# Official Journal L 232/2019

| | ISSN 1977-0677 |
| --- | --- |
| Official Journal
  of the European Union | L 232 |
| | |
| English edition | Legislation | Volume 626 September 2019 |

ISSN 1977-0677

Official Journal

of the European Union

L 232

English edition

Legislation

Volume 626 September 2019

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| Contents | | II   Non-legislative acts | page |
| --- | --- | --- | --- |
| | | GUIDELINES |
| | * | Guideline (EU) 2019/1386 of the European Central Bank of 7 June 2019 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18) | 1 |

Contents

II   Non-legislative acts

page

GUIDELINES

*

Guideline (EU) 2019/1386 of the European Central Bank of 7 June 2019 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)

1

| EN | Acts whose titles are printed in light type are those relating to day-to-day management of agricultural matters, and are generally valid for a limited period.
  The titles of all other Acts are printed in bold type and preceded by an asterisk. |
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EN

Acts whose titles are printed in light type are those relating to day-to-day management of agricultural matters, and are generally valid for a limited period.

The titles of all other Acts are printed in bold type and preceded by an asterisk.

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II Non-legislative acts

GUIDELINES

| 6.9.2019 | EN | Official Journal of the European Union | L 232/1 |
| --- | --- | --- | --- |

6.9.2019

EN

Official Journal of the European Union

L 232/1

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GUIDELINE (EU) 2019/1386 OF THE EUROPEAN CENTRAL BANK

of 7 June 2019

amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Treaty on the Functioning of the European Union,

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,

Having regard to Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank (1),

Whereas:

| (1) | Regulation (EU) 2018/231 of the European Central Bank (ECB/2018/2) (2) lays down requirements for the collection and reporting of pension fund (PF) statistics. The collection of this information is necessary to support the ECB in carrying out monetary and financial analysis, and for the contribution of the European System of Central Banks (ESCB) to the stability of the financial system. The first reporting under Regulation (EU) 2018/231 (ECB/2018/2) begins, as a rule, with quarterly data on assets for the third quarter of 2019 and annual data on liabilities and number of pension scheme members for 2019. It is therefore necessary to update the framework for reporting statistics on PFs set out in Guideline ECB/2014/15 (3). |
| --- | --- |

(1)

Regulation (EU) 2018/231 of the European Central Bank (ECB/2018/2) (2) lays down requirements for the collection and reporting of pension fund (PF) statistics. The collection of this information is necessary to support the ECB in carrying out monetary and financial analysis, and for the contribution of the European System of Central Banks (ESCB) to the stability of the financial system. The first reporting under Regulation (EU) 2018/231 (ECB/2018/2) begins, as a rule, with quarterly data on assets for the third quarter of 2019 and annual data on liabilities and number of pension scheme members for 2019. It is therefore necessary to update the framework for reporting statistics on PFs set out in Guideline ECB/2014/15 (3).

| (2) | Guideline ECB/2014/15 already provides for the reporting of statistical information on PFs by the national central banks (NCBs). Data relating to PFs are transmitted to the ECB on the basis of data currently available at national level. The relevant provisions of Guideline ECB/2014/15 should be replaced in the light of the requirements stemming from Regulation (EU) 2018/231 (ECB/2018/2). In order to ensure a smooth transition, for the third and fourth quarters of 2019, NCBs should report statistical information on PFs both in accordance with Guideline ECB/2014/15 and with the requirements stemming from Regulation (EU) 2018/231 (ECB/2018/2). |
| --- | --- |

(2)

Guideline ECB/2014/15 already provides for the reporting of statistical information on PFs by the national central banks (NCBs). Data relating to PFs are transmitted to the ECB on the basis of data currently available at national level. The relevant provisions of Guideline ECB/2014/15 should be replaced in the light of the requirements stemming from Regulation (EU) 2018/231 (ECB/2018/2). In order to ensure a smooth transition, for the third and fourth quarters of 2019, NCBs should report statistical information on PFs both in accordance with Guideline ECB/2014/15 and with the requirements stemming from Regulation (EU) 2018/231 (ECB/2018/2).

| (3) | Amendments to the Tables 1.B., 1.H., 2.B. and 2.G. in Part 9 of Annex II are necessary in order to reflect updates to the European Banking Authority taxonomy. Tables 1.B., 1.D., 1.E., 1.F., 1.G., 1.H., 1.J., 2.B., 2.C., 2.D., 2.E., 2.F., 2.G. and 2.I. in Part 9 of Annex II should be amended in order to revise the frequency of reporting of the data by the NCBs to the ECB in accordance with Article 12(2) of Guideline ECB/2014/15. Moreover, a minor amendment to the table in Part 22 of Annex II is necessary to bring the table into line with definitions contained in Regulation (EU) No 549/2013 of the European Parliament and of the Council (4). A minor amendment to Table 2a in Part 23 of Annex II is necessary in order to provide a more complete picture of assets held by the reporting agents. |
| --- | --- |

(3)

Amendments to the Tables 1.B., 1.H., 2.B. and 2.G. in Part 9 of Annex II are necessary in order to reflect updates to the European Banking Authority taxonomy. Tables 1.B., 1.D., 1.E., 1.F., 1.G., 1.H., 1.J., 2.B., 2.C., 2.D., 2.E., 2.F., 2.G. and 2.I. in Part 9 of Annex II should be amended in order to revise the frequency of reporting of the data by the NCBs to the ECB in accordance with Article 12(2) of Guideline ECB/2014/15. Moreover, a minor amendment to the table in Part 22 of Annex II is necessary to bring the table into line with definitions contained in Regulation (EU) No 549/2013 of the European Parliament and of the Council (4). A minor amendment to Table 2a in Part 23 of Annex II is necessary in order to provide a more complete picture of assets held by the reporting agents.

| (4) | Therefore, Guideline ECB/2014/15 should be amended accordingly, |
| --- | --- |

(4)

Therefore, Guideline ECB/2014/15 should be amended accordingly,

HAS ADOPTED THIS GUIDELINE:

Article 1

Amendments

Guideline ECB/2014/15 is amended as follows:

| 1. | in Article 2, the following point (5) is added:






  ‘(5) | “pension fund (PF)” has the same meaning as defined in point (1) of Article 1 of Regulation (EU) 2018/231 of the European Central Bank (ECB/2018/2) (*1). |
| --- | --- | --- |

1.

in Article 2, the following point (5) is added:

‘(5)

“pension fund (PF)” has the same meaning as defined in point (1) of Article 1 of Regulation (EU) 2018/231 of the European Central Bank (ECB/2018/2) (*1

(*1)  Regulation (EU) 2018/231 of the European Central Bank of 26 January 2018 on statistical reporting requirements for pension funds (ECB/2018/2) (OJ L 45, 17.2.2018, p. 3)’;"

*1

| 2. | Article 26 is amended as follows:






  (a) | the title is replaced by the following:
  ‘Article 26
  Statistics on PFs’; |
| --- | --- | --- |

2.

Article 26 is amended as follows:

(a)

the title is replaced by the following:

‘Article 26

Statistics on PFs’;

| (b) | paragraph 1 is replaced by the following:
  ‘1.   
  Scope of reporting of data up to and including the fourth quarter of 2019


  (a)   General

  NCBs shall report to the ECB statistical information on PFs up to and including data for the fourth quarter of 2019, as laid down in paragraphs 1 to 5 of this Article and in accordance with Part 22 of Annex II. Data relating to PFs shall be transmitted on the basis of data currently available at national level. Where actual data are unavailable, estimates shall be provided on a best efforts basis.
  The reporting population shall comprise PFs resident in the euro-area Member States.
  (b)   Outstanding amounts and financial transactions

  NCBs shall report outstanding amounts at the end of the reference period and financial transactions during the quarter, which shall be derived in accordance with the ESA 2010.’; |
| --- | --- |

(b)

paragraph 1 is replaced by the following:

‘1.   
  Scope of reporting of data up to and including the fourth quarter of 2019

Scope of reporting of data up to and including the fourth quarter of 2019

(a)   General

General

NCBs shall report to the ECB statistical information on PFs up to and including data for the fourth quarter of 2019, as laid down in paragraphs 1 to 5 of this Article and in accordance with Part 22 of Annex II. Data relating to PFs shall be transmitted on the basis of data currently available at national level. Where actual data are unavailable, estimates shall be provided on a best efforts basis.

The reporting population shall comprise PFs resident in the euro-area Member States.

