ANNEX IV

AGGREGATE STATISTICAL DATA

List of templates

PART 1 Individual data per competent authority PART 2 Data on market risk PART 3 Data on supervisory measures and administrative penalties PART 4 Data on exemptions

General remarks on filling in templates in Annex IV

1) When publishing information on the general criteria and methodologies, competent authorities shall not disclose any supervisory measures directed at specific investment firms, whether taken with respect to a single investment firm or to a group of investment firms.

2) Numerical cells shall include only numbers. There shall be no references to national currencies. The currency used is the euro; and non-euro area Member States shall convert their national currencies into the euro using the ECB exchange rates (at the common reference date, i.e. the last day of the year under review), with one decimal place when disclosing amounts in millions.

3) Unit of disclosure shall be in millions of euro for the reported monetary amounts (hereafter – EUR million).

4) Percentages shall be disclosed with two decimals.

5) If data is not being disclosed, the reason for non-disclosure shall be provided using the EBA nomenclature, i.e. N/A (for not available) or C (for confidential).

6) The data shall be disclosed on an aggregated basis without identifying individual investment firms.

7) Data shall be compiled only for investment firms subject to Directive (EU) 2019/2034. Investment firms which are not subject to the Directive (EU) 2019/2034 regime are excluded from the data collection exercise.

PART 1

Individual data per Competent Authority (year 20XX)

Reference to reporting template Data Number and size of investment firms 010 Number of investment firms [Value] 020 Total assets of all investment firms in the Member state (in MEUR) (1) [Value] Number and size of third country investment firms (2) 030 From third countries Number of branches (3) [Value] 040 Number of subsidiaries (4) [Value] Own funds composition with respect to own funds requirements Data, in millions euro Data, as percentage of total own funds requirements (6)% 050 Total Common Equity Tier 1 (5) I 01.00 row 0030 [Value] [Value] 060 Total Additional Tier 1 (5) I 01.00 row 0300 [Value] [Value] 070 Total Tier 2 capital (5) I 01.00 row 0420 [Value] [Value] 080 Total own funds (6) I 01.00 row 0010 [Value] [Value] Total own funds requirement by type Data, in millions euro Data, as percentage of the total own funds requirements (6) % 090 Data on own funds requirements Fixed overheads requirement (7) I 02.00 row 0030 [Value] [Value] 100 Permanent minimum capital requirement (8) I 02.00 row 0020 [Value] [Value] 110 K-factor requirement (9) I 02.00 row 0040 [Value] [Value] 120 of which Risk-to-Client (RtC) (10) I 04.00 row 0020 [Value] [Value] 130 of which Risk-to-Market (RtM) (11) I 04.00 row 0090 [Value] [Value] 140 of which Risk-to-Firm (RtF) (12) I 04.00 row 0120 [Value] [Value]

PART 2

Data on market risk (13) (year 20XX)

Risk to market data Approach Reference to reporting template Data 010 Own funds requirements for risk to market 020 Breakdown by approach Number of investment firms using each approach with respect to the total number of investment firms (14) K-factor net position risk approach IF 04.00 row 0100 [Value] 030 of which standardised approach [Value] 040 of which the alternative standardised approach [Value] 050 of which the alternative internal model approach [Value] 060 of which each of K-factor net position risk approach (15) [Value] 070 K-factor Clearing Margin Given approach IF 04.00 row 0110 [Value] 080 Both K-factors Clearing margin given and net position risk [Value] 090 Data in millions euro Data as percentage of the total own funds requirements (16) % 100 Total own funds requirements under each approach (14) K-factor net position risk approach IF 04.00 row 0100 [Value] [Value] 110 of which standardised approach [Value] [Value] 120 of which the alternative standardised approach [Value] [Value] 130 of which the alternative internal model approach (15) [Value] [Value] 140 of which each of K-factor net position risk approach (15) [Value] [Value] 150 K-factor Clearing margin given approach IF 04.00 row 0110 [Value] [Value] 160 Both and K-factors Clearing margin given and net position risk [Value] [Value]

PART 3

Data on supervisory measures and administrative penalties (17) (year 20XX)

