities held for trading

Financial liabilities designated at fair value through profit or loss

Deposits

Debt securities issued

Other financial liabilities designated at fair value through profit or loss

Financial liabilities measured at amortised cost

Deposit

Debt securities issued

Other financial liabilities measured at amortised cost

Derivatives–Hedge accounting

Fair value changes of the hedged items in portfolio hedge of interest rate risk

Provisions

Tax liabilities

Current tax liabilities

Deferred tax liabilities

Other liabilities

Share capital repayable on demand (e.g. cooperative shares)

Liabilities included in disposal groups classified as held for sale

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Capital | | | | | | | | | | | |
| Share premium | | | | | | | | | | | |
| Equity instruments issued other than capital | | | | | | | | | | | |
| Other Equity | | | | | | | | | | | |
| Accumulated other comprehensive income | | | | | | | | | | | |
| Retained earnings | | | | | | | | | | | |
| Revaluation reserves | | | | | | | | | | | |
| Other Reserves | | | | | | | | | | | |
| (Treasury shares) | | | | | | | | | | | |
| Profit or loss attributable to owners of the parent | | | | | | | | | | | |
| (Interim dividends) | | | | | | | | | | | |
| Minority interest | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

Share premium

Equity instruments issued other than capital

Other Equity

Accumulated other comprehensive income

Retained earnings

Revaluation reserves

Other Reserves

(Treasury shares)

Profit or loss attributable to owners of the parent

(Interim dividends)

Minority interest

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Given | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Other commitments | | | | | | | | | | | |
| Received | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Other commitments | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Given

Loan commitments*

Financial guarantees*

Other commitments

Received

Loan commitments*

Financial guarantees*

Other commitments

| CBD Annual - Balance sheet - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash, cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Non-trading non-derivative financial assets measured at fair value through profit or loss | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loan and advances | | | | | | | | | | | |
| Non-trading non-derivative financial assets measured at fair value to equity | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loan and advances | | | | | | | | | | | |
| Non-trading debt instruments measured at a cost-based method | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Other non-trading non-derivative financial assets | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | | | | | | | | | | | |
| Investments in associates, subsidiaries and joint ventures | | | | | | | | | | | |
| Tangible assets | | | | | | | | | | | |
| Intangible assets | | | | | | | | | | | |
| Tax assets | | | | | | | | | | | |
| Current tax assets | | | | | | | | | | | |
| Deferred tax assets | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |
| Non-current assets and disposal groups classified as held for sale | | | | | | | | | | | |
| Haircuts for trading assets at fair value | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |

CBD Annual - Balance sheet - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks and other demand deposits

Financial assets held for trading

Derivatives held for trading

Equity instruments

Debt securities

Loans and advances

Non-trading non-derivative financial assets measured at fair value through profit or loss

Equity instruments

Debt securities

Loan and advances

Non-trading non-derivative financial assets measured at fair value to equity

Equity instruments

Debt securities

Loan and advances

Non-trading debt instruments measured at a cost-based method

Equity instruments

Debt securities

Loans and advances

Other non-trading non-derivative financial assets

Equity instruments

Debt securities

Loans and advances

Derivatives–Hedge accounting

Fair value changes of the hedged items in portfolio hedge of interest rate risk

Investments in associates, subsidiaries and joint ventures

Tangible assets

Intangible assets

Tax assets

Current tax assets

Deferred tax assets

Other assets

Non-current assets and disposal groups classified as held for sale

Haircuts for trading assets at fair value

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial liabilities held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Short positions | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Other financial liabilities held for trading | | | | | | | | | | | |
| Non-trading non-derivative financial liabilities measured at a cost-based method | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Other financial liabilities | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Fair value changes of the hedged items in portfolio hedge of interest rate risk | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Tax liabilities | | | | | | | | | | | |
| Current tax liabilities | | | | | | | | | | | |
| Deferred tax liabilities | | | | | | | | | | | |
| Other liabilities | | | | | | | | | | | |
| Share capital repayable on demand (e.g. cooperative shares) | | | | | | | | | | | |
| Liabilities included in disposal groups classified as held for sale | | | | | | | | | | | |
| Haircuts for trading liabilities at fair value | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial liabilities held for trading

Derivatives held for trading

Short positions

Deposits

Debt securities issued

Other financial liabilities held for trading

Non-trading non-derivative financial liabilities measured at a cost-based method

Deposits

Debt securities issued

Other financial liabilities

Derivatives–Hedge accounting

Fair value changes of the hedged items in portfolio hedge of interest rate risk

Provisions

Tax liabilities

Current tax liabilities

Deferred tax liabilities

Other liabilities

Share capital repayable on demand (e.g. cooperative shares)

Liabilities included in disposal groups classified as held for sale

Haircuts for trading liabilities at fair value

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Capital | | | | | | | | | | | |
| Share premium | | | | | | | | | | | |
| Equity instruments issued other than capital | | | | | | | | | | | |
| Other Equity | | | | | | | | | | | |
| Accumulated other comprehensive income | | | | | | | | | | | |
| Retained earnings | | | | | | | | | | | |
| Revaluation reserves | | | | | | | | | | | |
| Fair value reserves | | | | | | | | | | | |
| Other Reserves | | | | | | | | | | | |
| First consolidation differences | | | | | | | | | | | |
| (Treasury shares) | | | | | | | | | | | |
| Profit or loss attributable to owners of the parent | | | | | | | | | | | |
| (Interim dividends) | | | | | | | | | | | |
| Minority interest | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

Share premium

Equity instruments issued other than capital

Other Equity

Accumulated other comprehensive income

Retained earnings

Revaluation reserves

Fair value reserves

Other Reserves

First consolidation differences

(Treasury shares)

Profit or loss attributable to owners of the parent

(Interim dividends)

Minority interest

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Given | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Other commitments | | | | | | | | | | | |
| Received | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Other commitments | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Given

Loan commitments*

Financial guarantees*

Other commitments

Received

Loan commitments*

Financial guarantees*

Other commitments

| CBD Annual - Balance sheet - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash, cash balances at central banks | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Residual assets | | | | | | | | | | | |
| TOTAL ASSETS | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Investments in associates, subsidiaries and joint ventures | | | | | | | | | | | |

CBD Annual - Balance sheet - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks

Loans and advances

Debt securities

Equity instruments

Residual assets

TOTAL ASSETS

Memorandum items

Financial assets held for trading

Investments in associates, subsidiaries and joint ventures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Residual liabilities | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Deposits

Debt securities issued

Provisions

Residual liabilities

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| CBD Annual - Balance sheet - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash, cash balances at central banks | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Equity instruments* | | | | | | | | | | | |
| Residual assets | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Investments in associates, subsidiaries and joint ventures | | | | | | | | | | | |

CBD Annual - Balance sheet - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks

Loans and advances*

Debt securities*

Equity instruments*

Residual assets

TOTAL ASSETS*

Memorandum items

Financial assets held for trading

Investments in associates, subsidiaries and joint ventures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Deposits* | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Residual liabilities | | | | | | | | | | | |
| TOTAL LIABILITIES* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Deposits*

Debt securities issued

Provisions

Residual liabilities

TOTAL LIABILITIES*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY* | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

TOTAL EQUITY*

TOTAL LIABILITIES AND EQUITY

| CBD Annual -Balance sheet - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| of which: credit institutions | | | | | | | | | | | |
| of which: other financial corporations | | | | | | | | | | | |
| of which: non-financial corporations | | | | | | | | | | | |

CBD Annual -Balance sheet - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Debt securities

Central banks

General governments*

Credit institutions

Other financial corporations

Non-financial corporations

Equity instruments

of which: credit institutions

of which: other financial corporations

of which: non-financial corporations

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Memorandum items | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Subordinated financial liabilities | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Memorandum items

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Subordinated financial liabilities

Deposits

Debt securities issued

| CBD Annual - Balance sheet - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| of which: credit institutions | | | | | | | | | | | |
| of which: other financial corporations | | | | | | | | | | | |
| of which: non-financial corporations | | | | | | | | | | | |

CBD Annual - Balance sheet - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Debt securities

Central banks

General governments*

Credit institutions

Other financial corporations

Non-financial corporations

Equity instruments

of which: credit institutions

of which: other financial corporations

of which: non-financial corporations

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Memorandum items | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Subordinated financial liabilities | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Memorandum items

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Subordinated financial liabilities

Deposits

Debt securities issued

| CBD Annual - Balance sheet - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other | | | | | | | | | | | |

CBD Annual - Balance sheet - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

General governments

Central banks

Credit institutions

Other

| CBD Annual - Balance sheet - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other | | | | | | | | | | | |

CBD Annual - Balance sheet - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

General governments

Central banks

Credit institutions

Other

| CBD Annual - Asset quality - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Forborne exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of performing exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Debt securities - Gross carrying amount of non-performing exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of performing exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |

CBD Annual - Asset quality - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Forborne exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation

Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

Debt securities - Gross carrying amount of exposures with forbearance measures

Debt securities - Gross carrying amount of performing exposures with forbearance measures

Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which under probation

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

Loans and advances - Gross carrying amount of exposures with forbearance measures*

Loans and advances - Gross carrying amount of performing exposures with forbearance measures*

Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures*

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which under probation

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations* | | | | | | | | | | | |
| Households* | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits*