(b)   Outstanding amounts and financial transactions

Outstanding amounts and financial transactions

NCBs shall report outstanding amounts at the end of the reference period and financial transactions during the quarter, which shall be derived in accordance with the ESA 2010.’;

| (c) | the following paragraphs 6 to 15 are added:
  ‘6.   
  Scope of reporting in accordance with Regulation (EU) 2018/231 (ECB/2018/2)


  (a)   General

  In accordance with Regulation (EU) 2018/231 (ECB/2018/2), NCBs shall report to the ECB statistical information on assets and liabilities of PFs as well as information on the number of members of pension schemes as laid down in paragraphs 6 to 15 of this Article and in accordance with Part 24 of Annex II to this Guideline. These requirements shall cover end-of-quarter stock data and quarterly flow adjustments on assets and liabilities of PFs, as well as annual data on members. Without prejudice to Article 12(2) of Regulation (EU) 2018/231 (ECB/2018/2), the first reporting under Regulation (EU) 2018/231 (ECB/2018/2) begins with quarterly data on assets for the third quarter of 2019 and annual data on liabilities and number of pension scheme members for 2019.
  (b)   Flow adjustments

  NCBs shall report to the ECB separate data on revaluation adjustments (covering both price and exchange-rate changes) and reclassification adjustments, in accordance with Part 24 of Annex II and with Annex IV.
  Financial transactions, including adjustments, shall be derived in accordance with the ESA 2010.
  NCBs may deviate from the ESA 2010 due to divergent national practices for the purposes of Article 5 (b) and (c) of Regulation (EU) 2018/231 (ECB/2018/2). Where asset-by-asset (a-b-a) stock information is available, revaluation adjustments may be derived in accordance with a common Eurosystem method, i.e. the flow-derivation method referred to in Part 7 of Annex IV.
  Approximations of financial transactions on liabilities may be derived in line with Part 7 of Annex IV.
  7.   
  Reporting frequency and deadline


  (a)   NCBs shall report to the ECB the required quarterly data by close of business on the 10th working day following the deadline specified in Article 8(1) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the reporting of data for the third quarter of 2019, the fourth quarter of 2019 and the first quarter of 2020, this deadline is extended to the 35th working day following the abovementioned deadline for reference period Q3 of 2019, to the 30th working day following the abovementioned deadline for reference period Q4 of 2019 and to the 25th working day following the abovementioned deadline for reference period Q1 of 2020.
  (b)   NCBs shall report to the ECB the required annual data by close of business on the 10th working day following the deadline specified in Article 8(2) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the first reporting of annual data for 2019, this deadline is extended to the 35th working day following the abovementioned deadline.
  (c)   The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.
  (d)   In the first reporting of quarterly data to the ECB, NCBs shall be required to submit data on outstanding amounts. Flow adjustments shall be transmitted on a best efforts basis.
  8.   
  Revision policy


  The following general rules shall apply to revisions of quarterly and annual data:






  (a) | during the regular quarterly production periods, i.e. for a given reference quarter, from the deadline specified in paragraph 7(a) to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference quarter; |
| --- | --- | --- |

(c)

the following paragraphs 6 to 15 are added:

‘6.   
  Scope of reporting in accordance with Regulation (EU) 2018/231 (ECB/2018/2)

Scope of reporting in accordance with Regulation (EU) 2018/231 (ECB/2018/2)

(a)   General

General

In accordance with Regulation (EU) 2018/231 (ECB/2018/2), NCBs shall report to the ECB statistical information on assets and liabilities of PFs as well as information on the number of members of pension schemes as laid down in paragraphs 6 to 15 of this Article and in accordance with Part 24 of Annex II to this Guideline. These requirements shall cover end-of-quarter stock data and quarterly flow adjustments on assets and liabilities of PFs, as well as annual data on members. Without prejudice to Article 12(2) of Regulation (EU) 2018/231 (ECB/2018/2), the first reporting under Regulation (EU) 2018/231 (ECB/2018/2) begins with quarterly data on assets for the third quarter of 2019 and annual data on liabilities and number of pension scheme members for 2019.

(b)   Flow adjustments

Flow adjustments

NCBs shall report to the ECB separate data on revaluation adjustments (covering both price and exchange-rate changes) and reclassification adjustments, in accordance with Part 24 of Annex II and with Annex IV.

Financial transactions, including adjustments, shall be derived in accordance with the ESA 2010.

NCBs may deviate from the ESA 2010 due to divergent national practices for the purposes of Article 5 (b) and (c) of Regulation (EU) 2018/231 (ECB/2018/2). Where asset-by-asset (a-b-a) stock information is available, revaluation adjustments may be derived in accordance with a common Eurosystem method, i.e. the flow-derivation method referred to in Part 7 of Annex IV.

Approximations of financial transactions on liabilities may be derived in line with Part 7 of Annex IV.

7.   
  Reporting frequency and deadline

Reporting frequency and deadline

(a)   NCBs shall report to the ECB the required quarterly data by close of business on the 10th working day following the deadline specified in Article 8(1) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the reporting of data for the third quarter of 2019, the fourth quarter of 2019 and the first quarter of 2020, this deadline is extended to the 35th working day following the abovementioned deadline for reference period Q3 of 2019, to the 30th working day following the abovementioned deadline for reference period Q4 of 2019 and to the 25th working day following the abovementioned deadline for reference period Q1 of 2020.

(b)   NCBs shall report to the ECB the required annual data by close of business on the 10th working day following the deadline specified in Article 8(2) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the first reporting of annual data for 2019, this deadline is extended to the 35th working day following the abovementioned deadline.

(c)   The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.

(d)   In the first reporting of quarterly data to the ECB, NCBs shall be required to submit data on outstanding amounts. Flow adjustments shall be transmitted on a best efforts basis.

8.   
  Revision policy

Revision policy

The following general rules shall apply to revisions of quarterly and annual data:

(a)

during the regular quarterly production periods, i.e. for a given reference quarter, from the deadline specified in paragraph 7(a) to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference quarter;

| (b) | during the regular annual production periods, i.e. for a given reference year, from the deadline specified in paragraph 7(b) to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference year; |
| --- | --- |

(b)

during the regular annual production periods, i.e. for a given reference year, from the deadline specified in paragraph 7(b) to the day the data are disseminated back to the NCBs, NCBs may revise the data covering the previous reference year;

| (c) | outside the regular production periods referred to in paragraphs (a) and (b) above, NCBs may also revise data covering previous reference periods where this significantly improves the quality of the data. |
| --- | --- |

(c)

outside the regular production periods referred to in paragraphs (a) and (b) above, NCBs may also revise data covering previous reference periods where this significantly improves the quality of the data.

9.   
  Derogations and grossing-up

Derogations and grossing-up

To ensure the quality of the statistics on PFs, where NCBs grant derogations to small PFs in accordance with Article 7(1) of Regulation (EU) 2018/231 (ECB/2018/2), they shall gross up the quarterly PF data reported to the ECB to 100 % coverage.

NCBs may choose the procedure for grossing up to 100 % coverage based on the data collected in accordance with Article 7(1)(a) to (d) of Regulation (EU) 2018/231 (ECB/2018/2).

10.   
  Derivation of aggregated data for securities

Derivation of aggregated data for securities

NCBs shall derive the aggregated quarterly data on assets and liabilities for PFs in accordance with Tables 1a to 1c of Part 24 of Annex II as follows:

| (a) | For securities with ISIN codes, the NCBs shall map the information provided on a security-by-security (s-b-s) basis to the information derived from the Centralised Securities Database (CSDB) as the reference database. The mapped s-b-s information shall be used to compile the value of assets and liabilities in euro and to derive the necessary breakdowns for each individual security held or issued by the PF. If the security identifiers are not found in the CSDB, or the information necessary to compile the assets and liabilities in accordance with Tables 1a to 1c of Part 24 of Annex II is not available from the CSDB, the NCBs shall estimate the missing data. |
| --- | --- |

(a)

For securities with ISIN codes, the NCBs shall map the information provided on a security-by-security (s-b-s) basis to the information derived from the Centralised Securities Database (CSDB) as the reference database. The mapped s-b-s information shall be used to compile the value of assets and liabilities in euro and to derive the necessary breakdowns for each individual security held or issued by the PF. If the security identifiers are not found in the CSDB, or the information necessary to compile the assets and liabilities in accordance with Tables 1a to 1c of Part 24 of Annex II is not available from the CSDB, the NCBs shall estimate the missing data.

| (b) | NCBs shall aggregate the data on securities derived under paragraph (a) and add them to the information reported for securities without ISIN codes to produce aggregates for: (i) debt securities broken down by maturity (original) and counterparty (sector and residency); (ii) equity broken down by instrument and counterparty (sector and residency); and (iii) investment fund (IF) shares/units broken down by type of investment fund and residency of counterparty. |
| --- | --- |

(b)

NCBs shall aggregate the data on securities derived under paragraph (a) and add them to the information reported for securities without ISIN codes to produce aggregates for: (i) debt securities broken down by maturity (original) and counterparty (sector and residency); (ii) equity broken down by instrument and counterparty (sector and residency); and (iii) investment fund (IF) shares/units broken down by type of investment fund and residency of counterparty.

11.   
  Breakdown of holdings of IF shares/units by main investment objective

Breakdown of holdings of IF shares/units by main investment objective

NCBs shall transmit to the ECB best estimates on the PF holdings of IF shares/units broken down by main investment objective (i.e. bond funds, equity funds, mixed funds, real estate funds, hedge funds and other funds). These data may be derived by mapping the information provided on an s-b-s basis in accordance with Regulation (EU) 2018/231 (ECB/2018/2) to the information derived from the CSDB as the reference database.

If the IF shares/units held are not found in the CSDB, the NCBs shall estimate the missing data or use alternative sources to derive the data.

12.   
  Reporting of quarterly estimates for liabilities

Reporting of quarterly estimates for liabilities

NCBs shall transmit to the ECB quarterly estimates for liabilities of PFs derived in accordance with Article 4(2) of Regulation (EU) 2018/231 (ECB/2018/2).

13.   
  Valuation methods and/or accounting rules

Valuation methods and/or accounting rules

The valuation methods according to the ESA 2010 and/or accounting rules in Article 6 of Regulation (EU) 2018/231 (ECB/2018/2) shall also apply when the NCBs report PF data to the ECB.

14.   
  Explanatory notes

Explanatory notes

NCBs shall submit explanatory notes setting out the reasons for significant revisions as well as for any revisions provided outside the regular production periods mentioned in paragraph 8(c) of this Article. In addition, the NCBs shall provide the ECB with explanatory notes concerning reclassification adjustments.

15.   
  Compilation approach

Compilation approach

NCBs shall collect data from all PFs resident in their Member State, in accordance with Article 2(1) of Regulation (EU) 2018/231 (ECB/2018/2).’.

| 3. | Annexes II, III, and IV are amended in accordance with the Annex to this Guideline. |
| --- | --- |

3.

