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)
Date: 2016-12-16
Institutions: European Central Bank
Subjects: EU statistics, central bank, disclosure of information, euro area, financial control, financial statistics, money market




L_2017026EN.01000101.xml










31.1.2017   


EN


Official Journal of the European Union


L 26/1








            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.












(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.












(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,





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,










—


medium-sized 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 branches,










—


foreign (European Union) controlled subsidiaries,










—


foreign (European Union) controlled branches,










—


foreign (euro area) controlled subsidiaries,










—


foreign (euro area) controlled branches,










—


SSM 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;










(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)."
                        

(*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)."
                        

(*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).’;"
                        










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;










(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.




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;










(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;










(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.




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.






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.

(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).

(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).

(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).

(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).

(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).




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;










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;










—


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.














(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



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


 


 


 


 


 


 


 


 


 


 


 


 


 


 








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














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:’;














(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”,










—


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














(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.’;










(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.










 



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.’;










(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’;











(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


 


















(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’














(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’














(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’






 


















(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.’.










(*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).





(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.





(*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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





No. of stand alone credit institutions


 


 


 


 


 


 


 


 


 


 


 




No. of credit institutions consolidated in banking groups


 


 


 


 


 


 


 


 


 


 


 




No. of banking groups


 


 


 


 


 


 


 


 


 


 


 




Total number of credit institutions *


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Interest income







Financial assets held for trading*



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Interest income



 


 


 


 


 


 


 


 


 


 


 





(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses on 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Net interest income







Interest income



 


 


 


 


 


 


 


 


 


 


 





(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Net fee and commission income







Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Net interest income*



 


 


 


 


 


 


 


 


 


 


 





Dividend income*



 


 


 


 


 


 


 


 


 


 


 





Net fee and commission income*



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






No. of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 0-5 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 5-10 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 10-15 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 15-20 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE > 20 %



 


 


 


 


 


 


 


 


 


 


 





% of total banking assets of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Profitability and efficiency — GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






No. of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 0-5 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 5-10 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 10-15 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 15-20 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE > 20 %



 


 


 


 


 


 


 


 


 


 


 





% of total banking assets of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Profitability and efficiency — NON-FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






No. of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 0-5 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 5-10 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 10-15 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 15-20 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE > 20 %



 


 


 


 


 


 


 


 


 


 


 





% of total banking assets of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Profitability and efficiency — FULL SAMPLE





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






No. of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 0-5 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 5-10 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 10-15 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE 15-20 %



 


 


 


 


 


 


 


 


 


 


 





No. of institutions with RoE > 20 %



 


 


 


 


 


 


 


 


 


 


 





% of total banking assets of institutions with RoE < 0



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Cash, cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





Financial assets held for trading*







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Financial liabilities held for trading







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Short positions



 


 


 


 


 


 


 


 


 


 


 





Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities held for trading



 


 


 


 


 


 


 


 


 


 


 





Financial liabilities designated at fair value through profit or loss







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities designated at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Financial liabilities measured at amortised cost







Deposit



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities measured at amortised cost



 


 


 


 


 


 


 


 


 


 


 





Derivatives–Hedge accounting



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Tax liabilities







Current tax liabilities



 


 


 


 


 


 


 


 


 


 


 





Deferred tax liabilities



 


 


 


 


 


 


 


 


 


 


 





Other liabilities



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Liabilities included in disposal groups classified as held for sale



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Capital



 


 


 


 


 


 


 


 


 


 


 





Share premium



 


 


 


 


 


 


 


 


 


 


 





Equity instruments issued other than capital



 


 


 


 


 


 


 


 


 


 


 





Other Equity



 


 


 


 


 


 


 


 


 


 


 





Accumulated other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Retained earnings



 


 


 


 


 


 


 


 


 


 


 





Revaluation reserves



 


 


 


 


 


 


 


 


 


 


 





Other Reserves



 


 


 


 


 


 


 


 


 


 


 





(Treasury shares)



 


 


 


 


 


 


 


 


 


 


 





Profit or loss attributable to owners of the parent



 


 


 


 


 


 


 


 


 


 


 





(Interim dividends)



 


 


 


 


 


 


 


 


 


 


 





Minority interest



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Given







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Other commitments



 


 


 


 


 


 


 


 


 


 


 





Received







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Other commitments



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Cash, cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





