# Official Journal L 26/2017

| | ISSN 1977-0677 |
| --- | --- |
| Official Journal
  of the European Union | L 26 |
| | |
| English edition | Legislation | Volume 6031 January 2017 |

ISSN 1977-0677

Official Journal

of the European Union

L 26

English edition

Legislation

Volume 6031 January 2017

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| Contents | | II   Non-legislative acts | page |
| --- | --- | --- | --- |
| | | GUIDELINES |
| | * | Guideline (EU) 2017/148 of the European Central Bank of 16 December 2016 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2016/45) | 1 |

Contents

II   Non-legislative acts

page

GUIDELINES

*

Guideline (EU) 2017/148 of the European Central Bank of 16 December 2016 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2016/45)

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. |
| --- | --- |

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

| 31.1.2017 | EN | Official Journal of the European Union | L 26/1 |
| --- | --- | --- | --- |

31.1.2017

EN

Official Journal of the European Union

L 26/1

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GUIDELINE (EU) 2017/148 OF THE EUROPEAN CENTRAL BANK

of 16 December 2016

amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2016/45)

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) | The Eurosystem needs to make use of individual monetary financial institutions' balance sheet item and interest rate statistics collected in accordance with Regulation (EU) No 1071/2013 of the European Central Bank (ECB/2013/33) (2) and Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) (3) for monetary policy, financial stability and macroprudential policy purposes as well as for tasks related to the microprudential supervision of credit institutions in the euro area Member States. |
| --- | --- |

(1)

The Eurosystem needs to make use of individual monetary financial institutions' balance sheet item and interest rate statistics collected in accordance with Regulation (EU) No 1071/2013 of the European Central Bank (ECB/2013/33) (2) and Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) (3) for monetary policy, financial stability and macroprudential policy purposes as well as for tasks related to the microprudential supervision of credit institutions in the euro area Member States.

| (2) | Article 8 of Regulation (EC) No 2533/98 has been amended by Council Regulation (EU) 2015/373 (4) to provide expressly for the sharing of confidential statistical information that has been collected for the purpose of fulfilling the tasks of the ESCB, also for the purposes of prudential supervision and the stability of the financial system. |
| --- | --- |

(2)

Article 8 of Regulation (EC) No 2533/98 has been amended by Council Regulation (EU) 2015/373 (4) to provide expressly for the sharing of confidential statistical information that has been collected for the purpose of fulfilling the tasks of the ESCB, also for the purposes of prudential supervision and the stability of the financial system.

| (3) | The national central banks (NCBs) should be required to transmit to the European Central Bank (ECB) the necessary individual monetary financial institution (MFI) balance sheet item and interest rate statistics collected in accordance with Article 5 of the Statute of the European System of Central Banks and of the European Central Bank. |
| --- | --- |

(3)

The national central banks (NCBs) should be required to transmit to the European Central Bank (ECB) the necessary individual monetary financial institution (MFI) balance sheet item and interest rate statistics collected in accordance with Article 5 of the Statute of the European System of Central Banks and of the European Central Bank.

| (4) | Article 12 of Guideline ECB/2014/15 of the European Central Bank (5) on the provision of consolidated banking data to the ECB should be updated to take into account the implementing technical standards recently developed by the European Banking Authority and endorsed by the European Commission in Commission Implementing Regulation (EU) No 680/2014 (6). Since these updated rules include provisions on the required international consolidated banking data, Article 13 of Guideline ECB/2014/15 is no longer necessary and should be deleted. |
| --- | --- |

(4)

Article 12 of Guideline ECB/2014/15 of the European Central Bank (5) on the provision of consolidated banking data to the ECB should be updated to take into account the implementing technical standards recently developed by the European Banking Authority and endorsed by the European Commission in Commission Implementing Regulation (EU) No 680/2014 (6). Since these updated rules include provisions on the required international consolidated banking data, Article 13 of Guideline ECB/2014/15 is no longer necessary and should be deleted.

| (5) | Guideline ECB/2014/15 of the European Central Bank should be amended accordingly, |
| --- | --- |

(5)

Guideline ECB/2014/15 of the European Central Bank should be amended accordingly,

HAS ADOPTED THIS GUIDELINE:

Article 1

Amendments

Guideline ECB/2014/15 is amended as follows:

| 1. | Article 12 is replaced by the following:

  ‘Article 12
  Consolidated banking data
  1.   
  Scope of reporting


  NCBs shall report consolidated banking data in accordance with Part 9 of Annex II and shall follow the conceptual and methodological rules set out therein when providing such data.
  NCBs shall report consolidated banking data in accordance with the European Banking Authority's (EBA) Implementing Technical Standards (ITS) introduced by Commission Implementing Regulation (EU) No 680/2014 (*1) and where applicable in accordance with national reporting obligations. NCBs shall provide actual data, where available. Where actual data are not available or cannot be processed, NCBs shall provide national estimates accompanied by methodological notes. Where the statistical information to be provided is not in full accordance with the EBA's ITS reporting standards or national reporting requirements, NCBs shall provide methodological notes in relation to the areas where the standards are not fully met.
  Targeting the maximum possible coverage, NCBs shall specify any credit institutions excluded from the reporting population and an explanation of the reasons for their exclusion shall be provided. Major credit institutions or groups of institutions, which are relevant from a financial stability perspective, shall not be excluded from the reporting population.
  The data collected shall be fully consolidated on a cross-border and cross-sector basis, where “cross-border” refers to domestic banks' branches and subsidiaries located outside the domestic market and included in the data reported by the parent institution, and “cross-sector” includes the branches and subsidiaries of banks classifiable as other financial institutions. Insurance companies shall not be included in the consolidated data.
  Consolidated banking data shall be reported separately for:






  — | small domestic banking groups and stand-alone credit institutions, |
| --- | --- | --- |

1.

Article 12 is replaced by the following:

‘Article 12

Consolidated banking data

1.   
  Scope of reporting

NCBs shall report consolidated banking data in accordance with Part 9 of Annex II and shall follow the conceptual and methodological rules set out therein when providing such data.

NCBs shall report consolidated banking data in accordance with the European Banking Authority's (EBA) Implementing Technical Standards (ITS) introduced by Commission Implementing Regulation (EU) No 680/2014 (*1) and where applicable in accordance with national reporting obligations. NCBs shall provide actual data, where available. Where actual data are not available or cannot be processed, NCBs shall provide national estimates accompanied by methodological notes. Where the statistical information to be provided is not in full accordance with the EBA's ITS reporting standards or national reporting requirements, NCBs shall provide methodological notes in relation to the areas where the standards are not fully met.

Targeting the maximum possible coverage, NCBs shall specify any credit institutions excluded from the reporting population and an explanation of the reasons for their exclusion shall be provided. Major credit institutions or groups of institutions, which are relevant from a financial stability perspective, shall not be excluded from the reporting population.

The data collected shall be fully consolidated on a cross-border and cross-sector basis, where “cross-border” refers to domestic banks' branches and subsidiaries located outside the domestic market and included in the data reported by the parent institution, and “cross-sector” includes the branches and subsidiaries of banks classifiable as other financial institutions. Insurance companies shall not be included in the consolidated data.

Consolidated banking data shall be reported separately for:

—

small domestic banking groups and stand-alone credit institutions,

| — | medium-sized domestic banking groups and stand-alone credit institutions, |
| --- | --- |

—

medium-sized domestic banking groups and stand-alone credit institutions,

| — | large domestic banking groups and stand-alone credit institutions, |
| --- | --- |

—

large domestic banking groups and stand-alone credit institutions,

| — | foreign (non-European Union) controlled subsidiaries, |
| --- | --- |

—

foreign (non-European Union) controlled subsidiaries,

| — | foreign (non-European Union) controlled branches, |
| --- | --- |

—

foreign (non-European Union) controlled branches,

| — | foreign (European Union) controlled subsidiaries, |
| --- | --- |

—

foreign (European Union) controlled subsidiaries,

| — | foreign (European Union) controlled branches, |
| --- | --- |

—

foreign (European Union) controlled branches,

| — | foreign (euro area) controlled subsidiaries, |
| --- | --- |

—

foreign (euro area) controlled subsidiaries,

| — | foreign (euro area) controlled branches, |
| --- | --- |

—

foreign (euro area) controlled branches,

| — | SSM significant banks, |
| --- | --- |

—

SSM significant banks,

| — | SSM less significant banks. |
| --- | --- |

—

SSM less significant banks.

SSM significant banks and SSM less significant banks are credit institutions established in participating Member States and any branches established in participating Member States by a credit institution established in a non-participating Member State. The distinction between significant and less significant supervised entities is set out in Article 6(4) of Council Regulation (EU) No 1024/2013 (*2) and Part IV of Regulation (EU) No 468/2014 of the European Central Bank (ECB/2014/17) (*3).

For the purposes of this Article, banks shall be classified as large banking groups or stand-alone credit institutions if their assets are greater than 0,5 % of the total consolidated assets of European Union banks; as medium-sized banks if their assets are between 0,5 % and 0,005 % of such total consolidated assets; and as small banks if their assets are below 0,005 % of such total consolidated assets.

2.   
  Reporting frequency and deadline

NCBs shall report consolidated banking data four times a year.

A full dataset shall be reported for end-of-year data. A first submission of these annual data, to be carried out by mid-April of the year following the year to which the data relate, shall comprise the items flagged with an * in Part 9 (consolidated banking data (CBD) annual) of Annex II. However, the full annual dataset may be reported by mid-April if data are already available. Otherwise, the full annual dataset shall be reported by mid-May of the year following the year to which the data relate.

The end-March, end-June and end-September data shall be reported in early July, October and January respectively using the quarterly template and shall contain a subset of data from the comprehensive annual template. This data series shall be reported in accordance with Part 9 (consolidated banking data (CBD) quarterly) of Annex II.

3.   
  Revision policy

NCBs shall revise reported data in accordance with the following general principles:

| (a) | during all regular annual and quarterly data transmissions, in addition to the data on the current period, any ordinary or exceptional and significant revisions to the previous period's data shall also be transmitted; |
| --- | --- |

(a)

during all regular annual and quarterly data transmissions, in addition to the data on the current period, any ordinary or exceptional and significant revisions to the previous period's data shall also be transmitted;

| (b) | where significant revisions are made, explanatory notes shall be provided to the ECB. |
| --- | --- |

(b)

where significant revisions are made, explanatory notes shall be provided to the ECB.