Annexes II, III, and IV are amended in accordance with the Annex to this Guideline.

Article 2

Taking effect and implementation

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

2.   The NCBs of the Member States whose currency is the euro shall comply with this Guideline from 2 October 2019.

Article 3

Addressees

This Guideline is addressed to the NCBs of the Member States whose currency is the euro.

Done at Frankfurt am Main, 7 June 2019.

For the Governing Council of the ECB

The President of the ECB

Mario DRAGHI

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(1)  
  OJ L 318, 27.11.1998, p. 8.

1

(2)  Regulation (EU) 2018/231 of the European Central Bank of 26 January 2018 on statistical reporting requirements for pension funds (ECB/2018/2) (OJ L 45, 17.2.2018, p. 3).

2

(3)  Guideline ECB/2014/15 of 4 April 2014 on monetary and financial statistics (OJ L 340, 26.11.2014, p. 1).

3

(4)  Regulation (EU) No 549/2013 of the European Parliament and of the Council of 21 May 2013 on the European system of national and regional accounts in the European Union (OJ L 174, 26.6.2013, p. 1).

4

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ANNEX

Annexes II, III, and IV Guideline ECB/2014/15 are amended as follows:

| 1. | Annex II is amended as follows:






  (a) | Part 9 is replaced by the following:

  ‘PART 9

















  CBD Annual - Reporters |
| --- | --- | --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Reporting population | A. | Large |

1.

Annex II is amended as follows:

(a)

Part 9 is replaced by the following:

‘PART 9

CBD Annual - Reporters

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Reporting population

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Annual - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Financial assets designated at fair value through profit or loss

Available-for-sale financial assets

Loans and receivables*

Held-to-maturity investments

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 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)

(Provisions or (-) reversal of provisions)

(Commitments and guarantees given)

(Other provisions)

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

(Financial assets measured at cost [unquoted equity])

(Available-for-sale financial assets)

(Loans and receivables [including finance leases])

(Held to maturity investments)

(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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Annual - Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 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

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)

(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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Annual - Profitability and efficiency - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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)

Trading and foreign exchange results

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Annual - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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*

Trading and foreign exchange results*

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. | Large |

CBD Annual - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. | Large |

CBD Annual - Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. | Large |

CBD Annual - Profitability and efficiency - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Return on Equity (RoE) | A. | Large |

CBD Annual - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Financial assets designated at fair value through profit or loss

Equity instruments

Debt securities

Loans and advances

Available-for-sale financial assets

Equity instruments

Debt securities

Loans and advances

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

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

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

TOTAL LIABILITIES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual -Balance sheet - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Memorandum items | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Memorandum items

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Memorandum items | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Memorandum items

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Assets | A. | Large |

CBD Annual - Balance sheet - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Forborne exposures | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Forborne exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures - Not past due or Past due <= 30 days | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures - Past due > 30 days <= 60 days | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Past due > 30 days <= 60 days

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures - Past due > 60 days <= 90 days | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Past due > 60 days <= 90 days

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 90 days <= 180 days | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 180 days <= 1 year | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Past due > 1 year | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures - Of which: defaulted | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received on non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Collateral received on non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Financial guarantees received on non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Financial guarantees received on non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Impaired debt instruments - Total gross carrying amount of impaired assets | A. | Large |

CBD Annual - Asset quality - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Total gross carrying amount of impaired assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for individual assessed financial assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for individual assessed financial assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for collectively assessed financial assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for collectively assessed financial assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

Debt securities

Loans and advances

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for incurred but not reported losses | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for incurred but not reported losses

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

Debt securities

Loans and advances

| CBD Annual - Asset quality - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Impaired debt instruments - Non-trading debt instruments measured at a cost-based method | A. | Large |

CBD Annual - Asset quality - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Allowances for individual assessed financial assets

Debt securities

Loans and advances

Allowances for collectively assessed financial assets

Debt securities

Loans and advances

| CBD Annual - Asset quality - NON-FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Non-performing exposures | A. | Large |

CBD Annual - Asset quality - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Total original exposure value | A. | Large |

CBD Annual - GEOGRAPHICAL CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total original exposure value

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures in default | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures in default

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposure value | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposure value

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures collateralized by immovable residential property | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable residential property

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU countries

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures collateralized by immovable commercial property | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable commercial property

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU countries

| CBD Annual - GEOGRAPHICAL CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Domestic activities | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Domestic activities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Non-domestic activities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Non-domestic activities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Large exposures (total) | A. | Large |

CBD Annual - COUNTERPARTY CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Large exposures (total)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Exposures to central banks | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to central banks

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to general governments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to general governments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to credit institutions | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to credit institutions

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to other financial corporations | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to other financial corporations

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to non-financial corporations | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to non-financial corporations

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to households | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to households

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loans and advances to non-financial corporations - Gross carrying amount | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

| A | Agriculture, forestry and fishing |
| --- | --- |

A

Agriculture, forestry and fishing

| B | Mining and quarrying |
| --- | --- |

B

Mining and quarrying

| C | Manufacturing |
| --- | --- |

C

Manufacturing

| D | Electricity, gas, steam and air conditioning supply |
| --- | --- |

D

Electricity, gas, steam and air conditioning supply

| E | Water supply |
| --- | --- |

E

Water supply

| F | Construction |
| --- | --- |

F

Construction

| G | Wholesale and retail trade |
| --- | --- |

G

Wholesale and retail trade

| H | Transport and storage |
| --- | --- |

H

Transport and storage

| I | Accommodation and food service activities |
| --- | --- |

I

Accommodation and food service activities

| J | Information and communication |
| --- | --- |

J

Information and communication

| L | Real estate activities |
| --- | --- |

L

Real estate activities

| M | Professional, scientific and technical activities |
| --- | --- |

M

Professional, scientific and technical activities

| N | Administrative and support service activities |
| --- | --- |

N

Administrative and support service activities

| O | Public administration and defence, compulsory social security |
| --- | --- |

O

Public administration and defence, compulsory social security

| P | Education |
| --- | --- |

P

Education

| Q | Human health services and social work activities |
| --- | --- |

Q

Human health services and social work activities

| R | Arts, entertainment and recreation |
| --- | --- |

R

Arts, entertainment and recreation

| S | Other services |
| --- | --- |

S

Other services

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

| A | Agriculture, forestry and fishing |
| --- | --- |

A

Agriculture, forestry and fishing

| B | Mining and quarrying |
| --- | --- |

B

Mining and quarrying

| C | Manufacturing |
| --- | --- |

C

Manufacturing

| D | Electricity, gas, steam and air conditioning supply |
| --- | --- |

D

Electricity, gas, steam and air conditioning supply

| E | Water supply |
| --- | --- |

E

Water supply

| F | Construction |
| --- | --- |

F

Construction

| G | Wholesale and retail trade |
| --- | --- |

G

Wholesale and retail trade

| H | Transport and storage |
| --- | --- |

H

Transport and storage

| I | Accommodation and food service activities |
| --- | --- |

I

Accommodation and food service activities

| J | Information and communication |
| --- | --- |

J

Information and communication

| L | Real estate activities |
| --- | --- |

L

Real estate activities

| M | Professional, scientific and technical activities |
| --- | --- |

M

Professional, scientific and technical activities

| N | Administrative and support service activities |
| --- | --- |

N

Administrative and support service activities

| O | Public administration and defence, compulsory social security |
| --- | --- |

O

Public administration and defence, compulsory social security

| P | Education |
| --- | --- |

P

Education

| Q | Human health services and social work activities |
| --- | --- |

Q

Human health services and social work activities

| R | Arts, entertainment and recreation |
| --- | --- |

R

Arts, entertainment and recreation

| S | Other services |
| --- | --- |

S

Other services

| CBD Annual - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP) |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Carrying amount (FINREP-IFRS) | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount (FINREP-GAAP) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total amount received | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total amount received

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Retail funding

Sight deposits

Fixed-term deposits with an initial maturity < 30 days

Fixed-term deposits with an initial maturity > 30 days

Savings accounts

Wholesale funding*

Unsecured

Secured*

| CBD Annual - Liquidity and funding |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Liquid assets | A. | Large |

CBD Annual - Liquidity and funding

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liquid assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| LIQUIDITY COVERAGE | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets referred to in Article 416 | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets referred to in Article 416

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other securities and money market instruments not reported elsewhere | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other equity securities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other equity securities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - gold | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - gold

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - other precious metals | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other precious metals

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - derivatives receivables | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - any other assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - own funds after deduction have been applied where apropriate | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - retail deposits | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - retail deposits

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are not financial customers | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are financial customers | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - other liabilities resulting from securities issued | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - other liabilities resulting from securities issued

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - liabilities from derivatives payables contracts | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from derivatives payables contracts

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING - any other liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - any other liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Carrying amount of encumbered assets | A. | Large |

CBD Annual - Asset encumbrance

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: issued by other entities of the group | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: central bank's eligible | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: issued by other entities of the group | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: central bank's eligible | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received by the reporting institution | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Collateral received by the reporting institution

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Table x.x | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Table x.x

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Original exposure pre-conversion factors | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Original exposure pre-conversion factors

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Value adjustments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Value adjustments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Risk weighted exposure amounts | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Risk weighted exposure amounts

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Expected loss amount | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Expected loss amount

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Capital buffers and Pillar II requirements | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Capital buffers and Pillar II requirements

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Credit risk - number of institutions by approach | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Credit risk - number of institutions by approach

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Market risk - number of institutions by approach | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Market risk - number of institutions by approach

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Operational risk - number of institutions by approach | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Operational risk - number of institutions by approach

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Annual -Number of institutions