Financial assets held for trading*







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





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







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loan and advances



 


 


 


 


 


 


 


 


 


 


 





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







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loan and advances



 


 


 


 


 


 


 


 


 


 


 





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







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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Financial liabilities held for trading







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Short positions



 


 


 


 


 


 


 


 


 


 


 





Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities held for trading



 


 


 


 


 


 


 


 


 


 


 





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







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities



 


 


 


 


 


 


 


 


 


 


 





Derivatives–Hedge accounting



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Tax liabilities







Current tax liabilities



 


 


 


 


 


 


 


 


 


 


 





Deferred tax liabilities



 


 


 


 


 


 


 


 


 


 


 





Other liabilities



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Liabilities included in disposal groups classified as held for sale



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Capital



 


 


 


 


 


 


 


 


 


 


 





Share premium



 


 


 


 


 


 


 


 


 


 


 





Equity instruments issued other than capital



 


 


 


 


 


 


 


 


 


 


 





Other Equity



 


 


 


 


 


 


 


 


 


 


 





Accumulated other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Retained earnings



 


 


 


 


 


 


 


 


 


 


 





Revaluation reserves



 


 


 


 


 


 


 


 


 


 


 





Fair value reserves



 


 


 


 


 


 


 


 


 


 


 





Other Reserves



 


 


 


 


 


 


 


 


 


 


 





First consolidation differences



 


 


 


 


 


 


 


 


 


 


 





(Treasury shares)



 


 


 


 


 


 


 


 


 


 


 





Profit or loss attributable to owners of the parent



 


 


 


 


 


 


 


 


 


 


 





(Interim dividends)



 


 


 


 


 


 


 


 


 


 


 





Minority interest



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Given







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Other commitments



 


 


 


 


 


 


 


 


 


 


 





Received







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Other commitments



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — NON-FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Cash, cash balances at central banks



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Residual assets



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS



 


 


 


 


 


 


 


 


 


 


 





Memorandum items







Financial assets held for trading



 


 


 


 


 


 


 


 


 


 


 





Investments in associates, subsidiaries and joint ventures



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Residual liabilities



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — FULL SAMPLE





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Cash, cash balances at central banks



 


 


 


 


 


 


 


 


 


 


 





Loans and advances*



 


 


 


 


 


 


 


 


 


 


 





Debt securities*



 


 


 


 


 


 


 


 


 


 


 





Equity instruments*



 


 


 


 


 


 


 


 


 


 


 





Residual assets



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS*



 


 


 


 


 


 


 


 


 


 


 





Memorandum items







Financial assets held for trading



 


 


 


 


 


 


 


 


 


 


 





Investments in associates, subsidiaries and joint ventures



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Residual liabilities



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY*



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Loans and advances







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Households



 


 


 


 


 


 


 


 


 


 


 





Debt securities







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Equity instruments







of which: credit institutions



 


 


 


 


 


 


 


 


 


 


 





of which: other financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: non-financial corporations



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Subordinated financial liabilities







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Loans and advances







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Households



 


 


 


 


 


 


 


 


 


 


 





Debt securities







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Equity instruments







of which: credit institutions



 


 


 


 


 


 


 


 


 


 


 





of which: other financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: non-financial corporations



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Subordinated financial liabilities







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — NON-FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Loans and advances







General governments



 


 


 


 


 


 


 


 


 


 


 





Central banks



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Balance sheet — FULL SAMPLE





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Loans and advances







General governments



 


 


 


 


 


 


 


 


 


 


 





Central banks



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant







Total gross carrying amount of impaired assets


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 






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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant







Gross carrying amount*


 


 


 


 


 


 


 


 


 


 


 





Performing exposures



 


 


 


 


 


 


 


 


 


 


 





Non-performing exposures*



 


 


 


 


 


 


 


 


 


 


 





Forborne exposures



 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 





Memorandum items



 


 


 


 


 


 


 


 


 


 


 





Non-domestic original exposure



 


 


 


 


 


 


 


 


 


 


 





Total original exposure



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




Non-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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




Non-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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Loans and advances


 


 


 


 


 


 


 


 


 


 


 




Debt securities


 


 


 


 


 


 


 


 


 


 


 




Total assets


 


 


 


 


 


 


 


 


 


 


 




Deposits


 