Supervisory measures Data 010 Supervisory measures taken in accordance with Article 38 (a) Total number of supervisory measures taken in accordance with Article 39(2) of Directive (EU) 2019/2034 [Value] 020 to hold own funds in excess of the minimum capital requirements [Article 39(2)(a)] [Value] 030 to reinforce governance arrangements and internal capital and liquid assets management [Article 39(2)(b)] [Value] 040 to present a plan to restore compliance with supervisory requirements [Article 39(2)(c)] [Value] 050 to apply a specific provisioning policy or treatment of assets [Article 39(2)(d)] [Value] 060 to restrict/limit business or activities [Article 39(2)(e)] [Value] 070 to reduce the risk inherent in the activities, products and systems, including outsourced activities [Article 39(2)(f)] [Value] 080 to limit variable remuneration [Article 39(2)(g)] [Value] 090 to strengthen own funds by using net profits [Article 39(2)(h)] [Value] 100 to restrict/prohibit distributions or interest payments [Article 39(2)(i)] [Value] 110 to impose additional or more frequent reporting requirements [Article 39(2)(j)] [Value] 120 to impose specific liquidity requirements [Article 39(2)(k)] [Value] 130 to impose additional disclosure requirements [Article 39(2)(l)] [Value] 140 to reduce risks posed to the security of investment firms’ network and information systems [Article 39(2)(m)] [Value] 150 Number and nature of other supervisory measures taken (not listed in Article 39(2) of Directive (EU) 2019/2034) [Value] 160 Supervisory measures taken in accordance with Article 38(b) and other provisions of Directive (EU) 2019/2034 or Regulation (EU) 2019/2033 Total number of supervisory measures taken in accordance with Article 39(2) of Directive (EU) 2019/2034 [Value] 170 to hold own funds in excess of the minimum capital requirements [Article 39(2)(a)] [Value] 180 to reinforce governance arrangements and internal capital and liquid assets management [Article 39(2)(b)] [Value] 190 to present a plan to restore compliance with supervisory requirements [Article 39(2)(c)] [Value] 200 to apply a specific provisioning policy or treatment of assets [Article 39(2)(d)] [Value] 210 to restrict/limit business or activities [Article 39(2)(e)] [Value] 220 to reduce the risk inherent in the activities, products and systems, including outsourced activities [Article 39(2)(f)] [Value] 230 to limit variable remuneration [Article 39(2)(g)] [Value] 240 to strengthen own funds by using net profits [Article 39(2)(h)] [Value] 250 to restrict/prohibit distributions or interest payments [Article 39(2)(i)] [Value] 260 to impose additional or more frequent reporting requirements [Article 39(2)(j)] [Value] 270 to impose specific liquidity requirements [Article 39(2)(k)] [Value] 280 to impose additional disclosure requirements [Article 39(2)(l)] [Value] 290 to reduce risks posed to the security of investment firms’ network and information systems [Article 39(2)(m)] [Value] 300 Number and nature of other supervisory measures taken (not listed in Article 39(2) of Directive (EU) 2019/2034) [Value]





Administrative penalties (18) Data 010 Administrative penalties (for other breaches of requirements imposed by Directive (EU) 2019/2034 or Regulation (EU) 2019/2033 Total number of administrative penalties from Article 18(2) of Directive (EU) 2019/2034 applied: [Value] 020 public statements identifying the natural/legal person responsible and the nature of the breach [Article 18(2)(a)] [Value] 030 orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 18(2)(b)] [Value] 040 temporary bans against natural person from exercising functions in investment firms [Article 18(2)(c)] [Value] 050 administrative pecuniary penalties imposed on legal/natural person [points (d) to (f) of Article 18(2)] [Value] 060 Number and nature of other administrative penalties applied (not specified in Article 18(2) of Directive (EU) 2019/2034) [free text]

Competent authorities shall not disclose supervisory actions or decisions directed at specific investment firms. When publishing information on the general criteria and methodologies, competent authorities shall not disclose any supervisory measures directed at specific investment firm whether taken with respect to a single investment firm or to a group of investment firms.