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Annual - Assets

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 Quarterly - Reporters |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Reporting population | A. | Large |

CBD Quarterly - Reporters

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Reporting population

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Quarterly - Profitability and efficiency - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Interest income*

Financial assets held for trading

Financial assets designated at fair value through profit or loss

Available-for-sale financial assets

Loans and receivables*

Held-to-maturity investments

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 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)

(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 measured at cost [unquoted equity])

(Available-for-sale financial assets)

(Loans and receivables [including finance leases])

(Held to maturity investments)

(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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Quarterly- Profitability and efficiency - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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)

(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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Quarterly- Profitability and efficiency - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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)

Trading and foreign exchange results

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Consolidated Income Statement | A. | Large |

CBD Quarterly - Profitability and efficiency - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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*

Trading and foreign exchange results*

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Financial assets designated at fair value through profit or loss

Equity instruments

Debt securities

Loans and advances

Available-for-sale financial assets

Equity instruments

Debt securities

Loans and advances

Loans and receivables

Debt securities

Loans and advances

Held-to-maturity investments

Debt securities

Loans and advances

Derivatives–Hedge accounting

Intangible assets

TOTAL ASSETS*

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Loan commitments, financial guarantees and other commitments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Liabilities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Equity and minority interest | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Assets | A. | Large |

CBD Quarterly - BALANCE SHEET - FULL SAMPLE

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Forborne exposures | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Forborne exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total gross carrying amount of non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received on non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Collateral received on non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Financial guarantees received on non-performing exposures | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Financial guarantees received on non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Impaired debt instruments - Total gross carrying amount of impaired assets | A. | Large |

CBD Quarterly ASSET QUALITY - IFRS FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Total gross carrying amount of impaired assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

Held-to-maturity investments

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for individual assessed financial assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for individual assessed financial assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

Held-to-maturity investments

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for collectively assessed financial assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for collectively assessed financial assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

Held-to-maturity investments

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Impaired debt instruments - Allowances for incurred but not reported losses | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for incurred but not reported losses

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

Held-to-maturity investments

| CBD Quarterly ASSET QUALITY - GAAP FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Impaired debt instruments - Non-trading debt instruments measured at a cost-based method | A. | Large |

CBD Quarterly ASSET QUALITY - GAAP FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

Allowances for individual assessed financial assets

Loans and advances

Allowances for collectively assessed financial assets

Loans and advances

| CBD Quarterly - ASSET QUALITY - NON-FINREP |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Non-performing exposures | A. | Large |

CBD Quarterly - ASSET QUALITY - NON-FINREP

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Non-performing exposures

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Total original exposure value | A. | Large |

CBD Quarterly - GEOGRAPHICAL CONCENTRATION

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total original exposure value

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposures in default | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total exposures in default

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total exposure value | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total exposure value

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Domestic activities | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Domestic activities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Non-domestic activities | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Non-domestic activities

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Exposures to central banks | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to central banks

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to general governments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to general governments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to credit institutions | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to credit institutions

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to other financial corporations | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to other financial corporations

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to non-financial corporations | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to non-financial corporations

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Exposures to households | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to households

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Carrying amount (FINREP-IFRS) | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount (FINREP-GAAP) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Total amount received | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total amount received

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Retail funding

Sight deposits

Fixed-term deposits with an initial maturity < 30 days

Fixed-term deposits with an initial maturity > 30 days

Savings accounts

Wholesale funding*

Unsecured

Secured*

| CBD Quarterly - Liquidity and funding |
| --- |
| | Domestic banking groups (consolidated) and stand-alone banks | Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Liquid assets | A. | Large |

CBD Quarterly - Liquidity and funding

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liquid assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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-EU controlled subsidiaries (subconsolidated or stand alone) | Foreign non-EU controlled branches (stand alone) | Foreign EU controlled subsidiaries (subconsolidated or stand alone) | Foreign EU controlled branches (stand alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| LIQUIDITY COVERAGE | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - derivatives receivables | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - any other assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU 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 |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU 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.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| ITEMS PROVIDING STABLE FUNDING | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Carrying amount of encumbered assets | A. | Large |

CBD Quarterly - Asset encumbrance

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: issued by other entities of the group | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of encumbered assets of which: central bank's eligible | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: issued by other entities of the group | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Carrying amount of non-encumbered assets of which: central bank's eligible | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

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

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Collateral received by the reporting institution | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Collateral received by the reporting institution

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Table x.x | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Table x.x

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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 common equity tier 1 (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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Original exposure pre-conversion factors | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Original exposure pre-conversion factors

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Value adjustments | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Value adjustments

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Risk weighted exposure amounts | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Risk weighted exposure amounts

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Expected loss amount | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Expected loss amount

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Capital buffers and Pillar II requirements | A. | Large |

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

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Capital buffers and Pillar II requirements

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Quarterly -Number of institutions

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| Solvency ratio (%) | A. | Large |

CBD Quarterly - Assets

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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-EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign non-EU controlled branches (stand-alone) | Foreign EU controlled subsidiaries (subconsolidated or stand-alone) | Foreign EU controlled branches (stand-alone) | SSM Categories |
| --- | --- | --- | --- | --- | --- | --- |
| Core Equity Tier 1 ratio (%) | A. | Large |

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

| B. | Medium |
| --- | --- |

B.

| C. | Small |
| --- | --- |

C.

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

| (b) | Part 22 is replaced by the following:

  ‘PART 22

  PF statistics


  Table


  PF statistics (stocks and transactions)


  Assets Pension Funds | Total | Domestic | Euro area Member States other than domestic | Rest of the world |
| --- | --- | --- | --- | --- | --- |
| Total | MFIs (S.121+S.122+ S.123) | Non-MFIs | Total | MFIs (S.121+S.122+ S.123) | Non-MFIs |
| Total | General government (S.13) | Non-MFIs excluding general government | Total | General government (S.13) | Non-MFIs excluding general government |
| Total | Non-MMF investment funds (S.124) | OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127) | ICs (S.128) | PFs (S.129) | NFCs (S.11) | Households and non-profit institutions serving households (S.14 & S.15) | Total | Non-MMF investment funds (S.124) | OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127) | ICs (S.128) | PFs (S.129) | NFCs (S.11) | Households and non-profit institutions serving households (S.14 & S.15) |
| Currency and deposits | | | | | | | | | | | | | | | | | | | | | | | | |
| Up to 1 year | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 1 year and up to 2 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 2 years | | | | | | | | | | | | | | | | | | | | | | | | |
| of which: Transferable deposits | | | | | | | | | | | | | | | | | | | | | | | | |
| Debt securities | | | | | | | | | | | | | | | | | | | | | | | | |
| Up to 1 year | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 1 year and up to 2 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 2 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Financial derivatives | | | | | | | | | | | | | | | | | | | | | | | | |
| Loans | | | | | | | | | | | | | | | | | | | | | | | | |
| Up to 1 year | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 1 year and up to 5 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 5 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Equity | | | | | | | | | | | | | | | | | | | | | | | | |
| o/w listed shares | | | | | | | | | | | | | | | | | | | | | | | | |
| Investment funds shares/units | | | | | | | | | | | | | | | | | | | | | | | | |
| MMF shares/units | | | | | | | | | | | | | | | | | | | | | | | | |
| Non-MMF investment fund shares/units | | | | | | | | | | | | | | | | | | | | | | | | |
| Insurance technical reserves and related claims
   (1) | | | | | | | | | | | | | | | | | | | | | | | | |
| Remaining assets | | | | | | | | | | | | | | | | | | | | | | | | |
| Total non-financial assets | | | | | | | | | | | | | | | | | | | | | | | | |

(b)

Part 22 is replaced by the following:

‘PART 22

PF statistics

Table

PF statistics (stocks and transactions)

Assets Pension Funds

Total

Domestic

Euro area Member States other than domestic

Rest of the world

Total

MFIs (S.121+S.122+ S.123)

Non-MFIs

Total

MFIs (S.121+S.122+ S.123)

Non-MFIs

Total

General government (S.13)

Non-MFIs excluding general government

Total

General government (S.13)

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Total

Non-MMF investment funds (S.124)

OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Currency and deposits

Up to 1 year

Over 1 year and up to 2 years

Over 2 years

of which: Transferable deposits

Debt securities

Up to 1 year

Over 1 year and up to 2 years

Over 2 years

Financial derivatives

Loans

Up to 1 year

Over 1 year and up to 5 years

Over 5 years

Equity

o/w listed shares

Investment funds shares/units

MMF shares/units

Non-MMF investment fund shares/units

Insurance technical reserves and related claims
   (1)

Remaining assets

Total non-financial assets

Liabilities Pension Funds

| | Total | Domestic | Euro area Member States other than domestic | Rest of the world |
| --- | --- | --- | --- | --- |
| Total | MFIs (S.121+S.122+S.123) | Non-MFIs | Total | MFIs (S.121+S.122+S.123) | Non-MFIs |
| Total | General government (S.13) | Non-MFIs excluding general government | Total | General government (S.13) | Non-MFIs excluding general government |
| Total | Non-MMF investment funds (S.124) | OFIs (S.125+S.126+S.127) | ICs (S.128) | PFs (S.129) | NFCs (S.11) | Households and non-profit institutions serving households (S.14 & S.15) | Total | Non-MMF investment funds (S.124) | OFIs (S.125+S.126+S.127) | ICs (S.128) | PFs (S.129) | NFCs (S.11) | Households and non-profit institutions serving households (S.14 & S.15) |
| Debt securities issued | | | | | | | | | | | | | | | | | | | | | | | | |
| Financial derivatives | | | | | | | | | | | | | | | | | | | | | | | | |
| Loans | | | | | | | | | | | | | | | | | | | | | | | | |
| Up to 1 year | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 1 and up to 5 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Over 5 years | | | | | | | | | | | | | | | | | | | | | | | | |
| Equity | | | | | | | | | | | | | | | | | | | | | | | | |
| o/w listed shares | | | | | | | | | | | | | | | | | | | | | | | | |
| Insurance technical reserves | | | | | | | | | | | | | | | | | | | | | | | | |
| of which: Pension entitlements (2) | | | | | | | | | | | | | | | | | | | | | | | | |
| Defined Contribution | | | | | | | | | | | | | | | | | | | | | | | | |
| Defined Benefit | | | | | | | | | | | | | | | | | | | | | | | | |
| Hybrid schemes | | | | | | | | | | | | | | | | | | | | | | | | |
| Remaining liabilities | | | | | | | | | | | | | | | | | | | | | | | | |
| Net worth | | | | | | | | | | | | | | | | | | | | | | | | |