4.   
  Explanatory notes

NCBs shall report to the ECB any deviation from the definitions and the rules in paragraphs 1, 2 and 3 to allow the assessment of national practices. NCBs shall submit explanatory notes explaining the reasons for such deviations.

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

*1

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

*2

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

*3

| 2. | Article 13 is deleted. |
| --- | --- |

2.

Article 13 is deleted.

| 3. | The following Article 17a is inserted:

  ‘Article 17a
  Individual MFI balance sheet item and interest rate statistics
  1.   
  Scope of reporting


  NCBs shall report individual BSI and MIR statistics which they collect in accordance with Regulations (EU) No 1071/2013 (ECB/2013/33) and (EU) No 1072/2013 (ECB/2013/34) for selected individual euro area credit institutions in accordance with Tables 1, 2 and 3 of Part 15a of Annex II. The composition of the panel of euro area credit institutions covered in the reporting shall be decided by the Governing Council and notified to the reporting NCBs. The panel shall also include groups of homogeneous credit institutions (e.g. credit cooperatives or savings banks) for which data will be transmitted on an aggregated basis. The ECB may share this data across the Eurosystem in accordance with Regulation (EC) No 2533/98.
  The Governing Council, based on advice by the Statistics Committee on the statistical and administrative impact of the reporting, shall decide on any amendments to the exchange of data, including changes to the composition of the panel. Such decisions shall be notified to the reporting NCBs.
  The panel's membership may also be subject to less significant amendments related to the following events:






  (a) | euro area enlargements, in order to include credit institutions resident in new euro area Member States; |
| --- | --- | --- |

3.

The following Article 17a is inserted:

‘Article 17a

Individual MFI balance sheet item and interest rate statistics

1.   
  Scope of reporting

NCBs shall report individual BSI and MIR statistics which they collect in accordance with Regulations (EU) No 1071/2013 (ECB/2013/33) and (EU) No 1072/2013 (ECB/2013/34) for selected individual euro area credit institutions in accordance with Tables 1, 2 and 3 of Part 15a of Annex II. The composition of the panel of euro area credit institutions covered in the reporting shall be decided by the Governing Council and notified to the reporting NCBs. The panel shall also include groups of homogeneous credit institutions (e.g. credit cooperatives or savings banks) for which data will be transmitted on an aggregated basis. The ECB may share this data across the Eurosystem in accordance with Regulation (EC) No 2533/98.

The Governing Council, based on advice by the Statistics Committee on the statistical and administrative impact of the reporting, shall decide on any amendments to the exchange of data, including changes to the composition of the panel. Such decisions shall be notified to the reporting NCBs.

The panel's membership may also be subject to less significant amendments related to the following events:

(a)

euro area enlargements, in order to include credit institutions resident in new euro area Member States;

| (b) | changes in the MFI population due, for example, to institutions leaving the sector, mergers and acquisitions and other corporate reorganisations; and |
| --- | --- |

(b)

changes in the MFI population due, for example, to institutions leaving the sector, mergers and acquisitions and other corporate reorganisations; and

| (c) | changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs. |
| --- | --- |

(c)

changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs.

The Governing Council hereby delegates the power to decide on such less significant amendments to the panel's composition to the Executive Board. The Executive Board may sub-delegate such power to one of its members. The decision on such less significant amendments shall be based on advice from the ECB Directorate-General Statistics in liaison with the relevant NCBs. The Governing Council shall be kept informed of such changes on a regular basis.

NCBs shall ensure that information regarding the panel is correctly recorded in the Register of Institutions and Affiliates Database (RIAD) in accordance with Annex V. NCBs shall make the necessary amendments to the information recorded in RIAD when the panel's membership is affected.

The reporting scheme for individual BSI shall cover end-month and end-quarter outstanding amounts (stocks) and, for selected indicators, additional series covering information on breaks in outstanding amounts not arising from transactions (hereinafter referred to as “ancillary series”). In the case of loans, additional information on the net flows of loans securitised or otherwise transferred shall be reported. As regards individual MIR statistics, the transmission shall cover monthly interest rates on outstanding amounts and new business with the corresponding new business volumes. The requirements relate to euro-denominated deposits and loans vis-à-vis households and non-financial corporations resident in the euro area. For more details on the reporting requirements, see Part 15a of Annex II.

For the reporting of data relating to groups of credit institutions, the following provisions shall apply:

| (a) | balance sheet indicators on outstanding amounts and ancillary series are calculated as the sum of the individual positions of the members of the group; |
| --- | --- |

(a)

balance sheet indicators on outstanding amounts and ancillary series are calculated as the sum of the individual positions of the members of the group;

| (b) | interest rates are calculated as weighted averages, whereas the group volume is calculated as the sum of the individual volumes. If the NCB collects the group data on an institution-by-institution basis, the interest rate averages will only cover the institutions which are included in the national MIR sample and are not subject to derogations; the same approach applies to the group volumes. |
| --- | --- |

(b)

interest rates are calculated as weighted averages, whereas the group volume is calculated as the sum of the individual volumes. If the NCB collects the group data on an institution-by-institution basis, the interest rate averages will only cover the institutions which are included in the national MIR sample and are not subject to derogations; the same approach applies to the group volumes.

All items are mandatory, although special provisions apply to the reporting of ancillary series, as described in Part 15a of Annex II.

2.   
  Reporting frequency and deadline

NCBs shall report this statistical information in accordance with the yearly calendar laid down by the ECB and communicated to the NCBs by the end of September each year.

3.   
  Revision policy

When submitting revisions in the context of individual BSI and MIR statistics, NCBs shall adopt the same approach they follow for the purposes of the transmission of aggregated data, as is laid down in Articles 3(3) and 17(5) of this Guideline.

4.   
  Checks monitoring the internal consistency of the data

Before transmitting data to the ECB, NCBs shall verify the internal consistency of the data in accordance with the checks defined and maintained by the ECB.

5.   
  Reporting of information on national specificities and special data developments

NCBs shall report all information which is necessary to facilitate the validation of the reported data and to support its analysis. In particular, NCBs shall provide information regarding:

| (a) | specificities of the credit institutions included in the national panel relating to: (i) derogations, sampling and use of group reporting, (ii) business model, e.g. use of short selling, and (iii) balance sheet structure, e.g. the relevance of positions under remaining assets or liabilities; |
| --- | --- |

(a)

specificities of the credit institutions included in the national panel relating to: (i) derogations, sampling and use of group reporting, (ii) business model, e.g. use of short selling, and (iii) balance sheet structure, e.g. the relevance of positions under remaining assets or liabilities;

| (b) | the reporting practices relating to ancillary series for individual BSI; |
| --- | --- |

(b)

the reporting practices relating to ancillary series for individual BSI;

| (c) | mergers and acquisitions or other corporate reorganisations and large one-off operations affecting credit institutions in the panel. |
| --- | --- |

(c)

mergers and acquisitions or other corporate reorganisations and large one-off operations affecting credit institutions in the panel.

NCBs shall report the information preferably at the time of the data transmission and in any case before the closing of data production. The ECB shall handle the information provided having due regard to the confidentiality regime applicable.’;

| 4. | Annexes II and III are amended in accordance with the Annexes to this Guideline. |
| --- | --- |

4.

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

Article 2

Taking effect and implementation

This Guideline shall take effect on the day of its notification to the NCBs of the euro area Member States. The NCBs of the euro area Member States shall comply with this Guideline from 1 February 2017.

Article 3

Addressees

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

Done at Frankfurt am Main, 16 December 2016.

The President of the ECB

Mario DRAGHI

---

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

1

(2)  Regulation (EU) No 1071/2013 of the European Central Bank of 24 September 2013 concerning the balance sheet of the monetary financial institutions sector (ECB/2013/33) (OJ L 297, 7.11.2013, p. 1).

2

(3)  Regulation (EU) No 1072/2013 of the European Central Bank of 24 September 2013 concerning statistics on interest rates applied by monetary financial institutions (ECB/2013/34) (OJ L 297, 7.11.2013, p. 51).

3

(4)  Council Regulation (EU) 2015/373 of 5 March 2015 amending Regulation (EC) No 2533/98 concerning the collection of statistical information by the European Central Bank (OJ L 64, 7.3.2015, p. 6).

4

(5)  Guideline ECB/2014/15 of the European Central Bank of 4 April 2014 on monetary and financial statistics (OJ L 340, 26.11.2014, p. 1).

5

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

6

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ANNEX I

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

| 1. | in Annex II, Part 9 is replaced by Annex II to this Guideline; |
| --- | --- |

1.

in Annex II, Part 9 is replaced by Annex II to this Guideline;

| 2. | in Annex II, the following Part 15a is inserted:

  ‘PART 15a

  Individual MFI balance sheet item and interest rate statistics

  Tables 1, 2 and 3 present the detailed requirements for the transmission of data on individual MFI balance sheet items and interest rate statistics. As regards individual MFI balance sheet items (BSI), these requirements relate to monthly series on outstanding amounts, together with a selected set of additional indicators on outstanding amounts to be reported on a quarterly basis. However, NCBs that collect these data on a monthly basis may report these indicators on a monthly basis. The reporting scheme for individual BSI also covers ancillary series, which include information on non-transaction effects so that meaningful transaction measures can be derived, i.e. taking into account revaluations due to changes in prices and exchange rates, reclassifications and loan write-offs or write-downs, as applicable. Tables 1 and 2 of this Part identify these requirements with the symbols “ߦ” and “ߦߦ”. “ߦߦ” indicates cases where NCBs are only required to cover reclassifications, as a minimum. In addition, in order to reduce the reporting burden, NCBs may apply a threshold approach when reporting ancillary series. In particular, NCBs are expected to report ancillary series on a best efforts basis for amounts exceeding EUR 50 million, but only when the ancillary series are larger than 1 % of the outstanding amounts of the indicator, i.e. threshold = max(EUR 50 million, 1 % of stocks). This threshold, which also applies to groups of credit institutions, is indicative and aims to help NCBs to decide whether to make an adjustment or not. However, when information is not readily available or is of a poor quality, a decision may be made by the relevant NCB either to take no further action or to make estimates. For loans, the reporting scheme includes additional information on loan transfers, to be reported as acquisitions minus disposals. These indicators, identified in Table 1 with the symbol “
  †
  ”, cover net flows of loans securitised or otherwise transferred (transactions with an impact on reported loan stocks). It should be noted that the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33) do not directly match the data requirements of Table 1. In particular, net flows of securitised loans (transactions with an impact on reported loan stocks) that relate to the maturity breakdowns of loans to non-financial corporations and breakdowns by purpose for loans to households are only required on a quarterly basis under Regulation (EU) No 1071/2013 (ECB/2013/33). However, this information may be collected on a monthly basis at national level. Similarly, data on net flows of loans otherwise transferred (transactions with an impact on reported loan stocks) in relation to the maturity breakdowns of loans to non-financial corporations and loan transfers between domestic MFIs are not covered under the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33), but may be available at national level. Where not directly available, this information must be reported on a best efforts basis.
  The transmission of individual MFI interest rate (MIR) statistics, as set out in Table 3, includes monthly interest rates relating to euro-denominated deposits and loans vis-à-vis households and non-financial corporations resident in the euro area. In addition to interest rates on outstanding amounts and business volumes, the requirements cover the volumes of new business.
  In accordance with Article 17a, the panel of euro area credit institutions involved in the exchange of data will be regularly amended. Subject to the approval procedure laid down in that Article, any amendments will be implemented according to the following rules.