 


 


 


 


 


 


 


 


 


 




Debt securities issued


 


 


 


 


 


 


 


 


 


 


 




Total liabilities


 


 


 


 


 


 


 


 


 


 


 




Interest income


 


 


 


 


 


 


 


 


 


 


 




(Interest expense)


 


 


 


 


 


 


 


 


 


 


 




Total operating income, net


 


 


 


 


 


 


 


 


 


 


 




Profit or loss for the year


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Loans and advances


 


 


 


 


 


 


 


 


 


 


 




Debt securities


 


 


 


 


 


 


 


 


 


 


 




Total assets


 


 


 


 


 


 


 


 


 


 


 




Deposits


 


 


 


 


 


 


 


 


 


 


 




Debt securities issued


 


 


 


 


 


 


 


 


 


 


 




Total liabilities


 


 


 


 


 


 


 


 


 


 


 




Interest income


 


 


 


 


 


 


 


 


 


 


 




(Interest expense)


 


 


 


 


 


 


 


 


 


 


 




Total operating income, net


 


 


 


 


 


 


 


 


 


 


 




Profit or loss for the year


 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — COUNTERPARTY CONCENTRATION





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Large exposures (total)


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 




Large exposures — Institutions


 


 


 


 


 


 


 


 


 


 


 




Large exposures — Unregulated financial Entities


 


 


 


 


 


 


 


 


 


 


 
























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





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Trade receivables


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Trade receivables


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Trade receivables


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





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







Loans collateralized by immovable property



 


 


 


 


 


 


 


 


 


 


 





Other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees received



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Trade receivables


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





of which: project finance loans



 


 


 


 


 


 


 


 


 


 


 





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







Loans collateralized by immovable property



 


 


 


 


 


 


 


 


 


 


 





Other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees received



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





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


 


 


 


 


 


 


 


 


 


 


 




Credit card debt


 


 


 


 


 


 


 


 


 


 


 




Trade receivables


 


 


 


 


 


 


 


 


 


 


 




Finance leases


 


 


 


 


 


 


 


 


 


 


 




Reverse repurchase loans


 


 


 


 


 


 


 


 


 


 


 




Other term loans


 


 


 


 


 


 


 


 


 


 


 




Advances that are not loans


 


 


 


 


 


 


 


 


 


 


 





LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





of which: credit for consumption



 


 


 


 


 


 


 


 


 


 


 





of which: lending for house purchase



 


 


 


 


 


 


 


 


 


 


 





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







Loans collateralized by immovable property



 


 


 


 


 


 


 


 


 


 


 





Other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees received



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant











A


Agriculture, forestry and fishing






 


 


 


 


 


 


 


 


 


 


 










B


Mining and quarrying






 


 


 


 


 


 


 


 


 


 


 










C


Manufacturing






 


 


 


 


 


 


 


 


 


 


 










D


Electricity, gas, steam and air conditioning supply






 


 


 


 


 


 


 


 


 


 


 










E


Water supply






 


 


 


 


 


 


 


 


 


 


 










F


Construction






 


 


 


 


 


 


 


 


 


 


 










G


Wholesale and retail trade






 


 


 


 


 


 


 


 


 


 


 










H


Transport and storage






 


 


 


 


 


 


 


 


 


 


 










I


Accommodation and food service activities






 


 


 


 


 


 


 


 


 


 


 










J


Information and communication






 


 


 


 


 


 


 


 


 


 


 










L


Real estate activities






 


 


 


 


 


 


 


 


 


 


 










M


Professional, scientific and technical activities






 


 


 


 


 


 


 


 


 


 


 










N


Administrative and support service activities






 


 


 


 


 


 


 


 


 


 


 










O


Public administration and defence, compulsory social security






 


 


 


 


 


 


 


 


 


 


 










P


Education






 


 


 


 


 


 


 


 


 


 


 










Q


Human health services and social work activities






 


 


 


 


 


 


 


 


 


 


 










R


Arts, entertainment and recreation






 


 


 


 


 


 


 


 


 


 


 










S


Other services






 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant











A


Agriculture, forestry and fishing






 


 


 


 


 


 


 


 


 


 


 










B


Mining and quarrying






 


 


 


 


 


 


 


 


 


 


 










C


Manufacturing






 


 


 


 


 


 


 


 