Total

Domestic

Euro area Member States other than domestic

Rest of the world

Total

MFIs (S.121+S.122+S.123)

Non-MFIs

Total

MFIs (S.121+S.122+S.123)

Non-MFIs

Total

General government (S.13)

Non-MFIs excluding general government

Total

General government (S.13)

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

OFIs (S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Total

Non-MMF investment funds (S.124)

OFIs (S.125+S.126+S.127)

ICs (S.128)

PFs (S.129)

NFCs (S.11)

Households and non-profit institutions serving households (S.14 & S.15)

Debt securities issued

Financial derivatives

Loans

Up to 1 year

Over 1 and up to 5 years

Over 5 years

Equity

o/w listed shares

Insurance technical reserves

of which: Pension entitlements (2)

Defined Contribution

Defined Benefit

Hybrid schemes

Remaining liabilities

Net worth

| (c) | in Part 23, Table 2a is replaced by the following:
  ‘Table 2a


  Data on assets to be provided on a quarterly basis: stocks and flow adjustments | Total | Euro area | Rest of the world |
| --- | --- | --- | --- | --- |
| Domestic | Euro area Member States other than domestic | Euro area Member States other than domestic


  (country-by-country information) | European Stability Mechanism (ESM) | Total | Non-participating Member States


  (country-by-country information) | Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA) |
| ASSETS (F) | | | | | | | | |
| 1. | Currency and deposits (ESA 2010: F.21+F.22+F.29) - fair value |

(c)

in Part 23, Table 2a is replaced by the following:

‘Table 2a

Data on assets to be provided on a quarterly basis: stocks and flow adjustments

Total

Euro area

Rest of the world

Domestic

Euro area Member States other than domestic

Euro area Member States other than domestic

(country-by-country information)

European Stability Mechanism (ESM)

Total

Non-participating Member States

(country-by-country information)

Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA)

ASSETS (F)

1.

up to 1 year (remaining until maturity)

over 1 year (remaining until maturity)

| 1x. | Currency and deposits o/w transferable deposits (F.22) |
| --- | --- |

1x.

| 1. | Currency and deposits (ESA 2010: F.21+F.22+F.29) - nominal value |
| --- | --- |

1.

| 2. | Debt securities (ESA 2010: F.3) |
| --- | --- |

2.

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

up to 1 year (original maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

1-2 years (original maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

over 2 years (original maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

up to 1 year (remaining until maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

1-2 years (remaining until maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

2-5 years (remaining until maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

Over 5 years (remaining until maturity)

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

issued by HHs & NPISHs

| 3. | Loans (ESA 2010: F.4) - fair value |
| --- | --- |

3.

original maturity up to 1 year - fair value

to MFIs

to GG

to IFs

to OFIs

to ICs

to PFs

to NFCs

to HHs & NPISHs

original maturity 1-5 years - fair value

to MFIs

to GG

to IFs

to OFIs

to ICs

to PFs

to NFCs

to HHs & NPISHs

original maturity over 5 years - fair value

to MFIs

to GG

to IFs

to OFIs

to ICs

to PFs

to NFCs

to HHs & NPISHs

up to 1 year remaining until maturity - fair value

1-2 years remaining until maturity - fair value

2-5 years remaining until maturity - fair value

over 5 years remaining until maturity - fair value

| 3x. | Loans o/w deposit guarantees in connection with reinsurance business - fair value |
| --- | --- |

3x.

| 3. | Loans (ESA 2010: F.4) - nominal value |
| --- | --- |

3.

original maturity up to 1 year - nominal value

original maturity 1-5 years - nominal value

original maturity over 5 years - nominal value

| 4. | Equity (ESA 2010: F.51) |
| --- | --- |

4.

| 4a. | Equity of which listed shares |
| --- | --- |

4a.

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

| 4b. | Equity of which unlisted shares |
| --- | --- |

4b.

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

| 4c. | Equity of which other equity |
| --- | --- |

4c.

issued by MFIs

issued by GG

issued by OFIs

issued by ICs

issued by PFs

issued by NFCs

| 5. | Investment funds shares/units (ESA 2010: F.52) |
| --- | --- |

5.

| 5a. | MMF shares/units |
| --- | --- |

5a.

| 5b. | Non-MMF shares/units |
| --- | --- |

5b.

Equity funds

Bond funds

Mixed funds

Real estate funds

Hedge funds

Other funds

| 6. | Financial derivatives (ESA 2010: F.7) |
| --- | --- |

6.

| 7. | Insurance technical reserves and related claims
   (3) |
| --- | --- |

7.

| 8. | Non-financial assets (ESA 2010: AN) |
| --- | --- |

8.

| 9. | Remaining assets |
| --- | --- |

9.

| 10. | Total assets |
| --- | --- |

10.

Abbreviations used in this table: o/w=of which, MFI=monetary financial institution, GG=general government, IF=investment fund, OFI=other financial intermediary, IC=insurance corporation, PF=pension fund, NCB = national central bank, NFC=non-financial corporation, HH=household, NPISH=non-profit institution serving households, MMF=money market fund

| (d) | the following Part 24 is added:

  ‘PART 24

  Statistics on PFs reported by NCBs in accordance with Regulation (EU) 2018/231 (ECB/2018/2)


  Table 1a


  Data on assets to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations) | Total | Domestic/Euro area Member States other than domestic (total) | Rest of the world (total) |
| --- | --- | --- | --- | --- |
| | MFIs (S.121+122) | Non-MFIs - Total |
| | General government (S.13) | Other residents |
| Total | Non-MMF investment funds (S.124) | Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127) | Insurance corporations (S.128) | Pension funds (S.129) | Non-financial corporations (S.11) | Households + non-profit institutions serving households (S.14+S.15) |
| ASSETS (total) | | | | | | | | | | | | | |
| 1 | Currency and deposits (ESA 2010: F.21, F.22 and F.29) |

(d)

the following Part 24 is added:

‘PART 24

Statistics on PFs reported by NCBs in accordance with Regulation (EU) 2018/231 (ECB/2018/2)

Table 1a

Data on assets to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)

Total

Domestic/Euro area Member States other than domestic (total)

Rest of the world (total)

MFIs (S.121+122)

Non-MFIs - Total

General government (S.13)

Other residents

Total

Non-MMF investment funds (S.124)

Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127)

Insurance corporations (S.128)

Pension funds (S.129)

Non-financial corporations (S.11)

Households + non-profit institutions serving households (S.14+S.15)

ASSETS (total)

1

o/w transferable deposits (ESA 2010: F.22)

| 2 | Debt securities (ESA 2010: F.3) |
| --- | --- |

2

up to 1 year

over 1 year and up to 2 years

over 2 years

| 3 | Loans (ESA 2010: F.4) |
| --- | --- |

3

up to 1 year

over 1 year and up to 5 years

over 5 years

| 4 | Equity (ESA 2010: F.51) |
| --- | --- |

4

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

| 5 | Investment fund shares/units (ESA 2010: F.52) |
| --- | --- |

5

MMF shares/units (ESA 2010: F.521)

Non-MMF shares/units (ESA 2010: F.522)

o/w bond funds

o/w equity funds

o/w mixed funds

o/w real estate funds

o/w hedge funds

o/w other funds

| 6 | Pension fund reserves (ESA 2010: F. 6) |
| --- | --- |

6

o/w claims of pension funds on pension managers (ESA 2010: F.64)

o/w reinsurance recoverables (F.61)

| 7 | Financial derivatives (ESA 2010: F.7) |
| --- | --- |

7

| 8 | Other accounts receivable/payable (ESA 2010: F.8) |
| --- | --- |

8

| 9 | Non-financial assets |
| --- | --- |

9

Table 1b
   (4)

Data on liabilities to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)

| | Total | Domestic/Euro area Member States other than domestic (total) | Rest of the world (total) |
| --- | --- | --- | --- |
| | MFIs (S.121+122) | Non-MFIs - Total |
| | General government (S.13) | Other residents |
| Total | Non-MMF investment funds (S.124) | Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127) | Insurance corporations (S.128) | Pension funds (S.129) | Non-financial corporations (S.11) | Households + non-profit institutions serving households (S.14+S.15) (7) |
| LIABILITIES (total) | | | | | | | | | | | | | |
| 10 | Loans received (ESA 2010: F.4) |

Total

Domestic/Euro area Member States other than domestic (total)

Rest of the world (total)

MFIs (S.121+122)

Non-MFIs - Total

General government (S.13)

Other residents

Total

Non-MMF investment funds (S.124)

Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127)

Insurance corporations (S.128)

Pension funds (S.129)

Non-financial corporations (S.11)

Households + non-profit institutions serving households (S.14+S.15) (7)

LIABILITIES (total)