  (i) | For euro area enlargements: the relevant NCB and the ECB will agree on the institutions to be covered in the exercise and data will be reported for reference periods from the date on which the relevant Member State becomes a participating Member State. |
| --- | --- | --- |

2.

in Annex II, the following Part 15a is inserted:

‘PART 15a

Individual MFI balance sheet item and interest rate statistics

Tables 1, 2 and 3 present the detailed requirements for the transmission of data on individual MFI balance sheet items and interest rate statistics. As regards individual MFI balance sheet items (BSI), these requirements relate to monthly series on outstanding amounts, together with a selected set of additional indicators on outstanding amounts to be reported on a quarterly basis. However, NCBs that collect these data on a monthly basis may report these indicators on a monthly basis. The reporting scheme for individual BSI also covers ancillary series, which include information on non-transaction effects so that meaningful transaction measures can be derived, i.e. taking into account revaluations due to changes in prices and exchange rates, reclassifications and loan write-offs or write-downs, as applicable. Tables 1 and 2 of this Part identify these requirements with the symbols “ߦ” and “ߦߦ”. “ߦߦ” indicates cases where NCBs are only required to cover reclassifications, as a minimum. In addition, in order to reduce the reporting burden, NCBs may apply a threshold approach when reporting ancillary series. In particular, NCBs are expected to report ancillary series on a best efforts basis for amounts exceeding EUR 50 million, but only when the ancillary series are larger than 1 % of the outstanding amounts of the indicator, i.e. threshold = max(EUR 50 million, 1 % of stocks). This threshold, which also applies to groups of credit institutions, is indicative and aims to help NCBs to decide whether to make an adjustment or not. However, when information is not readily available or is of a poor quality, a decision may be made by the relevant NCB either to take no further action or to make estimates. For loans, the reporting scheme includes additional information on loan transfers, to be reported as acquisitions minus disposals. These indicators, identified in Table 1 with the symbol “
  †
  ”, cover net flows of loans securitised or otherwise transferred (transactions with an impact on reported loan stocks). It should be noted that the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33) do not directly match the data requirements of Table 1. In particular, net flows of securitised loans (transactions with an impact on reported loan stocks) that relate to the maturity breakdowns of loans to non-financial corporations and breakdowns by purpose for loans to households are only required on a quarterly basis under Regulation (EU) No 1071/2013 (ECB/2013/33). However, this information may be collected on a monthly basis at national level. Similarly, data on net flows of loans otherwise transferred (transactions with an impact on reported loan stocks) in relation to the maturity breakdowns of loans to non-financial corporations and loan transfers between domestic MFIs are not covered under the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33), but may be available at national level. Where not directly available, this information must be reported on a best efforts basis.

The transmission of individual MFI interest rate (MIR) statistics, as set out in Table 3, includes monthly interest rates relating to euro-denominated deposits and loans vis-à-vis households and non-financial corporations resident in the euro area. In addition to interest rates on outstanding amounts and business volumes, the requirements cover the volumes of new business.

In accordance with Article 17a, the panel of euro area credit institutions involved in the exchange of data will be regularly amended. Subject to the approval procedure laid down in that Article, any amendments will be implemented according to the following rules.

(i)

For euro area enlargements: the relevant NCB and the ECB will agree on the institutions to be covered in the exercise and data will be reported for reference periods from the date on which the relevant Member State becomes a participating Member State.

| (ii) | For changes in the MFI population: the panel will be amended according to the general principle that the coverage agreed upon by the Eurosystem must be preserved. In particular:






  — | If an institution covered by the data exchange leaves the MFI population due to a change in its sector classification, it will be excluded from the panel; |
| --- | --- | --- |

(ii)

For changes in the MFI population: the panel will be amended according to the general principle that the coverage agreed upon by the Eurosystem must be preserved. In particular:

—

If an institution covered by the data exchange leaves the MFI population due to a change in its sector classification, it will be excluded from the panel;

| — | MFIs on the panel may be involved in mergers or acquisitions. If the resulting institution uses the MFI code of an MFI that is already on the panel, no changes are required. If the resulting institution uses the code of an existing MFI that is not on the panel, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place. In such situations the issue of whether the relevant NCB should report back data will be decided on a case-by-case basis. When the resulting institution uses a new MFI code, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place; |
| --- | --- |

—

MFIs on the panel may be involved in mergers or acquisitions. If the resulting institution uses the MFI code of an MFI that is already on the panel, no changes are required. If the resulting institution uses the code of an existing MFI that is not on the panel, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place. In such situations the issue of whether the relevant NCB should report back data will be decided on a case-by-case basis. When the resulting institution uses a new MFI code, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place;

| — | In the event of divisions, the panel will be amended in order to continue to cover the largest of the resulting MFIs. The possibility of including all of the resulting MFIs will be decided on a case-by-case basis. |
| --- | --- |

—

In the event of divisions, the panel will be amended in order to continue to cover the largest of the resulting MFIs. The possibility of including all of the resulting MFIs will be decided on a case-by-case basis.

| (iii) | For changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs: any institutions for which data become unavailable will be excluded from the panel. |
| --- | --- |

(iii)

For changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs: any institutions for which data become unavailable will be excluded from the panel.

Table 1

Data on assets of individual MFIs

| | | | Sector of counterparty | Total | MFIs | | | | | | |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| | | | | | | | | | General government (S.13) | | |
| | | | | | | | | | | Non-financial corporations (S.11) |
| | | | o/w intra-group positions | NCB | Up to 1 Y | Over 1Y and up to 2Y | Over 2Y | | | Total | | | | |
| | | | | | Up to 1 Y | Over 1Y |
| Instrument | | | | | | | Over 1Y and up to 5Y | Over 5 Y |
| Cash | Area of counterparty | Total | | | | | | | | | | | | | | | |
| Loans | Euro area | | ߦ | | | | | | | ߦ † | | | ߦ † | ߦ † | | |
| Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| | Rest of the world | ߦߦ | | | | | | | | | | | | | | |
| o/w loans in euro | Euro area | | | | | | | | | | | | | | | |
| o/w overdrafts in euro (1) | Euro area | | | | | | | | | | | | | | | |
| o/w syndicated loans | Euro area | | | | | | | | | | | | | | | |
| o/w reverse repos with CCPs | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Debt securities | Euro area | | ߦ | | | | | | | | | Q | | | | |
| Domestic | | | | | | | | | ߦ | ߦ | | | | | |
| Euro area other than domestic | | | | | | | | | ߦ | ߦ | | | | | |
| Rest of the world | ߦߦ | Q | | | | | | | Q | Q | | | | | |
| MMF shares/units | Euro area | | ߦ | | | | | | | | | | | | | |
| Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Rest of the World | ߦߦ | | | | | | | | | | | | | | |
| Equity and non-MMF IF shares/units | Euro area | | | | | | | | | | ߦ | | | | | |
| Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Rest of the World | ߦߦ | | | | | | | | | | | | | | |
| Non-financial assets (including fixed assets) | Total | | | | | | | | | | | | | | | |
| Remaining assets | Total | | | | | | | | | | | | | | | |
| o/w financial derivatives | Euro area | | Q | | | | | | Q | | | | | | | |
| Rest of the world | Q | | | | | | | | | | | | | | |

Sector of counterparty

Total

MFIs

General government (S.13)

Non-financial corporations (S.11)

o/w intra-group positions

NCB

Up to 1 Y

Over 1Y and up to 2Y

Over 2Y

Total

Up to 1 Y

Over 1Y

Instrument

Over 1Y and up to 5Y

Over 5 Y

Cash

Area of counterparty

Total

Loans

Euro area

ߦ

ߦ †

ߦ †

ߦ †

Domestic

Euro area other than domestic

Rest of the world

ߦߦ

o/w loans in euro

Euro area

o/w overdrafts in euro (1)

Euro area

o/w syndicated loans

Euro area

o/w reverse repos with CCPs

Domestic

Euro area other than domestic

Debt securities

Euro area

ߦ

Q

Domestic

ߦ

ߦ

Euro area other than domestic

ߦ

ߦ

Rest of the world

ߦߦ

Q

Q

Q

MMF shares/units

Euro area

ߦ

Domestic

Euro area other than domestic

Rest of the World

ߦߦ

Equity and non-MMF IF shares/units

Euro area

ߦ

Domestic

Euro area other than domestic

Rest of the World

ߦߦ

Non-financial assets (including fixed assets)