 


 


 










D


Electricity, gas, steam and air conditioning supply






 


 


 


 


 


 


 


 


 


 


 










E


Water supply






 


 


 


 


 


 


 


 


 


 


 










F


Construction






 


 


 


 


 


 


 


 


 


 


 










G


Wholesale and retail trade






 


 


 


 


 


 


 


 


 


 


 










H


Transport and storage






 


 


 


 


 


 


 


 


 


 


 










I


Accommodation and food service activities






 


 


 


 


 


 


 


 


 


 


 










J


Information and communication






 


 


 


 


 


 


 


 


 


 


 










L


Real estate activities






 


 


 


 


 


 


 


 


 


 


 










M


Professional, scientific and technical activities






 


 


 


 


 


 


 


 


 


 


 










N


Administrative and support service activities






 


 


 


 


 


 


 


 


 


 


 










O


Public administration and defence, compulsory social security






 


 


 


 


 


 


 


 


 


 


 










P


Education






 


 


 


 


 


 


 


 


 


 


 










Q


Human health services and social work activities






 


 


 


 


 


 


 


 


 


 


 










R


Arts, entertainment and recreation






 


 


 


 


 


 


 


 


 


 


 










S


Other services






 


 


 


 


 


 


 


 


 


 


 
























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





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Derivatives



 


 


 


 


 


 


 


 


 


 


 





Short positions







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Deposits








Central banks


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






General governments


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Credit institutions*


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Other financial corporations*


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Non-financial corporations


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Households


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued*






Certificates of deposits


 


 


 


 


 


 


 


 


 


 


 




Asset-backed securities


 


 


 


 


 


 


 


 


 


 


 




Covered bonds


 


 


 


 


 


 


 


 


 


 


 




Hybrid contracts


 


 


 


 


 


 


 


 


 


 


 






Other debt securities issued


 


 


 


 


 


 


 


 


 


 


 





Convertible compound financial instruments



 


 


 


 


 


 


 


 


 


 


 





Non-convertible



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities



 


 


 


 


 


 


 


 


 


 


 





FINANCIAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Derivatives



 


 


 


 


 


 


 


 


 


 


 





Short positions







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Deposits








Central banks


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






General governments


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Credit institutions*


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Other financial corporations*


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Non-financial corporations


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 






Households


 


 


 


 


 


 


 


 


 


 


 





Current accounts / overnight deposits



 


 


 


 


 


 


 


 


 


 


 





Deposits with agreed maturity



 


 


 


 


 


 


 


 


 


 


 





Deposits redeemable at notice



 


 


 


 


 


 


 


 


 


 


 





Repurchase agreements



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued*






Certificates of deposits


 


 


 


 


 


 


 


 


 


 


 




Asset-backed securities


 


 


 


 


 


 


 


 


 


 


 




Covered bonds


 


 


 


 


 


 


 


 


 


 


 




Hybrid contracts


 


 


 


 


 


 


 


 


 


 


 






Other debt securities issued


 


 


 


 


 


 


 


 


 


 


 





Convertible compound financial instruments



 


 


 


 


 


 


 


 


 


 


 





Non-convertible



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities



 


 


 


 


 


 


 


 


 


 


 





FINANCIAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Retail funding







Sight deposits



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)



Significant


Less-Significant





Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Asset encumbrance





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by general governments



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by general governments



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by general governments



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 





of which: covered bonds



 


 


 


 


 


 


 


 


 


 


 





of which: asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





of which: issued by general governments



 


 


 


 


 


 


 


 


 


 


 





of which: issued by financial corporations



 


 


 


 


 


 


 


 


 


 


 





of which: issued by non-financial corporations



 


 


 


 


 


 


 


 


 


 


 







Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





of which: mortgage loans



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Fair value of encumbered collateral received or own debt securities issued


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






OWN FUNDS



 


 


 


 


 


 


 


 


 


 


 





TIER 1 CAPITAL*



 


 


 


 


 


 


 


 


 


 


 





COMMON EQUITY TIER 1 CAPITAL*



 


 


 


 


 


 


 


 


 


 


 





Capital instruments eligible as CET1 Capital



 


 


 


 


 


 


 


 


 


 


 





Paid up capital instruments



 


 


 


 


 


 


 


 


 


 


 





Memorandum item: Capital instruments not eligible



 