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations*

Households*

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits*

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures - Not past due or Past due <= 30 days | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Not past due or Past due <= 30 days

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures - Past due > 30 days <= 90 days | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Past due > 30 days <= 90 days

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations* | | | | | | | | | | | |
| Households* | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits*

Debt securities*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations*

Households*

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Unlikely to pay that are not past-due or past-due < = 90 days | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Unlikely to pay that are not past-due or past-due < = 90 days

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 90 days <= 180 days | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 90 days <= 180 days

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 180 days <= 1 year | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 180 days <= 1 year

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 1 year | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 1 year

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Of which: defaulted | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Of which: defaulted

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits*

Debt securities*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Collateral received on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Financial guarantees received on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Financial guarantees received on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash balances at central banks and other demand deposits

Debt securities

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| CBD Annual - Asset quality - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

CBD Annual - Asset quality - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Gross carrying amount - Credit-impaired assets (Stage 3) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Gross carrying amount - Credit-impaired assets (Stage 3)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Credit-impaired assets (Stage 3) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Accumulated impairment - Credit-impaired assets (Stage 3)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial assets at amortised cost

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Debt securities

Loans and advances

| CBD Annual - Asset quality - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Impaired debt instruments - Non-trading non-derivative debt instruments measured at a cost-based method | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Total gross carrying amount of impaired assets | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Specific allowances for credit risk | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| General allowances for credit risk and banking risk affecting carrying amount | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

CBD Annual - Asset quality - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Non-trading non-derivative debt instruments measured at a cost-based method

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Total gross carrying amount of impaired assets

Debt securities

Loans and advances

Specific allowances for credit risk

Debt securities

Loans and advances

General allowances for credit risk and banking risk affecting carrying amount

Debt securities

Loans and advances

| CBD Annual - Asset quality - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Gross carrying amount | | | | | | | | | | | |
| Performing exposures | | | | | | | | | | | |
| Non-performing exposures* | | | | | | | | | | | |
| Forborne exposures | | | | | | | | | | | |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions* | | | | | | | | | | | |

CBD Annual - Asset quality - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Gross carrying amount

Performing exposures

Non-performing exposures*

Forborne exposures

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions*

| CBD Annual - GEOGRAPHICAL CONCENTRATION |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Total original exposure value | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Non-domestic original exposure | | | | | | | | | | | |
| Total original exposure | | | | | | | | | | | |

CBD Annual - GEOGRAPHICAL CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total original exposure value

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

Memorandum items

Non-domestic original exposure

Total original exposure

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures in default | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total exposures in default

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposure value | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total exposure value

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures collateralized by immovable residential property | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| non-Union countries | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable residential property

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

non-Union countries

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures collateralized by immovable commercial property | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| non-Union countries | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable commercial property

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

non-Union countries

| CBD Annual - GEOGRAPHICAL CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Domestic activities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Total assets | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Total liabilities | | | | | | | | | | | |
| Interest income | | | | | | | | | | | |
| (Interest expense) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| Profit or loss for the year | | | | | | | | | | | |

CBD Annual - GEOGRAPHICAL CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Domestic activities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

Debt securities

Total assets

Deposits

Debt securities issued

Total liabilities

Interest income

(Interest expense)

Total operating income, net

Profit or loss for the year

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Non-domestic activities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Loans and advances | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Total assets | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Total liabilities | | | | | | | | | | | |
| Interest income | | | | | | | | | | | |
| (Interest expense) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| Profit or loss for the year | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Non-domestic activities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

Debt securities

Total assets

Deposits

Debt securities issued

Total liabilities

Interest income

(Interest expense)

Total operating income, net

Profit or loss for the year

| CBD Annual - COUNTERPARTY CONCENTRATION |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Large exposures (total) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Large exposures (total) | | | | | | | | | | | |
| Large exposures - Over 10% of capital or EUR 300 mln. | | | | | | | | | | | |
| Large exposures - Institutions | | | | | | | | | | | |
| Large exposures - Unregulated financial Entities | | | | | | | | | | | |

CBD Annual - COUNTERPARTY CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Large exposures (total)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Large exposures (total)

Large exposures - Over 10% of capital or EUR 300 mln.

Large exposures - Institutions

Large exposures - Unregulated financial Entities

| CBD Annual - COUNTERPARTY CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Exposures to central banks | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES | | | | | | | | | | | |

CBD Annual - COUNTERPARTY CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to central banks

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to general governments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Trade receivables | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to general governments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Trade receivables

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to credit institutions | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Trade receivables | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to credit institutions

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Trade receivables

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to other financial corporations | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Trade receivables | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |
| Memorandum items: Maximum amount of the collateral/guarantee that can be considered | | | | | | | | | | | |
| Loans collateralized by immovable property | | | | | | | | | | | |
| Other collateralized loans | | | | | | | | | | | |
| Financial guarantees received | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to other financial corporations

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Trade receivables

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

Loans collateralized by immovable property

Other collateralized loans

Financial guarantees received

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to non-financial corporations | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Trade receivables | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |
| of which: project finance loans | | | | | | | | | | | |
| Memorandum items: Maximum amount of the collateral/guarantee that can be considered | | | | | | | | | | | |
| Loans collateralized by immovable property | | | | | | | | | | | |
| Other collateralized loans | | | | | | | | | | | |
| Financial guarantees received | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to non-financial corporations

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Trade receivables

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

of which: project finance loans

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

Loans collateralized by immovable property

Other collateralized loans

Financial guarantees received

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to households | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| On demand [call] and short notice [current account] | | | | | | | | | | | |
| Credit card debt | | | | | | | | | | | |
| Trade receivables | | | | | | | | | | | |
| Finance leases | | | | | | | | | | | |
| Reverse repurchase loans | | | | | | | | | | | |
| Other term loans | | | | | | | | | | | |
| Advances that are not loans | | | | | | | | | | | |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |
| of which: credit for consumption | | | | | | | | | | | |
| of which: lending for house purchase | | | | | | | | | | | |
| Memorandum items: Maximum amount of the collateral/guarantee that can be considered | | | | | | | | | | | |
| Loans collateralized by immovable property | | | | | | | | | | | |
| Other collateralized loans | | | | | | | | | | | |
| Financial guarantees received | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Exposures to households

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

Credit card debt

Trade receivables

Finance leases

Reverse repurchase loans

Other term loans

Advances that are not loans

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

of which: credit for consumption

of which: lending for house purchase

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

Loans collateralized by immovable property

Other collateralized loans

Financial guarantees received

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loans and advances to non-financial corporations - Gross carrying amount | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| A Agriculture, forestry and fishing | | | | | | | | | | | |
| B Mining and quarrying | | | | | | | | | | | |
| C Manufacturing | | | | | | | | | | | |
| D Electricity, gas, steam and air conditioning supply | | | | | | | | | | | |
| E Water supply | | | | | | | | | | | |
| F Construction | | | | | | | | | | | |
| G Wholesale and retail trade | | | | | | | | | | | |
| H Transport and storage | | | | | | | | | | | |
| I Accommodation and food service activities | | | | | | | | | | | |
| J Information and communication | | | | | | | | | | | |
| K Financial and insurance activities | | | | | | | | | | | |
| L Real estate activities | | | | | | | | | | | |
| M Professional, scientific and technical activities | | | | | | | | | | | |
| N Administrative and support service activities | | | | | | | | | | | |
| O Public administration and defence, compulsory social security | | | | | | | | | | | |
| P Education | | | | | | | | | | | |
| Q Human health services and social work activities | | | | | | | | | | | |
| R Arts, entertainment and recreation | | | | | | | | | | | |
| S Other services | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Loans and advances to non-financial corporations - Gross carrying amount

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

A Agriculture, forestry and fishing

B Mining and quarrying

C Manufacturing

D Electricity, gas, steam and air conditioning supply

E Water supply

F Construction

G Wholesale and retail trade

H Transport and storage

I Accommodation and food service activities

J Information and communication

K Financial and insurance activities

L Real estate activities

M Professional, scientific and technical activities

N Administrative and support service activities

O Public administration and defence, compulsory social security

P Education

Q Human health services and social work activities

R Arts, entertainment and recreation

S Other services

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loans and advances to non-financial corporations - Accumulated impairment or Accumulated changes in fair value due to credit risk | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| A Agriculture, forestry and fishing | | | | | | | | | | | |
| B Mining and quarrying | | | | | | | | | | | |
| C Manufacturing | | | | | | | | | | | |
| D Electricity, gas, steam and air conditioning supply | | | | | | | | | | | |
| E Water supply | | | | | | | | | | | |
| F Construction | | | | | | | | | | | |
| G Wholesale and retail trade | | | | | | | | | | | |
| H Transport and storage | | | | | | | | | | | |
| I Accommodation and food service activities | | | | | | | | | | | |
| J Information and communication | | | | | | | | | | | |
| K Financial and insurance activities | | | | | | | | | | | |
| L Real estate activities | | | | | | | | | | | |
| M Professional, scientific and technical activities | | | | | | | | | | | |
| N Administrative and support service activities | | | | | | | | | | | |
| O Public administration and defence, compulsory social security | | | | | | | | | | | |
| P Education | | | | | | | | | | | |
| Q Human health services and social work activities | | | | | | | | | | | |
| R Arts, entertainment and recreation | | | | | | | | | | | |
| S Other services | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Loans and advances to non-financial corporations - Accumulated impairment or Accumulated changes in fair value due to credit risk