Total

Remaining assets

Total

o/w financial derivatives

Euro area

Q

Q

Rest of the world

Q

| | | | Sector of counterparty | non-MFIs |
| --- | --- | --- | --- | --- |
| | | | Private sector |
| | | | Households + non-profit institutions serving households (S.14+S.15) | OFIs, non-MMF investment funds and ICPFs |
| | | | Total | For house purchases | For consumption and other purposes | | OFIs and non-MMF investment funds | ICPFs |
| | | | | | | | | | | | | |
| Instrument | | | | Up to 1 Y | Over 1Y and up to 5Y | Over 5 Y | | Up to 1 Y | Over 1Y and up to 5Y | Over 5 Y | | |
| Cash | Area of counterparty | Total | | | | | | | | | | | | |
| Loans | Euro area | | ߦ † | | | | ߦ † | | | | ߦ † | | |
| Domestic | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | |
| | Rest of the world | | | | | | | | | | | | |
| o/w loans in euro | Euro area | | | | | | | | | | | | |
| o/w overdrafts in euro (1) | Euro area | | | | | | | | | | | | |
| o/w syndicated loans | Euro area | | | | | | | | | | | | |
| o/w reverse repos with CCPs | Domestic | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | |
| Debt securities | Euro area | | | | | | | | | | | Q | Q |
| Domestic | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | |
| Rest of the world | | | | | | | | | | | | |
| MMF shares/units | Euro area | | | | | | | | | | | | |
| Domestic | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | |
| Rest of the World | | | | | | | | | | | | |
| Equity and non-MMF IF shares/units | Euro area | | | | | | | | | | | | |
| Domestic | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | |
| Rest of the World | | | | | | | | | | | | |
| Non-financial assets (including fixed assets) | Total | | | | | | | | | | | | |
| Remaining assets | Total | | | | | | | | | | | | |
| o/w financial derivatives | Euro area | | | | | | | | | | | | |
| Rest of the world | | | | | | | | | | | | |

Sector of counterparty

non-MFIs

Private sector

Households + non-profit institutions serving households (S.14+S.15)

OFIs, non-MMF investment funds and ICPFs

Total

For house purchases

For consumption and other purposes

OFIs and non-MMF investment funds

ICPFs

Instrument

Up to 1 Y

Over 1Y and up to 5Y

Over 5 Y

Up to 1 Y

Over 1Y and up to 5Y

Over 5 Y

Cash

Area of counterparty

Total

Loans

Euro area

ߦ †

ߦ †

ߦ †

Domestic

Euro area other than domestic

Rest of the world

o/w loans in euro

Euro area

o/w overdrafts in euro (1)

Euro area

o/w syndicated loans

Euro area

o/w reverse repos with CCPs

Domestic

Euro area other than domestic

Debt securities

Euro area

Q

Q

Domestic

Euro area other than domestic

Rest of the world

MMF shares/units

Euro area

Domestic

Euro area other than domestic

Rest of the World

Equity and non-MMF IF shares/units

Euro area

Domestic

Euro area other than domestic

Rest of the World

Non-financial assets (including fixed assets)

Total

Remaining assets

Total

o/w financial derivatives

Euro area

Rest of the world

Table 2

Data on liabilities of individual MFIs

| | | | Sector of counterparty | Total | | | | MFIs | | | non-MFIs | | | | | |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| | | | | | | | | | Central government | Non-financial corporations (S.11) | Households + non-profit institutions serving households (S.14 + S.15) | Others |
| Instrument | | | Up to 1Y | Over 1Y and up to 2Y | Over 2Y | o/w intra-group positions | NCB | | | OFIs and non-MMF investment funds | ICPFs | Other general government |
| Deposits | Area of counterparty | |
| Total | Euro area | | | | | ߦ | | | | ߦߦ | | | | | | |
| Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Rest of the world | ߦߦ | | | | | | | | | | | | | | |
| o/w in euro | Total | Q | | | | | | | | | | | | | | |
| Deposits in M3 | Euro area | | | | | | | | | | ߦߦ | ߦߦ | ߦߦ | | | |
| overnight | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| o/w in euro (2) | Euro area | | | | | | | | | | | | | | | |
| with agreed maturity | | | | | | | | | | | | | | | | |
| Up to 1Y | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Between 1Y and 2Y | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| redeemable with a notice up to 3M | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| o/w in euro (2) | Euro area | | | | | | | | | | | | | | | |
| repos not with CCPs | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Deposits not included in M3 | Euro area | | | | | | | | | | ߦߦ | ߦߦ | ߦߦ | | | |
| with agreed maturity over 2Y | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| redeemable with a notice over 3M | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| o/w in euro (2) | Euro area | | | | | | | | | | | | | | | |
| repos with CCPs | Domestic | | | | | | | | | | | | | | | |
| Euro area other than domestic | | | | | | | | | | | | | | | |
| Debt securities issued | Total | ߦߦ | | | | | | | | | | | | | | |
| in euro | | | | | | | | | | | | | | | | |
| in foreign currency | | | | | | | | | | | | | | | | |
| Capital and reserves | Total | ߦߦ | | | | | | | | | | | | | | |
| Remaining liabilities | Total | | | | | | | | | | | | | | | |
| o/w financial derivatives | Euro area | | | | | Q | | | Q | | | | | | | |
| Rest of the world | Q | | | | | | | | | | | | | | |

Sector of counterparty

Total

MFIs

non-MFIs

Central government

Non-financial corporations (S.11)

Households + non-profit institutions serving households (S.14 + S.15)

Others

Instrument

Up to 1Y

Over 1Y and up to 2Y

Over 2Y

o/w intra-group positions

NCB

OFIs and non-MMF investment funds

ICPFs

Other general government

Deposits

Area of counterparty

Total

Euro area

ߦ

ߦߦ

Domestic

Euro area other than domestic

Rest of the world

ߦߦ

o/w in euro

Total

Q

Deposits in M3

Euro area

ߦߦ

ߦߦ

ߦߦ

overnight

Domestic

Euro area other than domestic

o/w in euro (2)

Euro area

with agreed maturity

Up to 1Y

Domestic

Euro area other than domestic

Between 1Y and 2Y

Domestic

Euro area other than domestic

redeemable with a notice up to 3M

Domestic

Euro area other than domestic

o/w in euro (2)

Euro area

repos not with CCPs

Domestic

Euro area other than domestic

Deposits not included in M3

Euro area

ߦߦ

ߦߦ

ߦߦ

with agreed maturity over 2Y

Domestic

Euro area other than domestic

redeemable with a notice over 3M

Domestic

Euro area other than domestic

o/w in euro (2)

Euro area

repos with CCPs

Domestic

Euro area other than domestic

Debt securities issued

Total

ߦߦ

in euro

in foreign currency

Capital and reserves

Total

ߦߦ

Remaining liabilities

Total

o/w financial derivatives

Euro area

Q

Q

Rest of the world

Q

Table 3

Data on individual MFI interest rates

| INSTRUMENT CATEGORIES FOR INTEREST RATES ON OUTSTANDING AMOUNTS |
| --- |
| | Sector | Type of instrument | Original maturity | Reporting obligation |
| Deposits in EUR | From households | With agreed maturity | Up to 2 years | AAR |
| Over 2 years | AAR |
| From non-financial corporations | With agreed maturity | Up to 2 years | AAR |
| Over 2 years | AAR |
| Loans in EUR | To households | For house purchase | Up to 1 year | AAR |
| Over 1 and up to 5 years | AAR |
| Over 5 years | AAR |
| For consumption and other purposes | Up to 1 year | AAR |
| Over 1 and up to 5 years | AAR |
| Over 5 years | AAR |
| To non-financial corporations | Total | Up to 1 year | AAR |
| Over 1 and up to 5 years | AAR |
| Over 5 years | AAR |
| INSTRUMENT CATEGORIES FOR INTEREST RATES ON NEW BUSINESS |
| | Sector | Type of instrument | Original maturity, period of notice, initial period of interest rate fixation | Reporting obligation |
| Deposits in EUR | From households | Overnight (*1) | | AAR |
| With agreed maturity | Up to 1 year maturity | AAR, amount |
| Over 1 and up to 2 years maturity | AAR, amount |
| Over 2 years maturity | AAR, amount |
| Redeemable at notice (*1) | Up to 3 months' notice | AAR |
| Over 3 months' notice | AAR |
| From non-financial corporations | Overnight (*1) | | AAR |
| With agreed maturity | Up to 1 year maturity | AAR, amount |
| Over 1 and up to 2 years maturity | AAR, amount |
| Over 2 years maturity | AAR, amount |
| | Repos | | |
| Loans in EUR | To households | Revolving loans and overdrafts and convenience and extended credit card credit (*1) | AAR |
| For consumption | Floating rate and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 years period of initial rate fixation | AAR, amount |
| For house purchases | Floating rate and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 and up to 10 years period of initial rate fixation | AAR, amount |
| Over 10 years period of initial rate fixation | AAR, amount |
| For other purposes | Floating rate and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 years period of initial rate fixation | AAR, amount |
| To non-financial corporations | Revolving loans and overdrafts and convenience and extended credit card credit (*1) | AAR |
| Other loans up to an amount of EUR 0,25 million | Floating rate and up to 3 months period of initial rate fixation | AAR, amount |
| Over 3 months and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 3 year period of initial rate fixation | AAR, amount |
| Over 3 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 and up to 10 years period of initial rate fixation | AAR, amount |
| Over 10 years period of initial rate fixation | AAR, amount |
| Other loans over an amount of EUR 0,25 million and up to EUR 1 million | Floating rate and up to 3 months period of initial rate fixation | AAR, amount |
| Over 3 months and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 3 year period of initial rate fixation | AAR, amount |
| Over 3 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 and up to 10 years period of initial rate fixation | AAR, amount |
| Over 10 years period of initial rate fixation | AAR, amount |
| Other loans over an amount of EUR 1 million | Floating rate and up to 1 year period of initial rate fixation | AAR, amount |
| Over 1 and up to 5 years period of initial rate fixation | AAR, amount |
| Over 5 years period of initial rate fixation | AAR, amount |

INSTRUMENT CATEGORIES FOR INTEREST RATES ON OUTSTANDING AMOUNTS

Sector

Type of instrument

Original maturity

Reporting obligation

Deposits in EUR

From households

With agreed maturity

Up to 2 years

AAR

Over 2 years

AAR

From non-financial corporations

With agreed maturity

Up to 2 years

AAR

Over 2 years

AAR

Loans in EUR

To households

For house purchase

Up to 1 year

AAR

Over 1 and up to 5 years

AAR

Over 5 years

AAR

For consumption and other purposes

Up to 1 year

AAR

Over 1 and up to 5 years

AAR

Over 5 years

AAR

To non-financial corporations

Total

Up to 1 year

AAR

Over 1 and up to 5 years

AAR

Over 5 years

AAR

INSTRUMENT CATEGORIES FOR INTEREST RATES ON NEW BUSINESS

Sector

Type of instrument

Original maturity, period of notice, initial period of interest rate fixation

Reporting obligation

Deposits in EUR

From households

Overnight (*1)