10

Up to 1 year

Over 1 and up to 5 years

Over 5 years

| 11 | Debt securities issued (ESA 2010: F.3) |
| --- | --- |

11

| 12 | Equity (ESA 2010: F.5, F.519) |
| --- | --- |

12

| 13 | Technical reserves (ESA 2010: F.6)
   (5) |
| --- | --- |

13

| 13.1 | Pension entitlements (ESA 2010: F.63) |
| --- | --- |

13.1

Pension entitlements (ESA 2010: F.63)

o/w defined contribution schemes

o/w defined benefit schemes (6)

| 13.2 | Claims of pension funds on pension managers (ESA 2010: F.64) |
| --- | --- |

13.2

Claims of pension funds on pension managers (ESA 2010: F.64)

| 13.3 | Entitlements to non-pension benefits (ESA 2010: F.65) |
| --- | --- |

13.3

Entitlements to non-pension benefits (ESA 2010: F.65)

| 14 | Financial derivatives (ESA 2010: F.71) |
| --- | --- |

14

| 15 | Other accounts receivable/payable (ESA 2010: F.8) |
| --- | --- |

15

| 16 | Net worth (ESA 2010: B.90) |
| --- | --- |

16

Table 1c

Country breakdown — Data on assets and liabilities to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)

| | Other euro area residents (except domestic) |
| --- | --- |
| | BE | DE | EE | IE | EL | ES | FR | IT | CY | LV | LT | LU | MT | NL | AT | PT | SI | SK | FI |
| ASSETS (total) | | | | | | | | | | | | | | | | | | | | |
| Currency and deposits | | | | | | | | | | | | | | | | | | | | |
| Debt securities (ESA 2010: F.3) | | | | | | | | | | | | | | | | | | | | |
| issued by MFIs | | | | | | | | | | | | | | | | | | | | |
| up to 1 year | | | | | | | | | | | | | | | | | | | | |
| over 1 year | | | | | | | | | | | | | | | | | | | | |
| issued by non-MFIs | | | | | | | | | | | | | | | | | | | | |
| General government | | | | | | | | | | | | | | | | | | | | |
| up to 1 year | | | | | | | | | | | | | | | | | | | | |
| over 1 year | | | | | | | | | | | | | | | | | | | | |
| Other residents | | | | | | | | | | | | | | | | | | | | |
| up to 1 year | | | | | | | | | | | | | | | | | | | | |
| over 1 year | | | | | | | | | | | | | | | | | | | | |
| Equity (ESA 2010: F.51) | | | | | | | | | | | | | | | | | | | | |
| issued by MFIs | | | | | | | | | | | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | | | | | | | | | | | |
| issued by non-MFIs | | | | | | | | | | | | | | | | | | | | |
| General government | | | | | | | | | | | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | | | | | | | | | | | |
| Other residents | | | | | | | | | | | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | | | | | | | | | | | |
| Investment fund shares/units (ESA 2010: F.52) | | | | | | | | | | | | | | | | | | | | |
| LIABILITIES (total) | | | | | | | | | | | | | | | | | | | | |
| Pension entitlements (ESA 2010: F. 63)
   (8) | | | | | | | | | | | | | | | | | | | | |

Other euro area residents (except domestic)

BE

DE

EE

IE

EL

ES

FR

IT

CY

LV

LT

LU

MT

NL

AT

PT

SI

SK

FI

ASSETS (total)

Currency and deposits

Debt securities (ESA 2010: F.3)

issued by MFIs

up to 1 year

over 1 year

issued by non-MFIs

General government

up to 1 year

over 1 year

Other residents

up to 1 year

over 1 year

Equity (ESA 2010: F.51)

issued by MFIs

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

issued by non-MFIs

General government

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

Other residents

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

Investment fund shares/units (ESA 2010: F.52)

LIABILITIES (total)

Pension entitlements (ESA 2010: F. 63)
   (8)

| | Non-participating Member States |
| --- | --- |
| | BG | CZ | DK | HR | HU | PL | RO | SE | UK |
| ASSETS (total) | | | | | | | | | | |
| Currency and deposits | | | | | | | | | | |
| Debt securities (ESA 2010: F.3) | | | | | | | | | | |
| issued by MFIs | | | | | | | | | | |
| up to 1 year | | | | | | | | | | |
| over 1 year | | | | | | | | | | |
| issued by non-MFIs | | | | | | | | | | |
| General government | | | | | | | | | | |
| up to 1 year | | | | | | | | | | |
| over 1 year | | | | | | | | | | |
| Other residents | | | | | | | | | | |
| up to 1 year | | | | | | | | | | |
| over 1 year | | | | | | | | | | |
| Equity (ESA 2010: F.51) | | | | | | | | | | |
| issued by MFIs | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | |
| issued by non-MFIs | | | | | | | | | | |
| General government | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | |
| Other residents | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | |
| Investment funds shares/units (ESA 2010: F.52) | | | | | | | | | | |
| LIABILITIES (total) | | | | | | | | | | |
| Pension entitlements (ESA 2010: F.63)
   (9) | | | | | | | | | | |

Non-participating Member States

BG

CZ

DK

HR

HU

PL

RO

SE

UK

ASSETS (total)

Currency and deposits

Debt securities (ESA 2010: F.3)

issued by MFIs

up to 1 year

over 1 year

issued by non-MFIs

General government

up to 1 year

over 1 year

Other residents

up to 1 year

over 1 year

Equity (ESA 2010: F.51)

issued by MFIs

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

issued by non-MFIs

General government

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

Other residents

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

Investment funds shares/units (ESA 2010: F.52)

LIABILITIES (total)

Pension entitlements (ESA 2010: F.63)
   (9)

| | Main counterparties outside the EU |
| --- | --- |
| | Brazil | Canada | China | Hong Kong | India | Japan | Russia | Switzerland | US | EU institutions | Other international organisations | Offshore financial centres (as a group) |
| ASSETS (total) | | | | | | | | | | | | | |
| Currency and deposits | | | | | | | | | | | | | |
| Debt securities (ESA 2010: F.3) | | | | | | | | | | | | | |
| up to 1 year | | | | | | | | | | | | | |
| over 1 year | | | | | | | | | | | | | |
| Equity (ESA 2010: F.51) | | | | | | | | | | | | | |
| o/w listed shares (ESA 2010: F.511) | | | | | | | | | | | | | |
| o/w unlisted shares (ESA 2010: F. 512) | | | | | | | | | | | | | |
| o/w other equity (ESA 2010: F.519) | | | | | | | | | | | | | |
| Investment funds shares/units (ESA 2010: F.52) | | | | | | | | | | | | | |
| LIABILITIES (total) | | | | | | | | | | | | | |
| Pension entitlements (ESA 2010: F.63)
   (10) | | | | | | | | | | | | | |

Main counterparties outside the EU

Brazil

Canada

China

Hong Kong

India

Japan

Russia

Switzerland

US

EU institutions

Other international organisations

Offshore financial centres (as a group)

ASSETS (total)

Currency and deposits

Debt securities (ESA 2010: F.3)

up to 1 year

over 1 year

Equity (ESA 2010: F.51)

o/w listed shares (ESA 2010: F.511)

o/w unlisted shares (ESA 2010: F. 512)

o/w other equity (ESA 2010: F.519)

Investment funds shares/units (ESA 2010: F.52)

LIABILITIES (total)

Pension entitlements (ESA 2010: F.63)
   (10)

Table 2

Number of members of pension schemes — Data to be provided on an annual basis — End-year data

| | Total |
| --- | --- |
| | Of which: active members | Of which: deferred members | Of which: retired members |
| Number of members’ | | | | |

Total

Of which: active members

Of which: deferred members

Of which: retired members

Number of members’

| 2. | in Annex III, Part 2 is replaced by the following:

  ‘PART 2

  DSDs and data flows/datasets









  1. | In the SDMX messages exchanged, statistical concepts can be used either as dimensions (in composing the “keys” identifying the time series) or as attributes (providing information about the data). Coded dimensions and attributes take their values from predefined code lists. The DSDs define the structure of the exchanged series keys, in terms of concepts and associated code lists. In addition, they define their relationship with the relevant attributes. The same structure can be used for several data flows, which are differentiated by the data flow/dataset information. |
| --- | --- | --- |

2.

in Annex III, Part 2 is replaced by the following:

‘PART 2

DSDs and data flows/datasets

1.

| 2. | In the context of monetary and financial statistics, the ECB has defined 13 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one dataset using that structure is exchanged and as a consequence the DSD identifier and the associated dataset identifier (DSI) used in the SDMX data messages are the same. For treatment, timeliness and/or responsibility purposes, multiple datasets have been defined in the exchange context using the “ECB_BSI1”, “ECB_SSI1” and “ECB_ICPF1” DSDs, and are distinguished at the DSI level. The following data flows characteristics are in production:






  — | balance sheet items (BSI), DSD identifier and DSI “ECB_BSI1”, |
| --- | --- | --- |

2.