 


 


 


 


 


 


 


 


 


 





Share premium



 


 


 


 


 


 


 


 


 


 


 





(-) Own CET1 instruments



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Retained earnings



 


 


 


 


 


 


 


 


 


 


 





Previous years retained earnings



 


 


 


 


 


 


 


 


 


 


 





Profit or loss eligible



 


 


 


 


 


 


 


 


 


 


 





Adjustments to CET1



 


 


 


 


 


 


 


 


 


 


 





Accumulated other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Other reserves



 


 


 


 


 


 


 


 


 


 


 





Funds for general banking risk



 


 


 


 


 


 


 


 


 


 


 





Transitional adjustments due to grandfathered CET1 Capital instruments



 


 


 


 


 


 


 


 


 


 


 





Minority interest given recognition in CET1 capital



 


 


 


 


 


 


 


 


 


 


 





Transitional adjustments due to additional minority interests



 


 


 


 


 


 


 


 


 


 


 





Adjustments to CET1 due to prudential filters



 


 


 


 


 


 


 


 


 


 


 





Other transitional adjustments to CET1 Capital



 


 


 


 


 


 


 


 


 


 


 





CET1 capital elements or deductions — other



 


 


 


 


 


 


 


 


 


 


 





Deductions from CET1



 


 


 


 


 


 


 


 


 


 


 





(-) Goodwill



 


 


 


 


 


 


 


 


 


 


 





(-) Other intangible assets



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





(-)Defined benefit pension fund assets



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





ADDITIONAL TIER 1 CAPITAL



 


 


 


 


 


 


 


 


 


 


 





Capital instruments eligible as AT1 Capital



 


 


 


 


 


 


 


 


 


 


 





Paid up capital instruments



 


 


 


 


 


 


 


 


 


 


 





Memorandum item: Capital instruments not eligible



 


 


 


 


 


 


 


 


 


 


 





Share premium



 


 


 


 


 


 


 


 


 


 


 





(-) Own AT1 instruments



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Transitional adjustments due to grandfathered AT1 Capital instruments



 


 


 


 


 


 


 


 


 


 


 





Instruments issued by subsidiaries that are given recognition in AT1 Capital



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Other transitional adjustments to AT1 Capital



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





AT1 capital elements or deductions — other



 


 


 


 


 


 


 


 


 


 


 





TIER 2 CAPITAL



 


 


 


 


 


 


 


 


 


 


 





Capital instruments and subordinated loans eligible as T2 Capital



 


 


 


 


 


 


 


 


 


 


 





Paid up capital instruments and subordinated loans



 


 


 


 


 


 


 


 


 


 


 





Memorandum item: Capital instruments and subordinated loans not eligible



 


 


 


 


 


 


 


 


 


 


 





Share premium



 


 


 


 


 


 


 


 


 


 


 





(-) Own T2 instruments



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans



 


 


 


 


 


 


 


 


 


 


 





Instruments issued by subsidiaries that are given recognition in T2 Capital



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





IRB Excess of provisions over expected losses eligible



 


 


 


 


 


 


 


 


 


 


 





SA General credit risk adjustments



 


 


 


 


 


 


 


 


 


 


 





Other transitional adjustments to T2 Capital



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





T2 capital elements or deductions — other



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






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







Standardised approach (SA)









SA exposure classes excluding securitisation positions



 


 


 


 


 


 


 


 


 


 


 





Central governments or central banks



 


 


 


 


 


 


 


 


 


 


 





Regional governments or local authorities



 


 


 


 


 


 


 


 


 


 


 





Public sector entities



 


 


 


 


 


 


 


 


 


 


 





Multilateral Development Banks



 


 


 


 


 


 


 


 


 


 


 





International Organisations



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates



 


 


 


 


 


 


 


 


 


 


 





Retail



 


 


 


 


 


 


 


 


 


 


 





Secured by mortgages on immovable property



 


 


 


 


 


 


 


 


 


 


 





Exposures in default



 


 


 


 


 


 


 


 


 


 


 





Items associated with particular high risk



 


 


 


 


 


 


 


 


 


 


 





Covered bonds



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Collective investments undertakings (CIU)



 


 


 


 


 


 


 


 


 


 


 





Equity



 


 


 


 


 


 


 


 


 


 


 





Other items



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions SA



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)