AAR

With agreed maturity

Up to 1 year maturity

AAR, amount

Over 1 and up to 2 years maturity

AAR, amount

Over 2 years maturity

AAR, amount

Redeemable at notice (*1)

Up to 3 months' notice

AAR

Over 3 months' notice

AAR

From non-financial corporations

Overnight (*1)

AAR

With agreed maturity

Up to 1 year maturity

AAR, amount

Over 1 and up to 2 years maturity

AAR, amount

Over 2 years maturity

AAR, amount

Repos

Loans in EUR

To households

Revolving loans and overdrafts and convenience and extended credit card credit (*1)

AAR

For consumption

Floating rate and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 years period of initial rate fixation

AAR, amount

For house purchases

Floating rate and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 and up to 10 years period of initial rate fixation

AAR, amount

Over 10 years period of initial rate fixation

AAR, amount

For other purposes

Floating rate and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 years period of initial rate fixation

AAR, amount

To non-financial corporations

Revolving loans and overdrafts and convenience and extended credit card credit (*1)

AAR

Other loans up to an amount of EUR 0,25 million

Floating rate and up to 3 months period of initial rate fixation

AAR, amount

Over 3 months and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 3 year period of initial rate fixation

AAR, amount

Over 3 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 and up to 10 years period of initial rate fixation

AAR, amount

Over 10 years period of initial rate fixation

AAR, amount

Other loans over an amount of EUR 0,25 million and up to EUR 1 million

Floating rate and up to 3 months period of initial rate fixation

AAR, amount

Over 3 months and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 3 year period of initial rate fixation

AAR, amount

Over 3 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 and up to 10 years period of initial rate fixation

AAR, amount

Over 10 years period of initial rate fixation

AAR, amount

Other loans over an amount of EUR 1 million

Floating rate and up to 1 year period of initial rate fixation

AAR, amount

Over 1 and up to 5 years period of initial rate fixation

AAR, amount

Over 5 years period of initial rate fixation

AAR, amount

| 3. | in Annex III, paragraph 2 of Part 2 is amended as follows:






  (a) | the first subparagraph is replaced by the following:






  ‘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 data set using that structure is exchanged and as a consequence the DSD identifier and the associated data set identifier (DSI) used in the SDMX data messages are the same. The following data flow characteristics are in production:’; |
| --- | --- | --- | --- |

3.

in Annex III, paragraph 2 of Part 2 is amended as follows:

(a)

the first subparagraph is replaced by the following:

‘2.

| (b) | the following indent is deleted from the list of indented points:






  ‘— | international consolidated banking statistics (CBS), DSD identifier and DSI “BIS_CBS”.’; |
| --- | --- | --- |

(b)

the following indent is deleted from the list of indented points:

‘—

international consolidated banking statistics (CBS), DSD identifier and DSI “BIS_CBS”.’;

| (c) | at the end of the list of indented points, the following indents are inserted:






  ‘— | individual MFI balance sheet items (IBSI), DSD identifier and DSI “ECB_IBSI1”, |
| --- | --- | --- |

(c)

at the end of the list of indented points, the following indents are inserted:

‘—

individual MFI balance sheet items (IBSI), DSD identifier and DSI “ECB_IBSI1”,

| — | individual MFI interest rate (IMIR), DSD identifier and DSI “ECB_IMIR1”.’; |
| --- | --- |

—

individual MFI interest rate (IMIR), DSD identifier and DSI “ECB_IMIR1”.’;

| 4. | in Annex III, Part 3 is amended as follows:






  (a) | the table is replaced by the following:























  Data structure definition (DSD) | Concept (identifier) | Concept name | Value format
   (*2) | Code list | Code list name |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ‘BSI | SSI | MIR | OFI | SEC | PSS | IVF | FVC | CBD | ICPF | ICO | IBSI | IMIR |
| DIMENSION ORDER IN THE KEY | DIMENSIONS |
| 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | FREQ | Frequency | AN1 | CL_FREQ | Frequency code list |
| 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | | | 2 | 2 | REF_AREA | Reference area | AN2 | CL_AREA_EE | Area code list |
| | | | | | | | | | 2 | 2 | | | REF_AREA | Reference area | AN2 | CL_AREA (*3) | Area code list |
| 3 | | | 3 | | | 3 | 3 | | | | 3 | | ADJUSTMENT | Adjustment indicator | AN1 | CL_ADJUSTMENT | Adjustment indicator code list |
| 4 | | 3 | | | | | | | | | 4 | 3 | BS_REP_SECTOR | Balance sheet reference sector breakdown | AN..2 | CL_BS_REP_SECTOR | Balance sheet reference sector breakdown code list |
| | | | | | | | | | | | 5 | 4 | MFI_LIST_IND | Individual MFI list | AN..18 | CL_MFI_LIST_IND | Code list for the Individual MFI list |
| | 3 | | | | | | | | | | | | REF_SECTOR | Reference sector breakdown | AN4 | CL_ESA95_SECTOR | ESA 95 reference sectoral breakdown code list |
| | | | | 3 | | | | | | | | | SEC_ISSUING SECTOR | Securities issuing sector | AN4 | CL_ESA95_SECTOR | ESA 95 reference sectoral breakdown code list |
| | | | | | 3 | | | | | | | | PSS_INFO_TYPE | PSS information type | AN4 | CL_PSS_INFO_TYPE | Payment and settlement system information type code list |
| | | | | | 4 | | | | | | | | PSS_INSTRUMENT | PSS instrument | AN4 | CL_PSS_INSTRUMENT | Payment and settlement system instrument code list |
| | | | | | 5 | | | | | | | | PSS_SYSTEM | PSS entry point | AN4 | CL_PSS_SYSTEM | Payment and settlement system entry point code list |
| | | | | | 6 | | | | | | | | DATA_TYPE_PSS | PSS data type | AN2 | CL_DATA_TYPE_PSS | Payment and settlement system data type code list |
| | | | | | | | | | 3 | | | | COMP_APPROACH | Compilation approach indicator | AN1 | CL_COMP_APPROACH | Compilation approach indicator code list |
| | | | 4 | | | | | | | | | | OFI_REP_SECTOR | Other financial intermediaries reporting sector | AN2 | CL_OFI_REP_SECTOR | Other financial intermediaries reference sectoral breakdown code list |
| | | | | | | 4 | | | | | | | IVF_REP_SECTOR | Investment funds reporting sector | AN2 | CL_IVF_REP_SECTOR | Investment funds reference sectoral breakdown code list |
| | | | | | | | 4 | | | | | | FVC_REP_SECTOR | Financial vehicle corporations reporting sector | AN1 | CL_FVC_REP_SECTOR | Financial vehicle corporations reference sectoral breakdown code list |
| | | | | | | | | | 4 | 3 | | | REPORTING_SECTOR | Reporting sector | AN..6 | CL_SECTOR (*3) | Institutional sector code list |
| | | | | | | | | 3 | | | | | CB_REP_SECTOR | CBD reference sector breakdown | AN2 | CL_CB_REP_SECTOR | Consolidated banking data reference sector breakdown code list |
| | | | | | | | | 4 | | | | | CB_SECTOR_SIZE | CBD reference sector size | AN1 | CL_CB_SECTOR_SIZE | Consolidated banking data reference sector size code list |
| | 4 | | | | | | | | | | | | SSI_INDICATOR | Structural financial indicator | AN3 | CL_SSI_INDICATOR | Structural financial indicator's code list |
| 5 | | 4 | | | | | | | | | 6 | 5 | BS_ITEM | Balance sheet item | AN..7 | CL_BS_ITEM | Balance sheet item code list |
| | | | 5 | | | | | | | | | | OFI_ITEM | Other financial intermediaries balance sheet item | AN3 | CL_OFI_ITEM | Other financial intermediaries balance sheet item code list |
| | | | | 4 | | | | | | | | | SEC_ITEM | Securities item | AN6 | CL_ESA95_ACCOUNT | ESA 95 account code list |
| | | | | | | 5 | | | | | | | IF_ITEM | Investment funds assets and liabilities | AN3 | CL_IF_ITEM | IF balance sheet item code list |
| | | | | | | | 5 | | | | | | FVC_ITEM | Financial vehicle corporations assets and liabilities | AN3 | CL_FVC_ITEM | Financial vehicle corporations balance sheet item code list |
| | | | | | | | | | 5 | | | | ICPF_ITEM | Insurance corporations and pension funds assets and liabilities | AN..4 | CL_ICPF_ITEM | Insurance corporations and pension funds assets and liabilities code list |
| | | | | | | | | | | 4 | | | ICO_PAY_ITEM | Insurance corporations operations item | AN1 | CL_ICO_PAY | Insurance corporations operations item code list |
| | | | | | | | | 5 | | | | | CB_ITEM | Consolidated banking data item | AN5 | CL_CB_ITEM | Consolidated banking data item code list |
| 6 | | | 6 | | | 6 | 6 | 6 | | | 7 | | MATURITY_ORIG | Original maturity | AN..3 | CL_MATURITY_ORIG | Original maturity code list |
| | | 5 | | | | | | | | | | 6 | MATURITY_NOT_IRATE | Original maturity/Period of notice/Initial rate fixation | AN..3 | CL_MATURITY_ORIG | Original maturity code list |
| | | | | | | | | | 6 | | | | MATURITY | Maturity | AN..6 | CL_MATURITY (*3) | Maturity code list |
| | | | | 5 | | | | | | | | | SEC_VALUATION | Securities valuation | AN1 | CL_MUFA_VALUATION | Valuation in MUFA context code list |
| 7 | 5 | | 7 | | | 7 | 7 | 7 | 7 | | 8 | | DATA_TYPE | Data type | AN1 | CL_DATA_TYPE | Money and banking type of data, flow and position code list |
| | | 6 | | | | | | | | | | 7 | DATA_TYPE_MIR | MIR data type | AN1 | CL_DATA_TYPE_MIR | MFI interest rates data type code list |
| | | | | 6 | | | | | | | | | DATA_TYPE_SEC | Securities data type | AN1 | CL_DATA_TYPE_SEC | Securities data type code list |
| 8 | 6 | | 8 | | 7 | 8 | 8 | 8 | | | 9 | | COUNT_AREA | Counterpart area | AN2 | CL_AREA_EE | Area code list |
| | | | | | | | | | 8 | 5 | | | COUNTERPART_AREA | Counterpart area | AN2 | CL_AREA | Area code list |
| | | 7 | | | | | | | | | | 8 | AMOUNT_CAT | Amount category | AN1 | CL_AMOUNT_CAT | Amount category code list |
| 9 | | 8 | 9 | | | 9 | 9 | 9 | | | 10 | 9 | BS_COUNT_SECTOR | Balance sheet counterpart sector | AN..7 | CL_BS_COUNT_SECTOR | Balance sheet counterpart sector code list |
| | | | | | | | | | 9 | | | | COUNTERPART_SECTOR | Counterpart sector | AN..6 | CL_SECTOR | Institutional sector code list |
| | | | | | 8 | | | | | | | | COUNTERPART_SECTOR | Counterpart sector | AN2 | CL_PS_COUNT_SECTOR | Payment and settlement system receiving/acquiring sector |
| | | | | | | | 10 | | | | | | FVC_ORI_SECTOR | Financial vehicle corporations originator sector | AN2 | CL_FVC_ORI_SECTOR | Financial vehicle corporations originator sector code list |
| | | | | | | | | | | 6 | | | ICO_UNIT | Insurance corporations unit | AN1 | CL_ICO_UNIT | Insurance corporations operations unit code list |
| 10 | 7 | 9 | 10 | 7 | 9 | 10 | 11 | 10 | 10 | | 11 | 10 | CURRENCY_TRANS | Currency of transaction | AN..3 | CL_CURRENCY | Currency code list |
| | 8 | | 11 | 8 | 10 | 11 | | 11 | | | | | SERIES_DENOM | Denomination of the series or special calculation | AN1 | CL_SERIES_DENOM | Denomination of the series or special calculation code list |
| | | | | | | | | | 11 | 7 | | | CURRENCY_DENOM | Currency denominator | AN..15 | CL_UNIT | Unit code list |
| 11 | | | | | | | 12 | | | | 12 | | BS_SUFFIX | Balance sheet suffix | AN..3 | CL_BS_SUFFIX | Balance sheet suffix code list |
| | | | | 9 | | | | | | | | | SEC_SUFFIX | Series suffix in securities context | AN1 | CL_SEC_SUFFIX | Securities suffix code list |
| | | 10 | | | | | | | | | | 11 | IR_BUS_COV | Interest rates business coverage | AN1 | CL_IR_BUS_COV | Interest rates business coverage code list |