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

A Agriculture, forestry and fishing

B Mining and quarrying

C Manufacturing

D Electricity, gas, steam and air conditioning supply

E Water supply

F Construction

G Wholesale and retail trade

H Transport and storage

I Accommodation and food service activities

J Information and communication

K Financial and insurance activities

L Real estate activities

M Professional, scientific and technical activities

N Administrative and support service activities

O Public administration and defence, compulsory social security

P Education

Q Human health services and social work activities

R Arts, entertainment and recreation

S Other services

| CBD Annual - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Carrying amount (FINREP-IFRS) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Derivatives | | | | | | | | | | | |
| Short positions | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Certificates of deposits | | | | | | | | | | | |
| Asset-backed securities | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Hybrid contracts | | | | | | | | | | | |
| Other debt securities issued | | | | | | | | | | | |
| Convertible compound financial instruments | | | | | | | | | | | |
| Non-convertible | | | | | | | | | | | |
| Other financial liabilities | | | | | | | | | | | |
| FINANCIAL LIABILITIES | | | | | | | | | | | |

CBD Annual - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Derivatives

Short positions

Equity instruments

Debt securities

Deposits

Central banks

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

General governments

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Credit institutions

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Other financial corporations

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Non-financial corporations

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Households

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Debt securities issued

Certificates of deposits

Asset-backed securities

Covered bonds

Hybrid contracts

Other debt securities issued

Convertible compound financial instruments

Non-convertible

Other financial liabilities

FINANCIAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount (FINREP-GAAP) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Derivatives | | | | | | | | | | | |
| Short positions | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Current accounts / overnight deposits | | | | | | | | | | | |
| Deposits with agreed maturity | | | | | | | | | | | |
| Deposits redeemable at notice | | | | | | | | | | | |
| Repurchase agreements | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Certificates of deposits | | | | | | | | | | | |
| Asset-backed securities | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Hybrid contracts | | | | | | | | | | | |
| Other debt securities issued | | | | | | | | | | | |
| Convertible compound financial instruments | | | | | | | | | | | |
| Non-convertible | | | | | | | | | | | |
| Other financial liabilities | | | | | | | | | | | |
| FINANCIAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Derivatives

Short positions

Equity instruments

Debt securities

Deposits

Central banks

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

General governments

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Credit institutions

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Other financial corporations

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Non-financial corporations

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Households

Current accounts / overnight deposits

Deposits with agreed maturity

Deposits redeemable at notice

Repurchase agreements

Debt securities issued

Certificates of deposits

Asset-backed securities

Covered bonds

Hybrid contracts

Other debt securities issued

Convertible compound financial instruments

Non-convertible

Other financial liabilities

FINANCIAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount received | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Retail funding | | | | | | | | | | | |
| Sight deposits | | | | | | | | | | | |
| Term deposits withdrawable within the following 30 days | | | | | | | | | | | |
| Term deposits not withdrawable within the following 30 days | | | | | | | | | | | |
| Savings accounts | | | | | | | | | | | |
| Wholesale funding* | | | | | | | | | | | |
| Unsecured | | | | | | | | | | | |
| Secured* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount received

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Retail funding

Sight deposits

Term deposits withdrawable within the following 30 days

Term deposits not withdrawable within the following 30 days

Savings accounts

Wholesale funding*

Unsecured

Secured*

| CBD Annual - Liquidity and funding |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Liquid assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| TOTAL UNADJUSTED LIQUID ASSETS* | | | | | | | | | | | |
| Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds | | | | | | | | | | | |
| Withdrawable central bank reserves | | | | | | | | | | | |
| Central bank assets | | | | | | | | | | | |
| Central government assets | | | | | | | | | | | |
| Other liquid assets which can be included in the category of Central Bank exposures or Publically Guaranteed exposures | | | | | | | | | | | |
| Total unadjusted LEVEL 1 extremely high quality covered bonds | | | | | | | | | | | |
| Total unadjusted LEVEL 2A assets | | | | | | | | | | | |
| Total unadjusted LEVEL 2B assets | | | | | | | | | | | |

CBD Annual - Liquidity and funding

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Liquid assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

TOTAL UNADJUSTED LIQUID ASSETS*

Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds

Withdrawable central bank reserves

Central bank assets

Central government assets

Other liquid assets which can be included in the category of Central Bank exposures or Publically Guaranteed exposures

Total unadjusted LEVEL 1 extremely high quality covered bonds

Total unadjusted LEVEL 2A assets

Total unadjusted LEVEL 2B assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| LIQUIDITY COVERAGE | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Liquidity buffer* | | | | | | | | | | | |
| Net liquidity outflow* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Liquidity buffer*

Net liquidity outflow*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets referred to in Article 416 | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets referred to in Article 416

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122 | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122 | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other securities and money market instruments not reported elsewhere | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other securities and money market instruments not reported elsewhere

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - equity securities of non-financial entities listed on a major index in a recognised exchange | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - equity securities of non-financial entities listed on a major index in a recognised exchange

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other equity securities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other equity securities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - gold | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - gold

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other precious metals | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other precious metals

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - derivatives receivables | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - any other assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as 'medium risk' or 'medium/low risk' under Annex I. | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as 'medium risk' or 'medium/low risk' under Annex I.

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - own funds after deduction have been applied where apropriate | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - own funds after deduction have been applied where apropriate

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - retail deposits | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - retail deposits

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are not financial customers | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are not financial customers

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are financial customers | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are financial customers

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5) of Regulation (EU) No 575/2013 | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5) of Regulation (EU) No 575/2013

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities defined in Article 52(4) of Directive 2009/65/EC | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities defined in Article 52(4) of Directive 2009/65/EC

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - other liabilities resulting from securities issued | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - other liabilities resulting from securities issued

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from derivatives payables contracts | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from derivatives payables contracts

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - any other liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - any other liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| CBD Annual - Asset encumbrance |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Carrying amount of encumbered assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution* | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by general governments | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

CBD Annual - Asset encumbrance

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution*

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by general governments

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: issued by other entities of the group | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets of which: issued by other entities of the group

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: central bank's eligible | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by general governments | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets of which: central bank's eligible

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by general governments

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution* | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by general governments | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution*

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by general governments

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: issued by other entities of the group | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets of which: issued by other entities of the group

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: central bank's eligible | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| of which: covered bonds | | | | | | | | | | | |
| of which: asset-backed securities | | | | | | | | | | | |
| of which: issued by general governments | | | | | | | | | | | |
| of which: issued by financial corporations | | | | | | | | | | | |
| of which: issued by non-financial corporations | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| of which: mortgage loans | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets of which: central bank's eligible

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

of which: covered bonds

of which: asset-backed securities

of which: issued by general governments

of which: issued by financial corporations

of which: issued by non-financial corporations

Loans and advances other than loans on demand

of which: mortgage loans

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received by the reporting institution | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Fair value of encumbered collateral received or own debt securities issued* | | | | | | | | | | | |
| Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Collateral received by the reporting institution

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Fair value of encumbered collateral received or own debt securities issued*

Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance*

| CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Table Own funds | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| OWN FUNDS | | | | | | | | | | | |
| TIER 1 CAPITAL* | | | | | | | | | | | |
| COMMON EQUITY TIER 1 CAPITAL* | | | | | | | | | | | |
| Capital instruments eligible as CET1 Capital | | | | | | | | | | | |
| Paid up capital instruments | | | | | | | | | | | |
| Memorandum item: Capital instruments not eligible | | | | | | | | | | | |
| Share premium | | | | | | | | | | | |
| (-) Own CET1 instruments | | | | | | | | | | | |
| (-) Actual or contingent obligations to purchase own CET1 instruments | | | | | | | | | | | |
| Retained earnings | | | | | | | | | | | |
| Previous years retained earnings | | | | | | | | | | | |
| Profit or loss eligible | | | | | | | | | | | |
| Adjustments to CET1 | | | | | | | | | | | |
| Accumulated other comprehensive income | | | | | | | | | | | |
| Other reserves | | | | | | | | | | | |
| Funds for general banking risk | | | | | | | | | | | |
| Transitional adjustments due to grandfathered CET1 Capital instruments | | | | | | | | | | | |
| Minority interest given recognition in CET1 capital | | | | | | | | | | | |
| Transitional adjustments due to additional minority interests | | | | | | | | | | | |
| Adjustments to CET1 due to prudential filters | | | | | | | | | | | |
| Other transitional adjustments to CET1 Capital | | | | | | | | | | | |
| CET1 capital elements or deductions - other | | | | | | | | | | | |
| Deductions from CET1 | | | | | | | | | | | |
| (-) Goodwill | | | | | | | | | | | |
| (-) Other intangible assets | | | | | | | | | | | |
| (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities | | | | | | | | | | | |
| (-) IRB shortfall of credit risk adjustments to expected losses | | | | | | | | | | | |
| (-)Defined benefit pension fund assets | | | | | | | | | | | |
| (-) Excess of deduction from AT1 items over AT1 Capital | | | | | | | | | | | |
| ADDITIONAL TIER 1 CAPITAL | | | | | | | | | | | |
| Capital instruments eligible as AT1 Capital | | | | | | | | | | | |
| Paid up capital instruments | | | | | | | | | | | |
| Memorandum item: Capital instruments not eligible | | | | | | | | | | | |
| Share premium | | | | | | | | | | | |
| (-) Own AT1 instruments | | | | | | | | | | | |
| (-) Actual or contingent obligations to purchase own AT1 instruments | | | | | | | | | | | |
| Transitional adjustments due to grandfathered AT1 Capital instruments | | | | | | | | | | | |
| Instruments issued by subsidiaries that are given recognition in AT1 Capital | | | | | | | | | | | |
| Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries | | | | | | | | | | | |
| (-) Excess of deduction from T2 items over T2 Capital | | | | | | | | | | | |
| Other transitional adjustments to AT1 Capital | | | | | | | | | | | |
| Excess of deduction from AT1 items over AT1 Capital (deducted in CET1) | | | | | | | | | | | |
| (-) Additional deductions of AT1 Capital due to Article 3 CRR | | | | | | | | | | | |
| AT1 capital elements or deductions - other | | | | | | | | | | | |
| TIER 2 CAPITAL | | | | | | | | | | | |
| Capital instruments and subordinated loans eligible as T2 Capital | | | | | | | | | | | |
| Paid up capital instruments and subordinated loans | | | | | | | | | | | |
| Memorandum item: Capital instruments and subordinated loans not eligible | | | | | | | | | | | |
| Share premium | | | | | | | | | | | |
| (-) Own T2 instruments | | | | | | | | | | | |
| (-) Actual or contingent obligations to purchase own T2 instruments | | | | | | | | | | | |
| Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans | | | | | | | | | | | |
| Instruments issued by subsidiaries that are given recognition in T2 Capital | | | | | | | | | | | |
| Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries | | | | | | | | | | | |
| IRB Excess of provisions over expected losses eligible | | | | | | | | | | | |
| SA General credit risk adjustments | | | | | | | | | | | |
| Other transitional adjustments to T2 Capital | | | | | | | | | | | |
| Excess of deduction from T2 items over T2 Capital (deducted in AT1) | | | | | | | | | | | |
| (-) Additional deductions of T2 Capital due to Article 3 CRR | | | | | | | | | | | |
| T2 capital elements or deductions - other | | | | | | | | | | | |

CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Table Own funds

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

OWN FUNDS

TIER 1 CAPITAL*

COMMON EQUITY TIER 1 CAPITAL*

Capital instruments eligible as CET1 Capital

Paid up capital instruments

Memorandum item: Capital instruments not eligible

Share premium

(-) Own CET1 instruments

(-) Actual or contingent obligations to purchase own CET1 instruments

Retained earnings

Previous years retained earnings

Profit or loss eligible

Adjustments to CET1

Accumulated other comprehensive income

Other reserves

Funds for general banking risk

Transitional adjustments due to grandfathered CET1 Capital instruments

Minority interest given recognition in CET1 capital

Transitional adjustments due to additional minority interests

Adjustments to CET1 due to prudential filters

Other transitional adjustments to CET1 Capital

CET1 capital elements or deductions - other

Deductions from CET1

(-) Goodwill

(-) Other intangible assets

(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities

(-) IRB shortfall of credit risk adjustments to expected losses

(-)Defined benefit pension fund assets

(-) Excess of deduction from AT1 items over AT1 Capital

ADDITIONAL TIER 1 CAPITAL

Capital instruments eligible as AT1 Capital

Paid up capital instruments

Memorandum item: Capital instruments not eligible

Share premium

(-) Own AT1 instruments

(-) Actual or contingent obligations to purchase own AT1 instruments

Transitional adjustments due to grandfathered AT1 Capital instruments

Instruments issued by subsidiaries that are given recognition in AT1 Capital

Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries

(-) Excess of deduction from T2 items over T2 Capital

Other transitional adjustments to AT1 Capital

Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)

(-) Additional deductions of AT1 Capital due to Article 3 CRR

AT1 capital elements or deductions - other

TIER 2 CAPITAL

Capital instruments and subordinated loans eligible as T2 Capital

Paid up capital instruments and subordinated loans

Memorandum item: Capital instruments and subordinated loans not eligible

Share premium

(-) Own T2 instruments

(-) Actual or contingent obligations to purchase own T2 instruments

Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans

Instruments issued by subsidiaries that are given recognition in T2 Capital

Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries

IRB Excess of provisions over expected losses eligible

SA General credit risk adjustments

Other transitional adjustments to T2 Capital

Excess of deduction from T2 items over T2 Capital (deducted in AT1)

(-) Additional deductions of T2 Capital due to Article 3 CRR

T2 capital elements or deductions - other

| CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Original exposure pre-conversion factors | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES* | | | | | | | | | | | |
| Standardised approach (SA) | | | | | | | | | | | |
| SA exposure classes excluding securitisation positions | | | | | | | | | | | |
| Central governments or central banks | | | | | | | | | | | |
| Regional governments or local authorities | | | | | | | | | | | |
| Public sector entities | | | | | | | | | | | |
| Multilateral Development Banks | | | | | | | | | | | |
| International Organisations | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates | | | | | | | | | | | |
| Retail | | | | | | | | | | | |
| Secured by mortgages on immovable property | | | | | | | | | | | |
| Exposures in default | | | | | | | | | | | |
| Items associated with particular high risk | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Claims on institutions and corporates with a short-term credit assessment | | | | | | | | | | | |
| Collective investments undertakings (CIU) | | | | | | | | | | | |
| Equity | | | | | | | | | | | |
| Other items | | | | | | | | | | | |
| Securitisation positions SA | | | | | | | | | | | |
| Internal ratings based Approach (IRB)* | | | | | | | | | | | |
| IRB approaches when neither own estimates of LGD nor Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| IRB approaches when own estimates of LGD and/or Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| Retail - Secured by real estate SME | | | | | | | | | | | |
| Retail - Secured by real estate non-SME | | | | | | | | | | | |
| Retail - Qualifying revolving | | | | | | | | | | | |
| Retail - Other SME | | | | | | | | | | | |
| Retail - Other non-SME | | | | | | | | | | | |
| Equity IRB | | | | | | | | | | | |
| Securitisation positions IRB | | | | | | | | | | | |

CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Original exposure pre-conversion factors

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES*

Standardised approach (SA)

SA exposure classes excluding securitisation positions

Central governments or central banks

Regional governments or local authorities

Public sector entities

Multilateral Development Banks

International Organisations

Institutions

Corporates

Retail

Secured by mortgages on immovable property

Exposures in default

Items associated with particular high risk

Covered bonds

Claims on institutions and corporates with a short-term credit assessment

Collective investments undertakings (CIU)

Equity

Other items

Securitisation positions SA

Internal ratings based Approach (IRB)*

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

IRB approaches when own estimates of LGD and/or Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

Retail - Secured by real estate SME

Retail - Secured by real estate non-SME

Retail - Qualifying revolving

Retail - Other SME

Retail - Other non-SME

Equity IRB

Securitisation positions IRB

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Value adjustments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Standardised approach (SA) | | | | | | | | | | | |
| SA exposure classes excluding securitisation positions | | | | | | | | | | | |
| Central governments or central banks | | | | | | | | | | | |
| Regional governments or local authorities | | | | | | | | | | | |
| Public sector entities | | | | | | | | | | | |
| Multilateral Development Banks | | | | | | | | | | | |
| International Organisations | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates | | | | | | | | | | | |
| Retail | | | | | | | | | | | |
| Secured by mortgages on immovable property | | | | | | | | | | | |
| Exposures in default | | | | | | | | | | | |
| Items associated with particular high risk | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Claims on institutions and corporates with a short-term credit assessment | | | | | | | | | | | |
| Collective investments undertakings (CIU) | | | | | | | | | | | |
| Equity | | | | | | | | | | | |
| Other items | | | | | | | | | | | |
| Securitisation positions SA | | | | | | | | | | | |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |
| IRB approaches when neither own estimates of LGD nor Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| IRB approaches when own estimates of LGD and/or Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| Retail - Secured by real estate SME | | | | | | | | | | | |
| Retail - Secured by real estate non-SME | | | | | | | | | | | |
| Retail - Qualifying revolving | | | | | | | | | | | |
| Retail - Other SME | | | | | | | | | | | |
| Retail - Other non-SME | | | | | | | | | | | |
| Securitisation positions IRB | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Value adjustments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised approach (SA)

SA exposure classes excluding securitisation positions

Central governments or central banks

Regional governments or local authorities

Public sector entities

Multilateral Development Banks

International Organisations

Institutions

Corporates

Retail

Secured by mortgages on immovable property

Exposures in default

Items associated with particular high risk

Covered bonds

Claims on institutions and corporates with a short-term credit assessment

Collective investments undertakings (CIU)

Equity

Other items

Securitisation positions SA

Internal ratings based Approach (IRB)

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

IRB approaches when own estimates of LGD and/or Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