—

balance sheet items (BSI), DSD identifier and DSI “ECB_BSI1”,

| — | balance sheet items in the context of the Blue Book (BSP), DSD identifier “ECB_BSI1” and DSI “ECB_BSP”, |
| --- | --- |

—

balance sheet items in the context of the Blue Book (BSP), DSD identifier “ECB_BSI1” and DSI “ECB_BSP”,

| — | banking structural financial indicators (SSI), DSD identifier and DSI “ECB_SSI1”, |
| --- | --- |

—

banking structural financial indicators (SSI), DSD identifier and DSI “ECB_SSI1”,

| — | banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier “ECB_SS1” and DSI “ECB_SSP”, |
| --- | --- |

—

banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier “ECB_SS1” and DSI “ECB_SSP”,

| — | MFI interest rates (MIR), DSD identifier and DSI “ECB_MIR1”, |
| --- | --- |

—

MFI interest rates (MIR), DSD identifier and DSI “ECB_MIR1”,

| — | other financial intermediaries (OFI), DSD identifier and DSI “ECB_OFI1”, |
| --- | --- |

—

other financial intermediaries (OFI), DSD identifier and DSI “ECB_OFI1”,

| — | securities issues (SEC), DSD identifier and DSI “ECB_SEC1”, |
| --- | --- |

—

securities issues (SEC), DSD identifier and DSI “ECB_SEC1”,

| — | payment and settlement systems (PSS), DSD identifier and DSI “ECB_PSS1”, |
| --- | --- |

—

payment and settlement systems (PSS), DSD identifier and DSI “ECB_PSS1”,

| — | investment funds (IVF), DSD identifier and DSI “ECB_IVF1”, |
| --- | --- |

—

investment funds (IVF), DSD identifier and DSI “ECB_IVF1”,

| — | financial vehicle corporations (FVC), DSD identifier and DSI “ECB_FVC1”, |
| --- | --- |

—

financial vehicle corporations (FVC), DSD identifier and DSI “ECB_FVC1”,

| — | consolidated banking data (CBD2), DSD identifier and DSI “ECB_CBD2”, |
| --- | --- |

—

consolidated banking data (CBD2), DSD identifier and DSI “ECB_CBD2”,

| — | international consolidated banking statistics (CBS), DSD identifier and DSI “BIS_CBS”, |
| --- | --- |

—

international consolidated banking statistics (CBS), DSD identifier and DSI “BIS_CBS”,

| — | insurance corporations' assets and liabilities (ICB), DSD identifier “ECB_ICPF1” and DSI “ECB_ICB”, |
| --- | --- |

—

insurance corporations' assets and liabilities (ICB), DSD identifier “ECB_ICPF1” and DSI “ECB_ICB”,

| — | insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI “ECB_ICO1”, |
| --- | --- |

—

insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI “ECB_ICO1”,

| — | pension funds' assets and liabilities (PFB), DSD identifier “ECB_ICPF1” and DSI “ECB_PFB”
   (*1), |
| --- | --- |

—

pension funds' assets and liabilities (PFB), DSD identifier “ECB_ICPF1” and DSI “ECB_PFB”
   (*1),

| — | pension funds' assets and liabilities Regulation (PFBR), DSD identifier “ECB_ICPF1” and DSI “ECB_PFBR”, |
| --- | --- |

—

pension funds' assets and liabilities Regulation (PFBR), DSD identifier “ECB_ICPF1” and DSI “ECB_PFBR”,

| — | pension funds' number of members (PFBM), DSD identifier “ECB_PFM1” and DSI “ECB_PFBM1”. |
| --- | --- |

—

pension funds' number of members (PFBM), DSD identifier “ECB_PFM1” and DSI “ECB_PFBM1”.

(*1)  This data flows characteristic will not be used in production for the reporting of data for the first quarter of 2020.’;"

| 3. | Annex IV is amended as follows:






  (a) | the heading is replaced by the following:

  ‘DERIVATION OF TRANSACTIONS IN THE CONTEXT OF MONETARY FINANCIAL INSTITUTIONS' BALANCE SHEET ITEMS, INVESTMENT FUNDS', FINANCIAL VEHICLE CORPORATIONS', INSURANCE CORPORATIONS' AND PENSION FUNDS' STATISTICS’; |
| --- | --- | --- |

3.

Annex IV is amended as follows:

(a)

the heading is replaced by the following:

‘DERIVATION OF TRANSACTIONS IN THE CONTEXT OF MONETARY FINANCIAL INSTITUTIONS' BALANCE SHEET ITEMS, INVESTMENT FUNDS', FINANCIAL VEHICLE CORPORATIONS', INSURANCE CORPORATIONS' AND PENSION FUNDS' STATISTICS’;

| (b) | Part 1 is replaced by the following:

  ‘PART 1

  General description of the procedure for deriving transactions


  Section 1: Framework









  1. | The framework for deriving transactions for monetary financial institutions (MFI) balance sheet items (BSI), investment funds (IF), financial vehicle corporations (FVC), insurance corporations (IC) and pension funds (PF) assets and liabilities statistics is based on the European system of accounts (hereinafter the “ESA 2010”). Deviations from this international standard are made concerning both the data content and statistical concept denominations, where necessary. This Annex is interpreted in accordance with the ESA 2010, unless Regulation (EU) No 1071/2013 (ECB/2013/33), Regulation (EU) No 1073/2013 (ECB/2013/38), Regulation (EU) No 1075/2013 (ECB/2013/40), Regulation (EU) No 1374/2014 (ECB/2014/50), Regulation (EU) 2018/231 (ECB/2018/2), or this Guideline, explicitly or implicitly override its provisions. |
| --- | --- | --- |

(b)

Part 1 is replaced by the following:

‘PART 1

General description of the procedure for deriving transactions

Section 1: Framework

1.

| 2. | In accordance with the ESA 2010, financial transactions are defined as the net acquisition of financial assets or the net incurrence of liabilities for each type of financial instrument, i.e. the sum of all financial transactions that occur during the relevant reporting period (*2) Transactions covering each item specified in Regulation (EU) No 1071/2013 (ECB/2013/33), Regulation (EU) No 1073/2013 (ECB/2013/38), Regulation (EU) No 1075/2013 (ECB/2013/40), Regulation (EU) No 1374/2014 (ECB/2014/50) and Regulation (EU) 2018/231 (ECB/2018/2) are calculated on a net basis, i.e. there is no requirement to identify gross financial transactions or turnover (*3). The method of valuation for each transaction is to take the value at which assets are acquired/disposed of and/or liabilities are created, liquidated or exchanged. Nevertheless, deviations from the ESA 2010 are permitted. |
| --- | --- |

2.

| 3. | This Annex reviews the methodology for deriving transactions in the context of BSI, IF, FVC, IC and PF statistics. This part focuses on the calculation of transactions data at the European Central Bank (ECB) and the reporting of the underlying information by NCBs, while Part 2 focuses on the concepts of flow adjustments. Parts 3, 4, 5, 6 and 7 then provide specific information relating to the compilation frameworks for BSI, IF, FVC, IC and PF statistics respectively.
  Further details and numerical examples are provided in the manuals on these statistics published on the ECB's website. |
| --- | --- |

3.

Further details and numerical examples are provided in the manuals on these statistics published on the ECB's website.

Section 2: Calculation of transactions data by the ECB and reporting from the NCBs to the ECB

1.   Introduction

| 1. | For BSI, IF, IC and PF statistics, the ECB calculates transactions by taking, for each asset and liability item, the difference between stock positions at end-period reporting dates and then removing the effect of developments that are not the result of transactions, i.e. “other changes”. “Other changes” are grouped into two main categories “reclassifications and other adjustments” and “revaluation adjustments”, with the latter covering revaluations due to changes in both prices and exchange rates (*4). National central banks (NCBs) report “reclassification and other adjustments” and “revaluation adjustments” to the ECB so that these non-transaction effects can be removed in the calculation of flow statistics.
  In the case of BSI statistics, NCBs report adjustment data to the ECB in accordance with Part 1 of Annex II. The “revaluation adjustments” reported by the NCBs consist of write-offs/write-downs of loans and revaluation adjustments due to price changes. Revaluation adjustments due to changes in exchange rates are normally calculated by the ECB, but when NCBs are in a position to compile more accurate adjustments, they may also transmit these adjustments to the ECB directly (*5).
  In the case of IF statistics, NCBs report adjustment data to the ECB in accordance with Part 17 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.
  In the case of IC statistics, NCBs report adjustment data to the ECB in accordance with Part 23 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.
  In the case of PF statistics, NCBs report adjustment data to the ECB in accordance with Part 24 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes. |
| --- | --- |

1.

In the case of BSI statistics, NCBs report adjustment data to the ECB in accordance with Part 1 of Annex II. The “revaluation adjustments” reported by the NCBs consist of write-offs/write-downs of loans and revaluation adjustments due to price changes. Revaluation adjustments due to changes in exchange rates are normally calculated by the ECB, but when NCBs are in a position to compile more accurate adjustments, they may also transmit these adjustments to the ECB directly (*5).

In the case of IF statistics, NCBs report adjustment data to the ECB in accordance with Part 17 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

In the case of IC statistics, NCBs report adjustment data to the ECB in accordance with Part 23 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

In the case of PF statistics, NCBs report adjustment data to the ECB in accordance with Part 24 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

| 2. | In the context of FVC statistics, transactions are reported directly by NCBs to the ECB, rather than the flow adjustments. The calculation of the transactions (either directly by reporting agents, or by NCBs) should be consistent with the general approach to reclassifications and other adjustments and revaluations provided in this Annex. |
| --- | --- |

2.

2.   Reclassifications and other adjustments

| 1. | NCBs compile data on “reclassifications and other adjustments”, as requested by this Guideline, using supervisory information, plausibility checks, ad hoc enquiries (e.g. related to outliers), national statistical requirements, information on joiners and leavers of the reporting population and any other source available to them. The ECB is not expected to make ex post adjustments unless the NCBs identify sharp changes in the final data. |
| --- | --- |

1.

| 2. | NCBs identify changes in stocks that are due to reclassifications and enter the net amount identified under “reclassifications and other adjustments”. A net increase in stocks due to reclassifications is entered with a positive sign, a net decrease in stocks with a negative sign. |
| --- | --- |

2.

| 3. | In principle, the NCBs fulfil all requirements relating to “reclassifications and other adjustments” specified in this Guideline. As a minimum, the NCBs send all “reclassifications and other adjustments” above EUR 50 million. This threshold is intended to help the NCBs decide whether to make an adjustment or not. However, when information is not readily available or of poor quality, a decision can be made either to do nothing or to make estimates. For this reason, flexibility is needed in the operation of such a threshold, not least because of the heterogeneity of existing procedures for calculating adjustments. For example, where relatively detailed information is collected regardless of the threshold, it may be counterproductive to try to apply such a threshold. |
| --- | --- |

3.