4.

in Annex III, Part 3 is amended as follows:

(a)

the table is replaced by the following:

Data structure definition (DSD)

Concept (identifier)

Concept name

Value format
   (*2)

Code list

Code list name

‘BSI

SSI

MIR

OFI

SEC

PSS

IVF

FVC

CBD

ICPF

ICO

IBSI

IMIR

DIMENSION ORDER IN THE KEY

DIMENSIONS

1

1

1

1

1

1

1

1

1

1

1

1

1

FREQ

Frequency

AN1

CL_FREQ

Frequency code list

2

2

2

2

2

2

2

2

2

2

2

REF_AREA

Reference area

AN2

CL_AREA_EE

Area code list

2

2

REF_AREA

Reference area

AN2

CL_AREA (*3)

Area code list

3

3

3

3

3

ADJUSTMENT

Adjustment indicator

AN1

CL_ADJUSTMENT

Adjustment indicator code list

4

3

4

3

BS_REP_SECTOR

Balance sheet reference sector breakdown

AN..2

CL_BS_REP_SECTOR

Balance sheet reference sector breakdown code list

5

4

MFI_LIST_IND

Individual MFI list

AN..18

CL_MFI_LIST_IND

Code list for the Individual MFI list

3

REF_SECTOR

Reference sector breakdown

AN4

CL_ESA95_SECTOR

ESA 95 reference sectoral breakdown code list

3

SEC_ISSUING SECTOR

Securities issuing sector

AN4

CL_ESA95_SECTOR

ESA 95 reference sectoral breakdown code list

3

PSS_INFO_TYPE

PSS information type

AN4

CL_PSS_INFO_TYPE

Payment and settlement system information type code list

4

PSS_INSTRUMENT

PSS instrument

AN4

CL_PSS_INSTRUMENT

Payment and settlement system instrument code list

5

PSS_SYSTEM

PSS entry point

AN4

CL_PSS_SYSTEM

Payment and settlement system entry point code list

6

DATA_TYPE_PSS

PSS data type

AN2

CL_DATA_TYPE_PSS

Payment and settlement system data type code list

3

COMP_APPROACH

Compilation approach indicator

AN1

CL_COMP_APPROACH

Compilation approach indicator code list

4

OFI_REP_SECTOR

Other financial intermediaries reporting sector

AN2

CL_OFI_REP_SECTOR

Other financial intermediaries reference sectoral breakdown code list

4

IVF_REP_SECTOR

Investment funds reporting sector

AN2

CL_IVF_REP_SECTOR

Investment funds reference sectoral breakdown code list

4

FVC_REP_SECTOR

Financial vehicle corporations reporting sector

AN1

CL_FVC_REP_SECTOR

Financial vehicle corporations reference sectoral breakdown code list

4

3

REPORTING_SECTOR

Reporting sector

AN..6

CL_SECTOR (*3)

Institutional sector code list

3

CB_REP_SECTOR

CBD reference sector breakdown

AN2

CL_CB_REP_SECTOR

Consolidated banking data reference sector breakdown code list

4

CB_SECTOR_SIZE

CBD reference sector size

AN1

CL_CB_SECTOR_SIZE

Consolidated banking data reference sector size code list

4

SSI_INDICATOR

Structural financial indicator

AN3

CL_SSI_INDICATOR

Structural financial indicator's code list

5

4

6

5

BS_ITEM

Balance sheet item

AN..7

CL_BS_ITEM

Balance sheet item code list

5

OFI_ITEM

Other financial intermediaries balance sheet item

AN3

CL_OFI_ITEM

Other financial intermediaries balance sheet item code list

4

SEC_ITEM

Securities item

AN6

CL_ESA95_ACCOUNT

ESA 95 account code list

5

IF_ITEM

Investment funds assets and liabilities

AN3

CL_IF_ITEM

IF balance sheet item code list

5

FVC_ITEM

Financial vehicle corporations assets and liabilities

AN3

CL_FVC_ITEM

Financial vehicle corporations balance sheet item code list

5

ICPF_ITEM

Insurance corporations and pension funds assets and liabilities

AN..4

CL_ICPF_ITEM

Insurance corporations and pension funds assets and liabilities code list

4

ICO_PAY_ITEM

Insurance corporations operations item

AN1

CL_ICO_PAY

Insurance corporations operations item code list

5

CB_ITEM

Consolidated banking data item

AN5

CL_CB_ITEM

Consolidated banking data item code list

6

6

6

6

6

7

MATURITY_ORIG

Original maturity

AN..3

CL_MATURITY_ORIG

Original maturity code list

5

6

MATURITY_NOT_IRATE

Original maturity/Period of notice/Initial rate fixation

AN..3

CL_MATURITY_ORIG

Original maturity code list

6

MATURITY

Maturity

AN..6

CL_MATURITY (*3)

Maturity code list

5

SEC_VALUATION

Securities valuation

AN1

CL_MUFA_VALUATION

Valuation in MUFA context code list

7

5

7

7

7

7

7

8

DATA_TYPE

Data type

AN1

CL_DATA_TYPE

Money and banking type of data, flow and position code list

6

7

DATA_TYPE_MIR

MIR data type

AN1

CL_DATA_TYPE_MIR

MFI interest rates data type code list

6

DATA_TYPE_SEC

Securities data type

AN1

CL_DATA_TYPE_SEC

Securities data type code list

8

6

8

7

8

8

8

9

COUNT_AREA

Counterpart area

AN2

CL_AREA_EE

Area code list

8

5

COUNTERPART_AREA

Counterpart area

AN2

CL_AREA

Area code list

7

8

AMOUNT_CAT

Amount category

AN1

CL_AMOUNT_CAT

Amount category code list

9

8

9

9

9

9

10

9

BS_COUNT_SECTOR

Balance sheet counterpart sector

AN..7

CL_BS_COUNT_SECTOR

Balance sheet counterpart sector code list

9

COUNTERPART_SECTOR

Counterpart sector

AN..6

CL_SECTOR

Institutional sector code list

8

COUNTERPART_SECTOR

Counterpart sector

AN2

CL_PS_COUNT_SECTOR

Payment and settlement system receiving/acquiring sector

10

FVC_ORI_SECTOR

Financial vehicle corporations originator sector

AN2

CL_FVC_ORI_SECTOR

Financial vehicle corporations originator sector code list

6

ICO_UNIT

Insurance corporations unit

AN1

CL_ICO_UNIT

Insurance corporations operations unit code list

10

7

9

10

7

9

10

11

10

10

11

10

CURRENCY_TRANS

Currency of transaction

AN..3

CL_CURRENCY

Currency code list

8

11

8

10

11

11

SERIES_DENOM

Denomination of the series or special calculation

AN1

CL_SERIES_DENOM

Denomination of the series or special calculation code list

11

7

CURRENCY_DENOM

Currency denominator

AN..15

CL_UNIT

Unit code list

11

12

12

BS_SUFFIX

Balance sheet suffix

AN..3

CL_BS_SUFFIX

Balance sheet suffix code list

9

SEC_SUFFIX

Series suffix in securities context

AN1

CL_SEC_SUFFIX

Securities suffix code list

10

11

IR_BUS_COV

Interest rates business coverage

AN1

CL_IR_BUS_COV

Interest rates business coverage code list

| (b) | the following changes are made to the list of terms following the table:






  (i) | the following term is inserted between the terms ‘Balance sheet reference sector breakdown’ and ‘Reference sector breakdown’:

  ‘
  Individual MFI list. This dimension refers to the reporting MFI (in the “ECB_IBSI1” and “ECB_IMIR1” DSDs).’; |
| --- | --- | --- |

(b)

the following changes are made to the list of terms following the table:

(i)

the following term is inserted between the terms ‘Balance sheet reference sector breakdown’ and ‘Reference sector breakdown’:

‘
  Individual MFI list. This dimension refers to the reporting MFI (in the “ECB_IBSI1” and “ECB_IMIR1” DSDs).’;

| (ii) | the term ‘Original maturity’ is replaced by the following:

  ‘
  Original maturity. For the “ECB_BSI1”, “ECB_FVC1”, “ECB_IVF1”, “ECB_CBD1”, “ECB_OFI1” and “ECB_IBSI1” DSDs, this dimension indicates the original maturity of the BSI.’; |
| --- | --- |