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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate non-SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Qualifying revolving



 


 


 


 


 


 


 


 


 


 


 





Retail — Other SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Other non-SME



 


 


 


 


 


 


 


 


 


 


 





Equity IRB



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions IRB



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Standardised approach (SA)









SA exposure classes excluding securitisation positions



 


 


 


 


 


 


 


 


 


 


 





Central governments or central banks



 


 


 


 


 


 


 


 


 


 


 





Regional governments or local authorities



 


 


 


 


 


 


 


 


 


 


 





Public sector entities



 


 


 


 


 


 


 


 


 


 


 





Multilateral Development Banks



 


 


 


 


 


 


 


 


 


 


 





International Organisations



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates



 


 


 


 


 


 


 


 


 


 


 





Retail



 


 


 


 


 


 


 


 


 


 


 





Secured by mortgages on immovable property



 


 


 


 


 


 


 


 


 


 


 





Exposures in default



 


 


 


 


 


 


 


 


 


 


 





Items associated with particular high risk



 


 


 


 


 


 


 


 


 


 


 





Covered bonds



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Collective investments undertakings (CIU)



 


 


 


 


 


 


 


 


 


 


 





Equity



 


 


 


 


 


 


 


 


 


 


 





Other items



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions SA



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)









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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate non-SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Qualifying revolving



 


 


 


 


 


 


 


 


 


 


 





Retail — Other SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Other non-SME



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions IRB



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*



 


 


 


 


 


 


 


 


 


 


 





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







Standardised approach (SA)









SA exposure classes excluding securitisation positions



 


 


 


 


 


 


 


 


 


 


 





Central governments or central banks



 


 


 


 


 


 


 


 


 


 


 





Regional governments or local authorities



 


 


 


 


 


 


 


 


 


 


 





Public sector entities



 


 


 


 


 


 


 


 


 


 


 





Multilateral Development Banks



 


 


 


 


 


 


 


 


 


 


 





International Organisations



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates



 


 


 


 


 


 


 


 


 


 


 





Retail



 


 


 


 


 


 


 


 


 


 


 





Secured by mortgages on immovable property



 


 


 


 


 


 


 


 


 


 


 





Exposures in default



 


 


 


 


 


 


 


 


 


 


 





Items associated with particular high risk



 


 


 


 


 


 


 


 


 


 


 





Covered bonds



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Collective investments undertakings (CIU)



 


 


 


 


 


 


 


 


 


 


 





Equity



 


 


 


 


 


 


 


 


 


 


 





Other items



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions SA



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)









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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate non-SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Qualifying revolving



 


 


 


 


 


 


 


 


 


 


 





Retail — Other SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Other non-SME



 


 


 


 


 


 


 


 


 


 


 





Equity IRB



 


 


 


 


 


 


 


 


 


 


 





Securitisation positions IRB



 


 


 


 


 


 


 


 


 


 


 





Other non credit-obligation assets



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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







Traded debt instruments



 


 


 


 


 


 


 


 


 


 


 





Equity



 


 


 


 


 


 


 


 


 


 


 





Foreign Exchange



 


 


 


 


 


 


 


 


 


 


 





Commodities



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 







TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )



 


 


 


 


 


 


 


 


 


 


 





OpR Basic indicator approach (BIA)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





OpR Advanced measurement approaches (AMA)



 


 


 


 


 


 


 


 


 


 


 







TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT



 


 


 


 


 


 


 


 


 


 


 





Advanced method



 


 


 


 


 


 


 


 


 


 


 





Standardised method



 


 


 


 


 


 


 


 


 


 


 





Based on OEM



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





OTHER RISK EXPOSURE AMOUNTS







Of which: Additional stricter prudential requirements based on Art 458







Of which: requirements for large exposures



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Of which: due to intra financial sector exposures



 


 


 


 


 


 


 


 


 


 


 





Of which: Additional stricter prudential requirements based on Art 459



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






Internal ratings based Approach (IRB)









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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





Central governments and central banks



 


 


 


 


 


 


 


 


 


 


 





Institutions



 


 


 


 


 


 


 


 


 


 


 





Corporates — SME



 


 


 


 


 


 


 


 


 


 


 





Corporates — Specialised Lending



 


 


 


 


 


 


 


 


 


 


 