3.   Revaluation adjustments

| 1. | In order to fulfil the requirements relating to “revaluation adjustments” specified in this Guideline, NCBs may need to calculate the adjustments from transactions, security-by-security data or other data reported by the reporting population and/or estimate the adjustments in respect of some of the breakdowns not reported by the reporting population because they are not considered as “minimum requirements”. |
| --- | --- |

1.

| 2. | The “revaluation adjustments” are normally compiled by NCBs on the basis of data directly reported by the reporting population. NCBs, however, may also cover these reporting requirements indirectly (e.g. by collecting data on transactions directly) and in any case are permitted to collect additional data from reporting agents. Whichever approach is used at national level, the NCBs are required to submit a full set of data to the ECB in accordance with Part 1 of Annex II for BSI statistics, Part 17 of Annex II for IF statistics, Part 23 of Annex II for IC statistics and Part 24 of Annex II for PF statistics. |
| --- | --- |

2.

(*2)  This is in accordance with the ESA 2010 and other international statistical standards."

(*3)  Nevertheless, in the case of IF statistics, Regulation (EU) No 1073/2013 (ECB/2013/38) requests separate reporting of new issuance and redemptions of IF shares/units during the reporting month."

(*4)  The definition and classification of “other changes” is largely consistent with the ESA 2010. “Reclassifications and other adjustments” is broadly equivalent to “other changes in the volume of assets and liabilities” (K.1-K.6, see paragraphs 6.03-25), whereas “revaluations” may be transferred to “nominal holding gains and losses” (K.7, see paragraphs 6.26-64). For BSI statistics, an important deviation concerns the inclusion of “loan write-offs” within “revaluations” (and specifically as revaluations due to changes in prices), whereas in the ESA 2010 they are generally regarded as “other changes in volume” (paragraph 6.14) — with the exception of losses realised at the sale of loans; these losses, which equal the difference between the transaction price and the balance sheet carrying amount of the loans, should be recorded as a revaluation (paragraph 6.58). The inclusion of “loan write-offs” within “revaluations” also deviates from the international investment position (i.i.p.) rules. In the i.i.p. these are treated as “other adjustments” and not as “price or exchange rate changes”. For IF statistics, loans “write-offs/write-downs” are not requested."

(*5)  The adjustments corresponding to the ECB's own balance sheet are reported by the ECB Directorate-General Administration.’;"

| (c) | the following part 7 is added:

  ‘PART 7

  Flow adjustments: special features in PF statistics


  Section 1: Introduction









  1. | For statistics on PFs, NCBs submit revaluation adjustments, covering both revaluations due to price and exchange rate changes and reclassification adjustments for all items on the PF balance sheet, in accordance with paragraph 6(b) of Article 26. In this process, NCBs may need to calculate and/or estimate the adjustments not reported by the PFs. This includes those data where the corresponding stock series are reported on an item-by-item basis and data on pension fund reserves. |
| --- | --- | --- |

(c)

the following part 7 is added:

‘PART 7

Flow adjustments: special features in PF statistics

Section 1: Introduction

1.

Section 2: Revaluation adjustments

| 1. | Regulation (EU) 2018/231 (ECB/2018/2) allows flexibility in terms of the type of data needed to calculate the revaluation adjustments of assets and liabilities and the form in which these data are collected and compiled. The decision on the method is left to the NCBs. |
| --- | --- |

1.

| 2. | The following two options exist for deriving revaluation adjustments for securities collected on a security-by-security basis. NCBs may follow a similar approach for assets other than securities when they collect item-by-item data.






  — | PFs report security-by-security information that allows NCBs to derive revaluation adjustments: PFs report to NCBs the information required by paragraphs 1, 2 and 4 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. This information permits NCBs to obtain accurate information on the “revaluation adjustments” to be submitted to the ECB. When this option is followed, NCBs may derive the “revaluation adjustments” in accordance with the common Eurosystem method, i.e. the “flow-derivation method”, as described in the PF manual accompanying Regulation (EU) 2018/231 (ECB/2018/2) and this Guideline. |
| --- | --- | --- |

2.

—

PFs report security-by-security information that allows NCBs to derive revaluation adjustments: PFs report to NCBs the information required by paragraphs 1, 2 and 4 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. This information permits NCBs to obtain accurate information on the “revaluation adjustments” to be submitted to the ECB. When this option is followed, NCBs may derive the “revaluation adjustments” in accordance with the common Eurosystem method, i.e. the “flow-derivation method”, as described in the PF manual accompanying Regulation (EU) 2018/231 (ECB/2018/2) and this Guideline.

| — | PFs directly report transactions on a security-by-security basis to the NCB: PFs report the cumulated amounts of purchases and sales of securities which have occurred during the reference period as set out in paragraphs 1 and 3 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. NCBs calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline. |
| --- | --- |

—

PFs directly report transactions on a security-by-security basis to the NCB: PFs report the cumulated amounts of purchases and sales of securities which have occurred during the reference period as set out in paragraphs 1 and 3 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. NCBs calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline.

| 3. | For pension fund reserves maintained by PFs, the following two options exist for deriving approximations of revaluation adjustments:






  — | PFs report aggregated adjustments or transactions according to the NCBs' instructions. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB, |
| --- | --- | --- |

3.

—

PFs report aggregated adjustments or transactions according to the NCBs' instructions. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB,

| — | NCBs derive approximations based on data provided by PFs. |
| --- | --- |

—

NCBs derive approximations based on data provided by PFs.

| 4. | For assets and liabilities other than those collected on an item-by-item basis and pension fund reserves maintained by PFs, the following three options exist for deriving revaluation adjustments:






  — | PFs report aggregated adjustments: PFs report the adjustments applicable to each item, reflecting the valuation changes due to price and exchange rate changes. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB; |
| --- | --- | --- |

4.

—

PFs report aggregated adjustments: PFs report the adjustments applicable to each item, reflecting the valuation changes due to price and exchange rate changes. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB;

| — | PFs report aggregated transactions: PFs accumulate transactions during the quarter and transmit the value of purchases and sales to the NCB. NCBs that receive transactions data calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline; or |
| --- | --- |

—

PFs report aggregated transactions: PFs accumulate transactions during the quarter and transmit the value of purchases and sales to the NCB. NCBs that receive transactions data calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline; or

| — | NCBs derive approximations based on data provided by PFs.’ |
| --- | --- |

—

NCBs derive approximations based on data provided by PFs.’

---

(*1)  This data flows characteristic will not be used in production for the reporting of data for the first quarter of 2020.’;

(*2)  This is in accordance with the ESA 2010 and other international statistical standards.

(*3)  Nevertheless, in the case of IF statistics, Regulation (EU) No 1073/2013 (ECB/2013/38) requests separate reporting of new issuance and redemptions of IF shares/units during the reporting month.

(*4)  The definition and classification of “other changes” is largely consistent with the ESA 2010. “Reclassifications and other adjustments” is broadly equivalent to “other changes in the volume of assets and liabilities” (K.1-K.6, see paragraphs 6.03-25), whereas “revaluations” may be transferred to “nominal holding gains and losses” (K.7, see paragraphs 6.26-64). For BSI statistics, an important deviation concerns the inclusion of “loan write-offs” within “revaluations” (and specifically as revaluations due to changes in prices), whereas in the ESA 2010 they are generally regarded as “other changes in volume” (paragraph 6.14) — with the exception of losses realised at the sale of loans; these losses, which equal the difference between the transaction price and the balance sheet carrying amount of the loans, should be recorded as a revaluation (paragraph 6.58). The inclusion of “loan write-offs” within “revaluations” also deviates from the international investment position (i.i.p.) rules. In the i.i.p. these are treated as “other adjustments” and not as “price or exchange rate changes”. For IF statistics, loans “write-offs/write-downs” are not requested.

(*5)  The adjustments corresponding to the ECB's own balance sheet are reported by the ECB Directorate-General Administration.’;”

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(1)  This item may include non-life insurance technical reserves (ESA 2010: F.61), claims of insurance corporations on pension managers (in line with ESA 2010: F.64) and provisions for calls under standardised guarantees (ESA 2010: F.66).

(2)  This item, including the relevant breakdown, may include claims of managers on pension funds (in line with ESA 2010: F.64) and entitlements to non-pension benefits (ESA 2010: F.65).’

(3)  This item may include non-life insurance technical reserves (ESA 2010: F.61), claims of insurance corporations on pension managers (in line with ESA 2010: F.64) and provisions for calls under standardised guarantees (ESA 2010: F.66)

| | Requirements addressed to ICs by Regulation (EU) No 1374/2014 (ECB/2014/50). |
| --- | --- |
| | Requirements to be reported for ICs if available at NCBs (memo items).’ |

Requirements addressed to ICs by Regulation (EU) No 1374/2014 (ECB/2014/50).

Requirements to be reported for ICs if available at NCBs (memo items).’

(4)  Quarterly estimates to be provided by NCBs

(5)  Total technical reserves may include life insurance

(6)  Notional defined contribution schemes and hybrid schemes are grouped as defined benefit schemes

(7)  Entitlements relevant only for households (S.14)

(8)  Quarterly estimates to be provided by NCBs

(9)  Quarterly estimates to be provided by NCBs

(10)  Quarterly estimates to be provided by NCBs

---