(ii)

the term ‘Original maturity’ is replaced by the following:

‘
  Original maturity. For the “ECB_BSI1”, “ECB_FVC1”, “ECB_IVF1”, “ECB_CBD1”, “ECB_OFI1” and “ECB_IBSI1” DSDs, this dimension indicates the original maturity of the BSI.’;

| (iii) | the following term is inserted between the terms ‘Original maturity’ and ‘Maturity’:

  ‘
  Original maturity/Period of notice/Initial rate fixation. This dimension identifies the breakdown by original maturity or period of notice for deposits for “ECB_MIR1” and “ECB_IMIR1” DSDs. For loans, this dimension refers to the original maturity of the loan and/or the initial period of interest rate fixation.’; |
| --- | --- |

(iii)

the following term is inserted between the terms ‘Original maturity’ and ‘Maturity’:

‘
  Original maturity/Period of notice/Initial rate fixation. This dimension identifies the breakdown by original maturity or period of notice for deposits for “ECB_MIR1” and “ECB_IMIR1” DSDs. For loans, this dimension refers to the original maturity of the loan and/or the initial period of interest rate fixation.’;

| (iv) | the terms ‘Data type’ and ‘MIR data type’ are replaced by the following: | ‘
  Data type. This dimension describes the types of data reported in the “ECB_BSI1”, “ECB_SSI1”, “ECB_OFI1”, “ECB_IVF1”, “ECB_FVC1”, “ECB_CBD1”, “ECB_ICPF1”, “ECB_ICO1” and “ECB_IBSI1” DSDs. |
| --- | --- | --- |

(iv)

the terms ‘Data type’ and ‘MIR data type’ are replaced by the following:

‘
  Data type. This dimension describes the types of data reported in the “ECB_BSI1”, “ECB_SSI1”, “ECB_OFI1”, “ECB_IVF1”, “ECB_FVC1”, “ECB_CBD1”, “ECB_ICPF1”, “ECB_ICO1” and “ECB_IBSI1” DSDs.

| | MIR data type. In the “ECB_MIR1” and “ECB_IMIR1” DSDs, this dimension distinguishes MFI interest rate statistics from those relating to volumes of new business or outstanding amounts.’; |
| --- | --- |

MIR data type. In the “ECB_MIR1” and “ECB_IMIR1” DSDs, this dimension distinguishes MFI interest rate statistics from those relating to volumes of new business or outstanding amounts.’;

| (v) | the term ‘Amount category’ is replaced by the following:

  ‘
  Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the “ECB_MIR1” and “ECB_IMIR1” DSDs.’; |
| --- | --- |

(v)

the term ‘Amount category’ is replaced by the following:

‘
  Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the “ECB_MIR1” and “ECB_IMIR1” DSDs.’;

| (vi) | the term ‘Currency of transaction’ is replaced by the following:

  ‘
  Currency of transaction. This dimension describes the currency in which the securities are issued (for the “ECB_SEC1” DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the “ECB_BSI1” and “ECB_IBSI1” DSDs); (b) the structural financial indicators (for the “ECB_SSI1” DSD); (c) the deposits and loans (for the “ECB_MIR1” and “ECB_IMIR1” DSDs); (d) the IF assets and liabilities (for the “ECB_IVF1” DSD); (e) the payment transactions (for the “ECB_PSS1” DSD); (f) the FVC assets and liabilities (for the “ECB_FVC1” DSD); (g) the OFI balance sheet items (for the “ECB_OFI1” DSD); (h) the CBD items (for the “ECB_CBD1” DSD); and (i) the transactions in IC and PF assets and liabilities (for the “ECB_ICPF1f” DSD).’; |
| --- | --- |

(vi)

the term ‘Currency of transaction’ is replaced by the following:

‘
  Currency of transaction. This dimension describes the currency in which the securities are issued (for the “ECB_SEC1” DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the “ECB_BSI1” and “ECB_IBSI1” DSDs); (b) the structural financial indicators (for the “ECB_SSI1” DSD); (c) the deposits and loans (for the “ECB_MIR1” and “ECB_IMIR1” DSDs); (d) the IF assets and liabilities (for the “ECB_IVF1” DSD); (e) the payment transactions (for the “ECB_PSS1” DSD); (f) the FVC assets and liabilities (for the “ECB_FVC1” DSD); (g) the OFI balance sheet items (for the “ECB_OFI1” DSD); (h) the CBD items (for the “ECB_CBD1” DSD); and (i) the transactions in IC and PF assets and liabilities (for the “ECB_ICPF1f” DSD).’;

| 5. | in Annex III, Part 4 is amended as follows:






  (a) | Section 1 is amended as follows:






  (i) | the heading is replaced by the following:


  ‘Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs’; |
| --- | --- | --- | --- |

5.

in Annex III, Part 4 is amended as follows:

(a)

Section 1 is amended as follows:

(i)

the heading is replaced by the following:

‘Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs’;

| (ii) | the table is replaced by the following: | ‘Statistical concept | Format
   (*4) | Code list |
| --- | --- | --- | --- | --- |
| BSI | SSI | MIR | OFI | SEC | PSS | IVF | FVC | CBD | ICPF | ICO | IBSI | IMIR | ATTRIBUTES AT SIBLING LEVEL | | (exchanged using the FNS group) |
| √ | √ | √ | √ | √ | | | √ | √ | √ | √ | √ | √ | TITLE | Title | AN..70 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | UNIT | Unit | AN..12 | CL_UNIT | Unit code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | UNIT_MULT | Unit multiplier | AN..2 | CL_UNIT_MULT | Unit multiplier code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | DECIMALS | Decimals | N1 | CL_DECIMALS | Decimals code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | TITLE_COMPL | Title complement | AN..1050 | uncoded | |
| √ | √ | √ | √ | √ | √ | | | √ | | | √ | √ | NAT_TITLE | National language title | AN..350 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | COMPILATION | Compilation | AN..1050 | uncoded | |
| | √ | √ | √ | √ | | | | √ | | | | √ | COVERAGE | Coverage | AN..350 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | SOURCE_AGENCY | Source agency | AN3 | CL_ORGANISATION | Organisation code list |
| | | | | | √ | | | | | | | | METHOD_REF | Methodology reference | AN..1050 | uncoded | |
| | | | | | | | | | | | | | ATTRIBUTES AT TIME SERIES LEVEL | (exchanged using the FNS group) |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | COLLECTION | Collection indicator | AN1 | CL_COLLECTION | Collection indicator code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | DOM_SER_IDS | Domestic series identifier | AN..70 | uncoded | |
| √ | √ | √ | √ | √ | √ | | | √ | | | √ | √ | BREAKS | Breaks | AN..350 | uncoded | |
| √ | | √ | | √ | | √ | √ | | √ | √ | √ | √ | UNIT_INDEX_BASE | Unit index base | AN..35 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | | | √ | √ | √ | √ | PUBL_PUBLIC | Source publication | AN..1050 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | √ | | √ | √ | √ | √ | PUBL_MU | Source publication (euro area only) | AN..1050 | uncoded | |
| √ | √ | √ | √ | √ | √ | | | | | | √ | √ | PUBL_ECB | Source publication (ECB only) | AN..1050 | uncoded | |
| | | | | | | | | | | | | | ATTRIBUTES AT OBSERVATION LEVEL | (exchanged together with the data in the main ARR segment except for OBS_COM which is exchanged within the FNS group) |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | OBS_STATUS | Observation status | AN1 | CL_OBS_STATUS | Observation status code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | OBS_CONF | Observation confidentiality | AN1 | CL_OBS_CONF | Observation confidentiality code list |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | OBS_PRE_BREAK | Pre-break observation value | AN..15 | uncoded | |
| √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | √ | OBS_COM | Observation comment | AN..1050 | uncoded | |

(ii)

the table is replaced by the following:

‘Statistical concept

Format
   (*4)

Code list

BSI

SSI

MIR

OFI

SEC

PSS

IVF

FVC

CBD

ICPF

ICO

IBSI

IMIR

ATTRIBUTES AT SIBLING LEVEL

(exchanged using the FNS group)

√

√

√

√

√

√

√

√

√

√

√

TITLE

Title

AN..70

uncoded

√

√

√

√

√

√

√

√

√

√

√

√

√

UNIT

Unit

AN..12

CL_UNIT

Unit code list

√

√

√

√

√

√

√

√

√

√

√

√

√

UNIT_MULT

Unit multiplier

AN..2

CL_UNIT_MULT

Unit multiplier code list

√

√

√

√

√

√

√

√

√

√

√

√

√

DECIMALS

Decimals

N1

CL_DECIMALS

Decimals code list

√

√

√

√

√

√

√

√

√

√

√

√

√

TITLE_COMPL

Title complement

AN..1050

uncoded

√

√

√

√

√

√

√

√

√

NAT_TITLE

National language title

AN..350

uncoded

√

√

√

√

√

√

√

√

√

√

√

√

√

COMPILATION

Compilation

AN..1050

uncoded

√

√

√

√

√

√

COVERAGE

Coverage

AN..350

uncoded

√

√

√

√

√

√

√

√

√

√

√

√

√

SOURCE_AGENCY

Source agency

AN3

CL_ORGANISATION

Organisation code list

√

METHOD_REF

Methodology reference

AN..1050

uncoded

ATTRIBUTES AT TIME SERIES LEVEL

(exchanged using the FNS group)

√

√

√

√

√

√

√

√

√

√

√

√

√

COLLECTION

Collection indicator

AN1

CL_COLLECTION

Collection indicator code list

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DOM_SER_IDS

Domestic series identifier

AN..70

uncoded

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BREAKS

Breaks

AN..350

uncoded

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UNIT_INDEX_BASE

Unit index base

AN..35

uncoded

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PUBL_PUBLIC

Source publication

AN..1050

uncoded

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PUBL_MU

Source publication (euro area only)

AN..1050

uncoded

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PUBL_ECB

Source publication (ECB only)

AN..1050

uncoded

ATTRIBUTES AT OBSERVATION LEVEL

(exchanged together with the data in the main ARR segment except for OBS_COM which is exchanged within the FNS group)