PART 4

Data on exemptions (19) (year 20XX)

Exemption granted to investment firms Total number of exemption granted Art. 9 010 Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of parts 2, 3, 4, 6 and 7 of Regulation (EU) 2019/2033 (Article 6(1) (waivers for subsidiaries) (20) [Value] 020 Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of part 6 of Regulation (EU) 2019/2033 (Article 6(2) (waivers for subsidiaries) (20) [Value] 030 Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of part 5 of Regulation (EU) 2019/2033 (Article 6(3) (liquidity waivers for subsidiaries)) [Value] 040 Exemption from the application on a consolidated basis of prudential requirements in respect of part 5 of Regulation (EU) 2019/2033 (Article 7(4) (prudential consolidation)) 050 Total number of permissions granted [Value] 060 Total amount of consolidated own funds held in the subsidiaries established in third countries (in EUR millions) [Value] 070 Percentage of the total consolidated own funds held in subsidiaries established in third countries (%) [Value] 080 Percentage of the consolidated own funds requirements allocated to subsidiaries established in third countries (%) [Value]

(1) The total assets figure shall be the sum of the asset values of all investment firms in a Member State, calculated based on applicable accounting standards, excluding any asset under management.

(2) EEA countries shall not be included.

(3) Number of branches as defined in point (3) of Article 3(1) of Directive (EU) 2019/2034. Any number of places of business set up in the same country by an investment firm with headquarters in a third country should be counted as a single branch.

(4) Number of subsidiaries as defined in point (29) of Article 3(1) of Directive (EU) 2019/2034. Any subsidiary of a subsidiary undertaking shall be regarded as a subsidiary of the parent undertaking, which is at the head of those undertakings.

(5) Capital as defined in Article 9 (1) of Regulation (EU) 2019/2033.

(6) Total own funds requirement as defined in Article 11 of the Regulation (EU) 2019/2033.

(7) Fixed overheads requirement as defined in point (a) of Article 11(1) of Regulation (EU) 2019/2033.

(8) Permanent minimum capital requirement as defined in point (b) of Article 11(1) of Regulation (EU) 2019/2033.

(9) K-factor requirement as defined in point (c) of Article 11(1) of Regulation (EU) 2019/2033.

(10) Own funds requirements associated with Risk to Client as defined in Article 15(1)(a) of Regulation (EU) 2019/2033. Indicate total capital ratio in column ‘Data, as percentage of the total own fund requirements %’.

(11) Own funds requirements associated with Risk to Market as defined in Article 15(1)(b) of Regulation (EU) 2019/2033.

(12) Own funds requirements associated with Risk to Firm as defined in Article 15(1)(c) of Regulation (EU) 2019/2033.

(13) The template shall include information on all investment firms and not only on those with positions related to K-

(14) Some investment firm can use more than one approach, therefore the sum of items 020 to 060 may be different from the total number of investment firms calculating the K-factor net position risk.

(15) When investment firms use more than one K-factor net position risk approach: standardised approach, the alternative standardised approach, the alternative internal model approach.

(16) Own funds requirements as referred to in Article 9 of Regulation (EU) 2019/2033.

(17) Information shall be reported based on the date of decision. Due to differences in national regulations as well as in supervisory practices and approaches across the competent authorities, the figures provided in this table might not allow for a meaningful comparison between jurisdictions. Any conclusions without carefully considering these differences can be misleading.

(18) The administrative penalties imposed by competent authorities. Competent authorities shall report all administrative penalties against which there is no appeal available in their jurisdiction by the reference date of the disclosure. Competent authorities of Member States where it is permitted to publish administrative penalties subject to an appeal, shall also report those administrative penalties unless the appeal annulling the administrative penalty is issued.

(19) Competent authorities shall report information on exemptions practices based on the total number of exemptions by the competent authority, which are still effective or in force. The information to be reported is limited to those entities granted an exemption. Where the information is not available, i.e. not part of the regular reporting, it shall be reported as ‘N/A’.

(20) The number of investment firms which have been granted the exemption shall be used as a basis for counting the exemptions.