Corporates — Other



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Secured by real estate non-SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Qualifying revolving



 


 


 


 


 


 


 


 


 


 


 





Retail — Other SME



 


 


 


 


 


 


 


 


 


 


 





Retail — Other non-SME



 


 


 


 


 


 


 


 


 


 


 





Equity IRB



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Combined buffer requirement


 


 


 


 


 


 


 


 


 


 


 




Capital conservation buffer


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 




Institution specific countercyclical capital buffer


 


 


 


 


 


 


 


 


 


 


 




Systemic risk buffer


 


 


 


 


 


 


 


 


 


 


 




Systemical important institution buffer


 


 


 


 


 


 


 


 


 


 


 




Global Systemically Important Institution buffer


 


 


 


 


 


 


 


 


 


 


 




Other Systemically Important Institution buffer


 


 


 


 


 


 


 


 


 


 


 




Own funds requirements related to Pillar II adjustments


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Standardised Approach


 


 


 


 


 


 


 


 


 


 


 




Foundation IRB


 


 


 


 


 


 


 


 


 


 


 




Advanced IRB


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Standardised Approach


 


 


 


 


 


 


 


 


 


 


 




Internal Models


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Basic Indicator Approach


 


 


 


 


 


 


 


 


 


 


 




Standardised Approach / Alternative Standardised


 


 


 


 


 


 


 


 


 


 


 




Advanced Measurement Approach


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 
























CBD Annual -Number of institutions





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





>16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual — Assets





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand-alone)




Significant




Less significant





No. of stand-alone credit institutions


 


 


 


 


 


 


 


 


 


 


 




No. of credit institutions consolidated in banking groups


 


 


 


 


 


 


 


 


 


 


 




No. of banking groups


 


 


 


 


 


 


 


 


 


 


 




Total number of credit institutions*


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Interest income



 


 


 


 


 


 


 


 


 


 


 





Financial assets held for trading*



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Interest income



 


 


 


 


 


 


 


 


 


 


 





(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses from hedge accounting, net



 


 


 


 


 


 


 


 


 


 


 





Exchange differences, net



 


 


 


 


 


 


 


 


 


 


 





Other operating income



 


 


 


 


 


 


 


 


 


 


 





(Other operating expenses)



 


 


 


 


 


 


 


 


 


 


 





Total operating income, net



 


 


 


 


 


 


 


 


 


 


 





(Administration costs)



 


 


 


 


 


 


 


 


 


 


 





(Staff expenses)



 


 


 


 


 


 


 


 


 


 


 





(Other administrative expenses)



 


 


 


 


 


 


 


 


 


 


 





(Depreciation)



 


 


 


 


 


 


 


 


 


 


 





(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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Net interest income



 


 


 


 


 


 


 


 


 


 


 





Interest income



 


 


 


 


 


 


 


 


 


 


 





(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Net fee and commission income



 


 


 


 


 


 


 


 


 


 


 





Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Net interest income*



 


 


 


 


 


 


 


 


 


 


 





Dividend income*



 


 


 


 


 


 


 


 


 


 


 





Net fee and commission income*



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Cash, cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





Financial assets held for trading*







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Financial liabilities held for trading







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Financial liabilities designated at fair value through profit or loss







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Financial liabilities measured at amortised cost







Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Given







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Received







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Cash, cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





Financial assets held for trading*







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





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







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loan and advances



 


 


 


 


 


 


 


 


 


 


 





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







Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loan and advances



 


 


 


 


 


 


 


 


 


 


 





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







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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Financial liabilities held for trading







Derivatives held for trading



 


 


 


 


 


 


 


 


 


 


 





Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Given







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 





Received







Loan commitments



 


 


 


 


 


 


 


 


 


 


 





Financial guarantees



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — NON-FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Cash, cash balances at central banks



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Residual assets



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS



 


 


 


 


 


 


 


 


 


 


 





Memorandum items







Financial assets held for trading



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Residual liabilities



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — FULL SAMPLE





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Cash, cash balances at central banks



 


 


 


 


 


 


 


 


 


 


 





Loans and advances*



 


 


 


 


 


 


 


 


 


 


 





Debt securities*



 


 


 


 


 


 


 


 


 


 


 





Equity instruments*



 


 


 


 


 


 


 


 


 


 


 





Residual assets



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS*



 


 


 


 