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OBS_STATUS

Observation status

AN1

CL_OBS_STATUS

Observation status code list

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OBS_CONF

Observation confidentiality

AN1

CL_OBS_CONF

Observation confidentiality code list

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OBS_PRE_BREAK

Pre-break observation value

AN..15

uncoded

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OBS_COM

Observation comment

AN..1050

uncoded

| (b) | in Section 2, the heading is replaced by the following:

  ‘
  Section 2: Common attributes properties for the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs: NCBs reporting to the ECB
   (*5)


  (*5)  All attributes specified in the table in Section 1, which are set by the ECB, are not covered in this table.’;" |
| --- | --- |

(b)

in Section 2, the heading is replaced by the following:

‘
  Section 2: Common attributes properties for the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs: NCBs reporting to the ECB
   (*5)

(*5)  All attributes specified in the table in Section 1, which are set by the ECB, are not covered in this table.’;"

| (c) | Section 3 is amended as follows:






  (i) | in the table entitled ‘UNIT (unit)’ the following two rows are inserted at the end of the table:






  ‘IBSI | EUR |
| --- | --- | --- | --- |
| IMIR | For business volumes: EUR
  For interest rates: PCPA’ |

(c)

Section 3 is amended as follows:

(i)

in the table entitled ‘UNIT (unit)’ the following two rows are inserted at the end of the table:

‘IBSI

EUR

IMIR

For business volumes: EUR

For interest rates: PCPA’

| (ii) | in the table entitled ‘UNIT_MULT (unit multiplier)’ the following two rows are inserted at the end of the table:






  ‘IBSI | 6 |
| --- | --- | --- |
| IMIR (*6) | For business volumes: 6
  For interest rates: 0 |

(ii)

in the table entitled ‘UNIT_MULT (unit multiplier)’ the following two rows are inserted at the end of the table:

‘IBSI

6

IMIR (*6)

For business volumes: 6

For interest rates: 0

| (iii) | in the table entitled ‘DECIMALS (decimals)’ the following two rows are inserted at the end of the table:






  ‘IBSI | 0 |
| --- | --- | --- |
| IMIR | For business volumes: 3 (if data are available; otherwise 0)
  For interest rates: 4’ |

(iii)

in the table entitled ‘DECIMALS (decimals)’ the following two rows are inserted at the end of the table:

‘IBSI

0

IMIR

For business volumes: 3 (if data are available; otherwise 0)

For interest rates: 4’

| (iv) | the first paragraph of the term ‘COMPILATION (compilation)’ is replaced by the following:

  ‘
  COMPILATION (compilation). For the BSI, IVF, FVC, ICPF, ICO, MIR, IBSI and IMIR datasets this attribute may be used for further textual explanation of the compilation methods, weighting schemes and statistical procedures used to compile the underlying series, particularly if they diverge from the ECB rules and standards. In general, the structure of the required national explanatory notes is the following:’; |
| --- | --- |

(iv)

the first paragraph of the term ‘COMPILATION (compilation)’ is replaced by the following:

‘
  COMPILATION (compilation). For the BSI, IVF, FVC, ICPF, ICO, MIR, IBSI and IMIR datasets this attribute may be used for further textual explanation of the compilation methods, weighting schemes and statistical procedures used to compile the underlying series, particularly if they diverge from the ECB rules and standards. In general, the structure of the required national explanatory notes is the following:’;

| (v) | in the table entitled ‘COVERAGE (coverage)’ the following row is inserted at the end of the table:







  ‘IMIR | — | stratification criteria, selection procedure (equal probability/probability proportional to size/selection of the biggest institutions) in the event of sampling’ |
| --- | --- | --- | --- |

(v)

in the table entitled ‘COVERAGE (coverage)’ the following row is inserted at the end of the table:

‘IMIR

—

stratification criteria, selection procedure (equal probability/probability proportional to size/selection of the biggest institutions) in the event of sampling’

| (d) | in Section 4, in the table entitled ‘COLLECTION (collection indicator)’ the following two rows are inserted at the end of the table:






  ‘IBSI | For outstanding amounts: end-of-period (E)
  For flows series: sum of observations throughout the period (S) |
| --- | --- | --- |
| IMIR | For interest rates on outstanding amounts: end-of-period (E)
  For interest rates on new business: average of observations through the period (A)
  For new business volumes: sum of observations through the period (S)’ |

(d)

in Section 4, in the table entitled ‘COLLECTION (collection indicator)’ the following two rows are inserted at the end of the table:

‘IBSI

For outstanding amounts: end-of-period (E)

For flows series: sum of observations throughout the period (S)

IMIR

For interest rates on outstanding amounts: end-of-period (E)

For interest rates on new business: average of observations through the period (A)

For new business volumes: sum of observations through the period (S)’

| (e) | in Section 5, the first sentence of the second paragraph relating to ‘OBS-PRE-BREAK (pre-break observation value)’ is replaced by the following:

  ‘For the purpose of the BSI, IVF, FVC, OFI, ICPF, ICO and IBSI datasets, this attribute is not requested since the relevant information is already available from the reclassification series or the series expressing financial transactions.’. |
| --- | --- |

(e)

in Section 5, the first sentence of the second paragraph relating to ‘OBS-PRE-BREAK (pre-break observation value)’ is replaced by the following:

‘For the purpose of the BSI, IVF, FVC, OFI, ICPF, ICO and IBSI datasets, this attribute is not requested since the relevant information is already available from the reclassification series or the series expressing financial transactions.’.

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(*5)  All attributes specified in the table in Section 1, which are set by the ECB, are not covered in this table.’;”

---

(1)  These series are required to supplement the transmission on individual MIR. In particular, the requirement on ‘overdrafts’ covers revolving loans and overdrafts, convenience and extended credit card credit.

| | | Monthly indicators on outstanding amounts. |
| --- | --- | --- |
| Q | | Quarterly indicators on outstanding amounts. |
| ߦ | | Ancillary series: all adjustments combined. |
| ߦߦ | | Ancillary series: all adjustments combined; NCBs may opt for reporting only effects relating to reclassifications, in case this reduces the reporting burden. |
| † | | Loan transfers (acquisitions minus disposals). |

Monthly indicators on outstanding amounts.

Q

Quarterly indicators on outstanding amounts.

ߦ

Ancillary series: all adjustments combined.

ߦߦ

Ancillary series: all adjustments combined; NCBs may opt for reporting only effects relating to reclassifications, in case this reduces the reporting burden.

†

Loan transfers (acquisitions minus disposals).

(2)  These series are required to supplement the transmission on individual MIR. In particular, the requirement on ‘overdrafts’ covers revolving loans and overdrafts, convenience and extended credit card credit.

| | | Monthly indicators on outstanding amounts. |
| --- | --- | --- |
| Q | | Quarterly indicators on outstanding amounts. |
| ߦ | | Ancillary series: all adjustments combined. |
| ߦߦ | | Ancillary series: all adjustments combined; NCBs may opt for reporting only effects relating to reclassifications, in case this reduces the reporting burden. |

Monthly indicators on outstanding amounts.

Q

Quarterly indicators on outstanding amounts.

ߦ

Ancillary series: all adjustments combined.

ߦߦ

Ancillary series: all adjustments combined; NCBs may opt for reporting only effects relating to reclassifications, in case this reduces the reporting burden.

(*1)  For these indicators the business volumes are included in the reporting scheme for individual BSI.’;

(*2)  This indicates the number of letters/digits allowed for each element of the code lists (e.g. AN..7 means an alphanumeric string up to 7 characters long. AN1 means one alphanumeric character).

(*3)  New SDMX DSD code list.’;

(*4)  This indicates the number of letters/digits allowed for the transmission of each attribute (e.g. AN..1050 means an alphanumeric string up to 1 050 characters long, AN1 means one alphanumeric character, N1 means 1 digit).’;

(*6)  Interest rate data are submitted as percentages.’;

---

ANNEX II

Part 9 of Annex II to Guideline ECB/2014/15 is replaced by the following:

‘PART 9

Table 1.A.

CBD Annual – Reporters

| 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 |
| Section LE. Reporting population | A. | Large |

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

Section LE. 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 *

Table 1.B.

CBD Annual — Profitability and efficiency

| 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 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)

(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*

Table 1.C.

CBD Annual — Profitability and efficiency

| 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 %

Table 1.D.

CBD Annual — Balance sheet

| 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

Table 1.E.

CBD Annual — Balance sheet

| 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

Table 1.F.

CBD Annual — Asset quality

| 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*

Table 1.G.

CBD Annual — Concentration

| 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

Table 1.H.

CBD Annual — Liquidity and funding

| 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

ASSETS WHICH MEET THE REQUIREMENTS OF ARTICLES 416 AND 417 OF CRR

Value according to Article 418 of CRR

Amount

Undrawn amount of line/Value according to Article 418 of CRR

Amount of exposure to central banks

Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by the central government of a Member State, on a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets

Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity

Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

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

Table 1.I.

CBD Annual — Own funds, risk weighted exposure amounts and solvency

| 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

Table 1.J.

CBD Annual — Own funds, risk weighted exposure amounts and solvency

| 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

Table 1.K.

CBD Annual — Own funds, risk weighted exposure amounts and solvency

| 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

Table 1.L.

CBD Annual — Own funds, risk weighted exposure amounts and solvency

| 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

Table 2.A.

CBD Quarterly — Reporters

| 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*

Table 2.B.

CBD Quarterly — Profitability and efficiency

| 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 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)

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*

Table 2.C.

CBD Quarterly — Balance sheet

| 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

Table 2.D.

CBD Quarterly — Balance sheet

| 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

Table 2.E.

CBD Quarterly — Asset quality

| 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*

Table 2.F.

CBD Quarterly — Concentration

| 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

Table 2.G.

CBD Quarterly — Liquidity and funding

| 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

ASSETS WHICH MEET THE REQUIREMENTS OF ARTICLES 416 AND 417 OF THE CRR

Value according to Article 418 of the Capital Requirements Regulation (CRR) — Regulation (EU) No 575/2013

Amount

Undrawn amount of line/Value according to Article 418 of the CRR

Amount of exposure to central banks

Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by: the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets

Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity

Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism

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

Table 2.H.

CBD Quarterly — Own funds, risk weighted exposure amounts and solvency

| 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

Table 2.I.

CBD Quarterly — Own funds, risk weighted exposure amounts and solvency

| 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)

Table 2.J.

CBD Quarterly — Own funds, risk weighted exposure amounts and solvency

| 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

Table 2.K.

CBD Quarterly — Number of institutions

| 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

’

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