Retail - Secured by real estate SME

Retail - Secured by real estate non-SME

Retail - Qualifying revolving

Retail - Other SME

Retail - Other non-SME

Securitisation positions IRB

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Risk weighted exposure amounts | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES* | | | | | | | | | | | |
| RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES | | | | | | | | | | | |
| Standardised approach (SA) | | | | | | | | | | | |
| SA exposure classes excluding securitisation positions | | | | | | | | | | | |
| Central governments or central banks | | | | | | | | | | | |
| Regional governments or local authorities | | | | | | | | | | | |
| Public sector entities | | | | | | | | | | | |
| Multilateral Development Banks | | | | | | | | | | | |
| International Organisations | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates | | | | | | | | | | | |
| Retail | | | | | | | | | | | |
| Secured by mortgages on immovable property | | | | | | | | | | | |
| Exposures in default | | | | | | | | | | | |
| Items associated with particular high risk | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Claims on institutions and corporates with a short-term credit assessment | | | | | | | | | | | |
| Collective investments undertakings (CIU) | | | | | | | | | | | |
| Equity | | | | | | | | | | | |
| Other items | | | | | | | | | | | |
| Securitisation positions SA | | | | | | | | | | | |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |
| IRB approaches when neither own estimates of LGD nor Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| IRB approaches when own estimates of LGD and/or Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| Retail - Secured by real estate SME | | | | | | | | | | | |
| Retail - Secured by real estate non-SME | | | | | | | | | | | |
| Retail - Qualifying revolving | | | | | | | | | | | |
| Retail - Other SME | | | | | | | | | | | |
| Retail - Other non-SME | | | | | | | | | | | |
| Equity IRB | | | | | | | | | | | |
| Securitisation positions IRB | | | | | | | | | | | |
| Other non credit-obligation assets | | | | | | | | | | | |
| Risk exposure amount for contributions to the default fund of a CCP | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS | | | | | | | | | | | |
| Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) | | | | | | | | | | | |
| Traded debt instruments | | | | | | | | | | | |
| Equity | | | | | | | | | | | |
| Foreign Exchange | | | | | | | | | | | |
| Commodities | | | | | | | | | | | |
| Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) | | | | | | | | | | | |
| OpR Basic indicator approach (BIA) | | | | | | | | | | | |
| OpR Standardised (STA) / Alternative Standardised (ASA) approaches | | | | | | | | | | | |
| OpR Advanced measurement approaches (AMA) | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT | | | | | | | | | | | |
| Advanced method | | | | | | | | | | | |
| Standardised method | | | | | | | | | | | |
| Based on OEM | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK | | | | | | | | | | | |
| OTHER RISK EXPOSURE AMOUNTS | | | | | | | | | | | |
| Of which: Additional stricter prudential requirements based on Art 458 | | | | | | | | | | | |
| Of which: requirements for large exposures | | | | | | | | | | | |
| Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property | | | | | | | | | | | |
| Of which: due to intra financial sector exposures | | | | | | | | | | | |
| Of which: Additional stricter prudential requirements based on Art 459 | | | | | | | | | | | |
| Of which: Additional risk exposure amount due to Article 3 CRR | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Risk weighted exposure amounts

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

Standardised approach (SA)

SA exposure classes excluding securitisation positions

Central governments or central banks

Regional governments or local authorities

Public sector entities

Multilateral Development Banks

International Organisations

Institutions

Corporates

Retail

Secured by mortgages on immovable property

Exposures in default

Items associated with particular high risk

Covered bonds

Claims on institutions and corporates with a short-term credit assessment

Collective investments undertakings (CIU)

Equity

Other items

Securitisation positions SA

Internal ratings based Approach (IRB)

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

IRB approaches when own estimates of LGD and/or Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

Retail - Secured by real estate SME

Retail - Secured by real estate non-SME

Retail - Qualifying revolving

Retail - Other SME

Retail - Other non-SME

Equity IRB

Securitisation positions IRB

Other non credit-obligation assets

Risk exposure amount for contributions to the default fund of a CCP

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)

Traded debt instruments

Equity

Foreign Exchange

Commodities

Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

OpR Basic indicator approach (BIA)

OpR Standardised (STA) / Alternative Standardised (ASA) approaches

OpR Advanced measurement approaches (AMA)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

Advanced method

Standardised method

Based on OEM

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

OTHER RISK EXPOSURE AMOUNTS

Of which: Additional stricter prudential requirements based on Art 458

Of which: requirements for large exposures

Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property

Of which: due to intra financial sector exposures

Of which: Additional stricter prudential requirements based on Art 459

Of which: Additional risk exposure amount due to Article 3 CRR

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Expected loss amount | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |
| IRB approaches when neither own estimates of LGD nor Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| IRB approaches when own estimates of LGD and/or Conversion Factors are used | | | | | | | | | | | |
| Central governments and central banks | | | | | | | | | | | |
| Institutions | | | | | | | | | | | |
| Corporates - SME | | | | | | | | | | | |
| Corporates - Specialised Lending | | | | | | | | | | | |
| Corporates - Other | | | | | | | | | | | |
| Retail - Secured by real estate SME | | | | | | | | | | | |
| Retail - Secured by real estate non-SME | | | | | | | | | | | |
| Retail - Qualifying revolving | | | | | | | | | | | |
| Retail - Other SME | | | | | | | | | | | |
| Retail - Other non-SME | | | | | | | | | | | |
| Equity IRB | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Expected loss amount

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Internal ratings based Approach (IRB)

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

IRB approaches when own estimates of LGD and/or Conversion Factors are used

Central governments and central banks

Institutions

Corporates - SME

Corporates - Specialised Lending

Corporates - Other

Retail - Secured by real estate SME

Retail - Secured by real estate non-SME

Retail - Qualifying revolving

Retail - Other SME

Retail - Other non-SME

Equity IRB

| CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Capital buffers and Pillar II requirements | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Combined buffer requirement | | | | | | | | | | | |
| Capital conservation buffer | | | | | | | | | | | |
| Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State | | | | | | | | | | | |
| Institution specific countercyclical capital buffer | | | | | | | | | | | |
| Systemic risk buffer | | | | | | | | | | | |
| Systemical important institution buffer | | | | | | | | | | | |
| Global Systemically Important Institution buffer | | | | | | | | | | | |
| Other Systemically Important Institution buffer | | | | | | | | | | | |
| Own funds requirements related to Pillar II adjustments | | | | | | | | | | | |

CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Capital buffers and Pillar II requirements

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Combined buffer requirement

Capital conservation buffer

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State

Institution specific countercyclical capital buffer

Systemic risk buffer

Systemical important institution buffer

Global Systemically Important Institution buffer

Other Systemically Important Institution buffer

Own funds requirements related to Pillar II adjustments

| CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Credit risk - number of institutions by approach | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Standardised Approach | | | | | | | | | | | |
| Foundation IRB | | | | | | | | | | | |
| Advanced IRB | | | | | | | | | | | |
| Total number of institutions (using one or more of the credit risk approaches) | | | | | | | | | | | |

CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Credit risk - number of institutions by approach

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised Approach

Foundation IRB

Advanced IRB

Total number of institutions (using one or more of the credit risk approaches)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Market risk - number of institutions by approach | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Standardised Approach | | | | | | | | | | | |
| Internal Models | | | | | | | | | | | |
| Total number of institutions (using one or more of the market risk approaches) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Market risk - number of institutions by approach

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised Approach

Internal Models

Total number of institutions (using one or more of the market risk approaches)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Operational risk - number of institutions by approach | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Basic Indicator Approach | | | | | | | | | | | |
| Standardised Approach / Alternative Standardised | | | | | | | | | | | |
| Advanced Measurement Approach | | | | | | | | | | | |
| Total number of institutions (using one or more of the operational risk approaches) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Operational risk - number of institutions by approach

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Basic Indicator Approach

Standardised Approach / Alternative Standardised

Advanced Measurement Approach

Total number of institutions (using one or more of the operational risk approaches)

| CBD Annual -Number of institutions |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Annual -Number of institutions

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

6 - 8

8 - 12

12 - 16

> 16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

| CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12-16 | | | | | | | | | | | |
| >16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

6 - 8

8 - 12

12-16

>16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

| CBD Annual - Assets |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Annual - Assets

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

6 - 8

8 - 12

12 - 16

> 16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

---

ANNEX II

| CBD Quarterly - Reporters |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Reporting population | A. Large | B. Medium | C. Small | Foreign euro area (EA) controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| No. of stand-alone credit institutions | | | | | | | | | | | |
| No. of credit institutions consolidated in banking groups | | | | | | | | | | | |
| No. of banking groups | | | | | | | | | | | |
| Total number of credit institutions* | | | | | | | | | | | |

CBD Quarterly - Reporters

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Reporting population

A. Large

B. Medium

C. Small

Foreign euro area (EA) controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

No. of stand-alone credit institutions

No. of credit institutions consolidated in banking groups

No. of banking groups

Total number of credit institutions*

| CBD Quarterly - Profitability and efficiency - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Interest income* | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Non-trading financial assets mandatorily at fair value through profit or loss | | | | | | | | | | | |
| Financial assets designated at fair value through profit or loss | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Financial assets at amortised cost* | | | | | | | | | | | |
| Derivatives - Hedge accounting, interest rate risk | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |
| Interest income on liabilities | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| (Financial liabilities held for trading ) | | | | | | | | | | | |
| (Financial liabilities designated at fair value through profit or loss) | | | | | | | | | | | |
| (Financial liabilities measured at amortised cost) | | | | | | | | | | | |
| (Derivatives - Hedge accounting, interest rate risk) | | | | | | | | | | | |
| (Other liabilities) | | | | | | | | | | | |
| (Interest expense on assets) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities held for trading, net | | | | | | | | | | | |
| Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses from hedge accounting, net | | | | | | | | | | | |
| Exchange differences, net | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| Modification gains or (-) losses, net | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Commitments and guarantees given) | | | | | | | | | | | |
| (Other provisions) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Financial assets at fair value through other comprehensive income) | | | | | | | | | | | |
| (Financial assets at amortised cost) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| (Tax expense or (-) income related to profit or loss from continuing operations) | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |

CBD Quarterly - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Interest income*

Financial assets held for trading

Non-trading financial assets mandatorily at fair value through profit or loss

Financial assets designated at fair value through profit or loss

Financial assets at fair value through other comprehensive income

Financial assets at amortised cost*

Derivatives - Hedge accounting, interest rate risk

Other assets

Interest income on liabilities

(Interest expenses)

(Financial liabilities held for trading )

(Financial liabilities designated at fair value through profit or loss)

(Financial liabilities measured at amortised cost)

(Derivatives - Hedge accounting, interest rate risk)

(Other liabilities)

(Interest expense on assets)

Dividend income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss

Gains or (-) losses on financial assets and liabilities held for trading, net

Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

Gains or (-) losses from hedge accounting, net

Exchange differences, net

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

Modification gains or (-) losses, net

(Provisions or (-) reversal of provisions)

(Commitments and guarantees given)

(Other provisions)

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)

(Financial assets at fair value through other comprehensive income)

(Financial assets at amortised cost)

(Impairment or (-) reversal of impairment on non-financial assets)

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

(Tax expense or (-) income related to profit or loss from continuing operations)

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR

| CBD Quarterly- Profitability and efficiency - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Interest income | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities held for trading, net | | | | | | | | | | | |
| Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net | | | | | | | | | | | |
| Gains or (-) losses on non-trading financial assets and liabilities, net | | | | | | | | | | | |
| Gains or (-) losses from hedge accounting, net | | | | | | | | | | | |
| Exchange differences, net | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| Modification gains or (-) losses, net | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |

CBD Quarterly- Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Interest income

(Interest expenses)

Dividend income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss

Gains or (-) losses on financial assets and liabilities held for trading, net

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

Gains or (-) losses on non-trading financial assets and liabilities, net

Gains or (-) losses from hedge accounting, net

Exchange differences, net

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

Modification gains or (-) losses, net

(Provisions or (-) reversal of provisions)

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)

(Impairment or (-) reversal of impairment on non-financial assets)

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR

| CBD Quarterly- Profitability and efficiency - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Net interest income | | | | | | | | | | | |
| Interest income | | | | | | | | | | | |
| (Interest expenses) | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Net fee and commission income | | | | | | | | | | | |
| Fee and commission income | | | | | | | | | | | |
| (Fee and commission expenses) | | | | | | | | | | | |
| Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| (Other operating expenses) | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| (Administration costs) | | | | | | | | | | | |
| (Staff expenses) | | | | | | | | | | | |
| (Other administrative expenses) | | | | | | | | | | | |
| (Depreciation) | | | | | | | | | | | |
| (Provisions or (-) reversal of provisions) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) | | | | | | | | | | | |
| (Impairment or (-) reversal of impairment on non-financial assets) | | | | | | | | | | | |
| PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR | | | | | | | | | | | |

CBD Quarterly- Profitability and efficiency - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Net interest income

Interest income

(Interest expenses)

Dividend income

Net fee and commission income

Fee and commission income

(Fee and commission expenses)

Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments

Other operating income

(Other operating expenses)

Total operating income, net

(Administration costs)

(Staff expenses)

(Other administrative expenses)

(Depreciation)

(Provisions or (-) reversal of provisions)

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)

(Impairment or (-) reversal of impairment on non-financial assets)

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR

| CBD Quarterly - Profitability and efficiency - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Net interest income* | | | | | | | | | | | |
| Dividend income | | | | | | | | | | | |
| Net fee and commission income* | | | | | | | | | | | |
| Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments* | | | | | | | | | | | |
| Other operating income | | | | | | | | | | | |
| Total operating income, net* | | | | | | | | | | | |
| (Total operating expenses)* | | | | | | | | | | | |
| PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS | | | | | | | | | | | |
| PROFIT OR (-) LOSS FOR THE YEAR* | | | | | | | | | | | |

CBD Quarterly - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Net interest income*

Dividend income

Net fee and commission income*

Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments*

Other operating income

Total operating income, net*

(Total operating expenses)*

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

PROFIT OR (-) LOSS FOR THE YEAR*

| CBD Quarterly - BALANCE SHEET - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash, cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Non-trading financial assets mandatorily at fair value through profit or loss | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets designated at fair value through profit or loss | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Financial assets at amortised cost | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Intangible assets | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks and other demand deposits

Financial assets held for trading

Derivatives held for trading

Equity instruments

Debt securities

Loans and advances

Non-trading financial assets mandatorily at fair value through profit or loss

Equity instruments

Debt securities

Loans and advances

Financial assets designated at fair value through profit or loss

Debt securities

Loans and advances

Financial assets at fair value through other comprehensive income

Equity instruments

Debt securities

Loans and advances

Financial assets at amortised cost

Debt securities

Loans and advances

Derivatives–Hedge accounting

Intangible assets

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial liabilities held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Financial liabilities designated at fair value through profit or loss | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Financial liabilities measured at amortised cost | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial liabilities held for trading

Derivatives held for trading

Deposits

Debt securities issued

Financial liabilities designated at fair value through profit or loss

Deposits

Debt securities issued

Financial liabilities measured at amortised cost

Deposits

Debt securities issued

Provisions

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Given | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Received | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Given

Loan commitments*

Financial guarantees*

Received

Loan commitments*

Financial guarantees*

| CBD Quarterly - BALANCE SHEET - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash, cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Non-trading non-derivative financial assets measured at fair value through profit or loss | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loan and advances | | | | | | | | | | | |
| Non-trading non-derivative financial assets measured at fair value to equity | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loan and advances | | | | | | | | | | | |
| Non-trading debt instruments measured at a cost-based method | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Other non-trading non-derivative financial assets | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Derivatives–Hedge accounting | | | | | | | | | | | |
| Intangible assets | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks and other demand deposits

Financial assets held for trading

Derivatives held for trading

Equity instruments

Debt securities

Loans and advances

Non-trading non-derivative financial assets measured at fair value through profit or loss

Equity instruments

Debt securities

Loan and advances

Non-trading non-derivative financial assets measured at fair value to equity

Equity instruments

Debt securities

Loan and advances

Non-trading debt instruments measured at a cost-based method

Equity instruments

Debt securities

Loans and advances

Other non-trading non-derivative financial assets

Equity instruments

Debt securities

Loans and advances

Derivatives–Hedge accounting

Intangible assets

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial liabilities held for trading | | | | | | | | | | | |
| Derivatives held for trading | | | | | | | | | | | |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial liabilities held for trading

Derivatives held for trading

Deposits

Debt securities issued

Provisions

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Given | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |
| Received | | | | | | | | | | | |
| Loan commitments* | | | | | | | | | | | |
| Financial guarantees* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Given

Loan commitments*

Financial guarantees*

Received

Loan commitments*

Financial guarantees*

| CBD Quarterly - BALANCE SHEET - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash, cash balances at central banks | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Residual assets | | | | | | | | | | | |
| TOTAL ASSETS | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks

Loans and advances

Debt securities

Equity instruments

Residual assets

TOTAL ASSETS

Memorandum items

Financial assets held for trading

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Deposits | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Residual liabilities | | | | | | | | | | | |
| TOTAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Deposits

Debt securities issued

Provisions

Residual liabilities

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

TOTAL EQUITY

TOTAL LIABILITIES AND EQUITY

| CBD Quarterly - BALANCE SHEET - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash, cash balances at central banks | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Equity instruments* | | | | | | | | | | | |
| Residual assets | | | | | | | | | | | |
| TOTAL ASSETS* | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Financial assets held for trading | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks

Loans and advances*

Debt securities*

Equity instruments*

Residual assets

TOTAL ASSETS*

Memorandum items

Financial assets held for trading

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Deposits* | | | | | | | | | | | |
| Debt securities issued | | | | | | | | | | | |
| Provisions | | | | | | | | | | | |
| Residual liabilities | | | | | | | | | | | |
| TOTAL LIABILITIES* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Liabilities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Deposits*

Debt securities issued

Provisions

Residual liabilities

TOTAL LIABILITIES*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Capital | | | | | | | | | | | |
| TOTAL EQUITY* | | | | | | | | | | | |
| TOTAL LIABILITIES AND EQUITY | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

TOTAL EQUITY*

TOTAL LIABILITIES AND EQUITY

| CBD Quarterly - BALANCE SHEET - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Debt securities

Central banks

General governments*

Credit institutions

Other financial corporations

Non-financial corporations

Equity instruments

| CBD Quarterly - BALANCE SHEET - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Loans and advances* | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| General governments* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances*

Central banks

General governments

Credit institutions

Other financial corporations

Non-financial corporations

Households

Debt securities

Central banks

General governments*

Credit institutions

Other financial corporations

Non-financial corporations

Equity instruments

| CBD Quarterly - BALANCE SHEET - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Loans and advances | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances

General governments

Central banks

Credit institutions

Other

| CBD Quarterly - BALANCE SHEET - FULL SAMPLE |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Loans and advances | | | | | | | | | | | |
| General governments | | | | | | | | | | | |
| Central banks | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other | | | | | | | | | | | |

CBD Quarterly - BALANCE SHEET - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances

General governments

Central banks

Credit institutions

Other

| CBD Quarterly ASSET QUALITY- FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Forborne exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures* | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of performing exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Debt securities - Gross carrying amount of non-performing exposures with forbearance measures | | | | | | | | | | | |
| Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures | | | | | | | | | | | |
| Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of performing exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures* | | | | | | | | | | | |
| Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures | | | | | | | | | | | |
| Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures | | | | | | | | | | | |
| Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures | | | | | | | | | | | |

CBD Quarterly ASSET QUALITY- FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Forborne exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation

Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures*

Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

Debt securities - Gross carrying amount of exposures with forbearance measures

Debt securities - Gross carrying amount of performing exposures with forbearance measures

Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

Loans and advances - Gross carrying amount of exposures with forbearance measures*

Loans and advances - Gross carrying amount of performing exposures with forbearance measures*

Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures*

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations* | | | | | | | | | | | |
| Households* | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits*

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Credit institutions

Other financial corporations

Non-financial corporations*

Households*

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits*

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations* | | | | | | | | | | | |
| Households* | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits*

Debt securities*

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Credit institutions

Other financial corporations

Non-financial corporations*

Households*

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits* | | | | | | | | | | | |
| Debt securities* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances* | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits*

Debt securities*

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances*

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Collateral received on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Financial guarantees received on non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Cash balances at central banks and other demand deposits | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Credit institutions | | | | | | | | | | | |
| Other financial corporations | | | | | | | | | | | |
| Non-financial corporations | | | | | | | | | | | |
| Households | | | | | | | | | | | |
| Off-balance sheet exposures | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Financial guarantees received on non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash balances at central banks and other demand deposits

Debt securities

Credit institutions

Other financial corporations

Non-financial corporations

Loans and advances

Credit institutions

Other financial corporations

Non-financial corporations

Households

Off-balance sheet exposures

| CBD Quarterly ASSET QUALITY - IFRS FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

CBD Quarterly ASSET QUALITY - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Gross carrying amount - Credit-impaired assets (Stage 3) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Gross carrying amount - Credit-impaired assets (Stage 3)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment - Credit-impaired assets (Stage 3) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Financial assets at amortised cost | | | | | | | | | | | |
| Financial assets at fair value through other comprehensive income | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Accumulated impairment - Credit-impaired assets (Stage 3)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial assets at amortised cost

Financial assets at fair value through other comprehensive income

| CBD Quarterly ASSET QUALITY - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Impaired debt instruments - Non-trading non-derivative debt instruments measured at a cost-based method | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Total gross carrying amount of impaired assets | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| Specific allowances for credit risk | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |
| General allowances for credit risk and banking risk affecting carrying amount | | | | | | | | | | | |
| Loans and advances | | | | | | | | | | | |

CBD Quarterly ASSET QUALITY - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Non-trading non-derivative debt instruments measured at a cost-based method

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total gross carrying amount of impaired assets

Loans and advances

Specific allowances for credit risk

Loans and advances

General allowances for credit risk and banking risk affecting carrying amount

Loans and advances

| CBD Quarterly - ASSET QUALITY - NON-FINREP/DATA POINT FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Non-performing exposures | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Gross carrying amount | | | | | | | | | | | |
| Performing exposures | | | | | | | | | | | |
| Non-performing exposures* | | | | | | | | | | | |
| Forborne exposures | | | | | | | | | | | |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions* | | | | | | | | | | | |

CBD Quarterly - ASSET QUALITY - NON-FINREP/DATA POINT FINREP

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Non-performing exposures

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Gross carrying amount

Performing exposures

Non-performing exposures*

Forborne exposures

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions*

| CBD Quarterly - GEOGRAPHICAL CONCENTRATION |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Total original exposure value | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian Federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |
| Memorandum items | | | | | | | | | | | |
| Non-domestic original exposure | | | | | | | | | | | |
| Total original exposure | | | | | | | | | | | |

CBD Quarterly - GEOGRAPHICAL CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total original exposure value

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian Federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

Memorandum items

Non-domestic original exposure

Total original exposure

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures in default | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian Federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total exposures in default

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian Federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposure value | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| AT | | | | | | | | | | | |
| BE | | | | | | | | | | | |
| BG | | | | | | | | | | | |
| HR | | | | | | | | | | | |
| CY | | | | | | | | | | | |
| CZ | | | | | | | | | | | |
| DK | | | | | | | | | | | |
| EE | | | | | | | | | | | |
| FI | | | | | | | | | | | |
| FR | | | | | | | | | | | |
| DE | | | | | | | | | | | |
| EL | | | | | | | | | | | |
| HU | | | | | | | | | | | |
| IE | | | | | | | | | | | |
| IT | | | | | | | | | | | |
| LV | | | | | | | | | | | |
| LT | | | | | | | | | | | |
| LU | | | | | | | | | | | |
| MT | | | | | | | | | | | |
| NL | | | | | | | | | | | |
| PL | | | | | | | | | | | |
| PT | | | | | | | | | | | |
| RO | | | | | | | | | | | |
| SK | | | | | | | | | | | |
| SI | | | | | | | | | | | |
| ES | | | | | | | | | | | |
| SE | | | | | | | | | | | |
| UK | | | | | | | | | | | |
| NO | | | | | | | | | | | |
| US (United States) | | | | | | | | | | | |
| HK (Hong Kong) | | | | | | | | | | | |
| BR (Brazil) | | | | | | | | | | | |
| CN (China) | | | | | | | | | | | |
| JP (Japan) | | | | | | | | | | | |
| CH (Switzerland) | | | | | | | | | | | |
| MX (Mexico) | | | | | | | | | | | |
| AU (Australia) | | | | | | | | | | | |
| SG (Singapore) | | | | | | | | | | | |
| TR (Turkey) | | | | | | | | | | | |
| RU (Russian Federation) | | | | | | | | | | | |
| KY (Cayman Islands) | | | | | | | | | | | |
| IN (India) | | | | | | | | | | | |
| KR (South Korea) | | | | | | | | | | | |
| ZA (South Africa) | | | | | | | | | | | |
| CA (Canada) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Total exposure value

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

BE

BG

HR

CY

CZ

DK

EE

FI

FR

DE

EL

HU

IE

IT

LV

LT

LU

MT

NL

PL

PT

RO

SK

SI

ES

SE

UK

NO

US (United States)

HK (Hong Kong)

BR (Brazil)

CN (China)

JP (Japan)

CH (Switzerland)

MX (Mexico)

AU (Australia)

SG (Singapore)

TR (Turkey)

RU (Russian Federation)

KY (Cayman Islands)

IN (India)

KR (South Korea)

ZA (South Africa)

CA (Canada)

| CBD Quarterly - GEOGRAPHICAL CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Domestic activities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Total assets | | | | | | | | | | | |
| Total liabilities | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| Profit or loss for the year | | | | | | | | | | | |

CBD Quarterly - GEOGRAPHICAL CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Domestic activities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total assets

Total liabilities

Total operating income, net

Profit or loss for the year

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Non-domestic activities | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Total assets | | | | | | | | | | | |
| Total liabilities | | | | | | | | | | | |
| Total operating income, net | | | | | | | | | | | |
| Profit or loss for the year | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Non-domestic activities

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total assets

Total liabilities

Total operating income, net

Profit or loss for the year

| CBD Quarterly - COUNTERPARTY CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Exposures to central banks | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

CBD Quarterly - COUNTERPARTY CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to central banks

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to general governments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to general governments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to credit institutions | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to credit institutions

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to other financial corporations | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to other financial corporations

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to non-financial corporations | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |
| of which: project finance loans | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to non-financial corporations

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

of which: project finance loans

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to households | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| LOANS AND ADVANCES* | | | | | | | | | | | |
| of which: mortgage loans [Loans collateralized by immovable property] | | | | | | | | | | | |
| of which: other collateralized loans | | | | | | | | | | | |
| of which: credit for consumption | | | | | | | | | | | |
| of which: lending for house purchase | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Exposures to households

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

of which: mortgage loans [Loans collateralized by immovable property]

of which: other collateralized loans

of which: credit for consumption

of which: lending for house purchase

| CBD Quarterly - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Carrying amount (FINREP-IFRS) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Debt securities issued | | | | | | | | | | | |
| Certificates of deposits | | | | | | | | | | | |
| Asset-backed securities | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Hybrid contracts | | | | | | | | | | | |
| Other debt securities issued | | | | | | | | | | | |
| Convertible compound financial instruments | | | | | | | | | | | |
| Non-convertible | | | | | | | | | | | |
| Other financial liabilities | | | | | | | | | | | |
| FINANCIAL LIABILITIES | | | | | | | | | | | |

CBD Quarterly - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP)

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities issued

Certificates of deposits

Asset-backed securities

Covered bonds

Hybrid contracts

Other debt securities issued

Convertible compound financial instruments

Non-convertible

Other financial liabilities

FINANCIAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount (FINREP-GAAP) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Debt securities issued | | | | | | | | | | | |
| Certificates of deposits | | | | | | | | | | | |
| Asset-backed securities | | | | | | | | | | | |
| Covered bonds | | | | | | | | | | | |
| Hybrid contracts | | | | | | | | | | | |
| Other debt securities issued | | | | | | | | | | | |
| Convertible compound financial instruments | | | | | | | | | | | |
| Non-convertible | | | | | | | | | | | |
| Other financial liabilities | | | | | | | | | | | |
| FINANCIAL LIABILITIES | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities issued

Certificates of deposits

Asset-backed securities

Covered bonds

Hybrid contracts

Other debt securities issued

Convertible compound financial instruments

Non-convertible

Other financial liabilities

FINANCIAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount received | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Retail funding | | | | | | | | | | | |
| Sight deposits | | | | | | | | | | | |
| Term deposits withdrawable within the following 30 days | | | | | | | | | | | |
| Term deposits not withdrawable within the following 30 days | | | | | | | | | | | |
| Savings accounts | | | | | | | | | | | |
| Wholesale funding* | | | | | | | | | | | |
| Unsecured | | | | | | | | | | | |
| Secured* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount received

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Retail funding

Sight deposits

Term deposits withdrawable within the following 30 days

Term deposits not withdrawable within the following 30 days

Savings accounts

Wholesale funding*

Unsecured

Secured*

| CBD Quarterly - Liquidity and funding |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Liquid assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| TOTAL UNADJUSTED LIQUID ASSETS* | | | | | | | | | | | |
| Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds | | | | | | | | | | | |
| Withdrawable central bank reserves | | | | | | | | | | | |
| Central bank assets | | | | | | | | | | | |
| Central government assets | | | | | | | | | | | |
| Other liquid assets which can be included in the category of Central Bank exposures or Publically Guaranteed exposures | | | | | | | | | | | |
| Total unadjusted LEVEL 1 extremely high quality covered bonds | | | | | | | | | | | |
| Total unadjusted LEVEL 2A assets | | | | | | | | | | | |
| Total unadjusted LEVEL 2B assets | | | | | | | | | | | |

CBD Quarterly - Liquidity and funding

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Liquid assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

TOTAL UNADJUSTED LIQUID ASSETS*

Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds

Withdrawable central bank reserves

Central bank assets

Central government assets

Other liquid assets which can be included in the category of Central Bank exposures or Publically Guaranteed exposures

Total unadjusted LEVEL 1 extremely high quality covered bonds

Total unadjusted LEVEL 2A assets

Total unadjusted LEVEL 2B assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand alone) | Foreign non-Union controlled branches (stand alone) | Foreign Union controlled subsidiaries (subconsolidated or stand alone) | Foreign Union controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| LIQUIDITY COVERAGE | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (sub-consolidated or stand alone) | Foreign EA controlled branches (stand alone) | Significant | Less-Significant |
| Liquidity buffer* | | | | | | | | | | | |
| Net liquidity outflow* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand alone)

Foreign non-Union controlled branches (stand alone)

Foreign Union controlled subsidiaries (subconsolidated or stand alone)

Foreign Union controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (sub-consolidated or stand alone)

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Liquidity buffer*

Net liquidity outflow*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Amount extremely high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount high liquidity and credit quality | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |
| Amount other assets | | | | | | | | | | | |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Amount extremely high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount high liquidity and credit quality

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

Amount other assets

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - derivatives receivables | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - any other assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as 'medium risk' or 'medium/low risk' under Annex I. | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as 'medium risk' or 'medium/low risk' under Annex I.

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| within three months | | | | | | | | | | | |
| between three and 6 months | | | | | | | | | | | |
| between 6 and 9 months | | | | | | | | | | | |
| between 9 and 12 months | | | | | | | | | | | |
| after 12 months | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

between three and 6 months

between 6 and 9 months

between 9 and 12 months

after 12 months

| CBD Quarterly - Asset encumbrance |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Carrying amount of encumbered assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution* | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

CBD Quarterly - Asset encumbrance

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution*

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: issued by other entities of the group | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets of which: issued by other entities of the group

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: central bank's eligible | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets of which: central bank's eligible

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution* | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution*

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: issued by other entities of the group | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets of which: issued by other entities of the group

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: central bank's eligible | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Assets of the reporting institution | | | | | | | | | | | |
| Loans on demand | | | | | | | | | | | |
| Equity instruments | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | |
| Loans and advances other than loans on demand | | | | | | | | | | | |
| Other assets | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets of which: central bank's eligible

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

Loans on demand

Equity instruments

Debt securities

Loans and advances other than loans on demand

Other assets

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received by the reporting institution | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Fair value of encumbered collateral received or own debt securities issued* | | | | | | | | | | | |
| Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance* | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Collateral received by the reporting institution

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Fair value of encumbered collateral received or own debt securities issued*

Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance*

| CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Table Own funds | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| OWN FUNDS | | | | | | | | | | | |
| TIER 1 CAPITAL* | | | | | | | | | | | |
| COMMON EQUITY TIER 1 CAPITAL* | | | | | | | | | | | |
| Capital instruments eligible as CET1 Capital | | | | | | | | | | | |
| Retained earnings | | | | | | | | | | | |
| Adjustments to CET1 | | | | | | | | | | | |
| Deductions from CET1 | | | | | | | | | | | |
| ADDITIONAL TIER 1 CAPITAL | | | | | | | | | | | |
| TIER 2 CAPITAL | | | | | | | | | | | |

CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Table Own funds

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

OWN FUNDS

TIER 1 CAPITAL*

COMMON EQUITY TIER 1 CAPITAL*

Capital instruments eligible as CET1 Capital

Retained earnings

Adjustments to CET1

Deductions from CET1

ADDITIONAL TIER 1 CAPITAL

TIER 2 CAPITAL

| CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Original exposure pre-conversion factors | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES* | | | | | | | | | | | |
| Standardised approach (SA) | | | | | | | | | | | |
| Internal ratings based Approach (IRB)* | | | | | | | | | | | |

CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Original exposure pre-conversion factors

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES*

Standardised approach (SA)

Internal ratings based Approach (IRB)*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Value adjustments | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Standardised approach (SA) | | | | | | | | | | | |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Value adjustments

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Standardised approach (SA)

Internal ratings based Approach (IRB)

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Risk weighted exposure amounts | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES* | | | | | | | | | | | |
| RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES | | | | | | | | | | | |
| Standardised approach (SA) | | | | | | | | | | | |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT | | | | | | | | | | | |
| TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK | | | | | | | | | | | |
| OTHER RISK EXPOSURE AMOUNTS | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Risk weighted exposure amounts

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

Standardised approach (SA)

Internal ratings based Approach (IRB)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

OTHER RISK EXPOSURE AMOUNTS

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Expected loss amount | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Internal ratings based Approach (IRB) | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Expected loss amount

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Internal ratings based Approach (IRB)

| CBD Quarterly- OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Capital buffers and Pillar II requirements | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| Combined buffer requirement | | | | | | | | | | | |
| Capital conservation buffer | | | | | | | | | | | |
| Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State | | | | | | | | | | | |
| Institution specific countercyclical capital buffer | | | | | | | | | | | |
| Systemic risk buffer | | | | | | | | | | | |
| Systemical important institution buffer | | | | | | | | | | | |
| Global Systemically Important Institution buffer | | | | | | | | | | | |
| Other Systemically Important Institution buffer | | | | | | | | | | | |
| Own funds requirements related to Pillar II adjustments | | | | | | | | | | | |

CBD Quarterly- OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Capital buffers and Pillar II requirements

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Combined buffer requirement

Capital conservation buffer

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State

Institution specific countercyclical capital buffer

Systemic risk buffer

Systemical important institution buffer

Global Systemically Important Institution buffer

Other Systemically Important Institution buffer

Own funds requirements related to Pillar II adjustments

| CBD Quarterly -Number of institutions |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Quarterly -Number of institutions

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

6 - 8

8 - 12

12 - 16

> 16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

| CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12-16 | | | | | | | | | | | |
| >16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

6 - 8

8 - 12

12-16

>16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

| CBD Quarterly - Assets |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| 16 - 20 | | | | | | | | | | | |
| > 20 | | | | | | | | | | | |

CBD Quarterly - Assets

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

8 - 12

12 - 16

16 - 20

> 20

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

6 - 8

8 - 12

12 - 16

> 16

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-Union controlled branches (stand-alone) | Foreign Union controlled subsidiaries (subconsolidated or stand-alone) | Foreign Union controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. Large | B. Medium | C. Small | Foreign EA controlled subsidiaries (subconsolidated or stand-alone) | Foreign EA controlled branches (stand-alone) | Significant | Less significant |
| < 4 | | | | | | | | | | | |
| 4 - 6 | | | | | | | | | | | |
| 6 - 8 | | | | | | | | | | | |
| 8 - 12 | | | | | | | | | | | |
| 12 - 16 | | | | | | | | | | | |
| > 16 | | | | | | | | | | | |

Domestic banking groups (consolidated) and stand-alone banks

Foreign non-Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign non-Union controlled branches (stand-alone)

Foreign Union controlled subsidiaries (subconsolidated or stand-alone)

Foreign Union controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A. Large

B. Medium

C. Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 4

4 - 6

6 - 8

8 - 12

12 - 16

> 16

---