 


 


 


 


 


 


 





Memorandum items







Financial assets held for trading



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Deposits



 


 


 


 


 


 


 


 


 


 


 





Debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Provisions



 


 


 


 


 


 


 


 


 


 


 





Residual liabilities



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Capital



 


 


 


 


 


 


 


 


 


 


 





TOTAL EQUITY*



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES AND EQUITY



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Loans and advances







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Households



 


 


 


 


 


 


 


 


 


 


 





Debt securities







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Loans and advances







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Households



 


 


 


 


 


 


 


 


 


 


 





Debt securities







Central banks



 


 


 


 


 


 


 


 


 


 


 





General governments



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other financial corporations



 


 


 


 


 


 


 


 


 


 


 





Non-financial corporations



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — NON-FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Loans and advances







General governments



 


 


 


 


 


 


 


 


 


 


 





Central banks



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — BALANCE SHEET — FULL SAMPLE





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Loans and advances







General governments



 


 


 


 


 


 


 


 


 


 


 





Central banks



 


 


 


 


 


 


 


 


 


 


 





Credit institutions



 


 


 


 


 


 


 


 


 


 


 





Other



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant








Total gross carrying amount of impaired assets



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 






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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant







Gross carrying amount*


 


 


 


 


 


 


 


 


 


 


 





Performing exposures



 


 


 


 


 


 


 


 


 


 


 





Non-performing exposures*



 


 


 


 


 


 


 


 


 


 


 





Forborne exposures



 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian Federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 





Memorandum items



 


 


 


 


 


 


 


 


 


 


 





Non-domestic original exposure



 


 


 


 


 


 


 


 


 


 


 





Total original exposure



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian Federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





AT


 


 


 


 


 


 


 


 


 


 


 




BE


 


 


 


 


 


 


 


 


 


 


 




BG


 


 


 


 


 


 


 


 


 


 


 




HR


 


 


 


 


 


 


 


 


 


 


 




CY


 


 


 


 


 


 


 


 


 


 


 




CZ


 


 


 


 


 


 


 


 


 


 


 




DK


 


 


 


 


 


 


 


 


 


 


 




EE


 


 


 


 


 


 


 


 


 


 


 




FI


 


 


 


 


 


 


 


 


 


 


 




FR


 


 


 


 


 


 


 


 


 


 


 




DE


 


 


 


 


 


 


 


 


 


 


 




EL


 


 


 


 


 


 


 


 


 


 


 




HU


 


 


 


 


 


 


 


 


 


 


 




IE


 


 


 


 


 


 


 


 


 


 


 




IT


 


 


 


 


 


 


 


 


 


 


 




LV


 


 


 


 


 


 


 


 


 


 


 




LT


 


 


 


 


 


 


 


 


 


 


 




LU


 


 


 


 


 


 


 


 


 


 


 




MT


 


 


 


 


 


 


 


 


 


 


 




NL


 


 


 


 


 


 


 


 


 


 


 




PL


 


 


 


 


 


 


 


 


 


 


 




PT


 


 


 


 


 


 


 


 


 


 


 




RO


 


 


 


 


 


 


 


 


 


 


 




SK


 


 


 


 


 


 


 


 


 


 


 




SI


 


 


 


 


 


 


 


 


 


 


 




ES


 


 


 


 


 


 


 


 


 


 


 




SE


 


 


 


 


 


 


 


 


 


 


 




UK


 


 


 


 


 


 


 


 


 


 


 




NO


 


 


 


 


 


 


 


 


 


 


 




US (United States)


 


 


 


 


 


 


 


 


 


 


 




HK (Hong Kong)


 


 


 


 


 


 


 


 


 


 


 




BR (Brazil)


 


 


 


 


 


 


 


 


 


 


 




CN (China)


 


 


 


 


 


 


 


 


 


 


 




JP (Japan)


 


 


 


 


 


 


 


 


 


 


 




CH (Switzerland)


 


 


 


 


 


 


 


 


 


 


 




MX (Mexico)


 


 


 


 


 


 


 


 


 


 


 




AU (Australia)


 


 


 


 


 


 


 


 


 


 


 




SG (Singapore)


 


 


 


 


 


 


 


 


 


 


 




TR (Turkey)


 


 


 


 


 


 


 


 


 


 


 




RU (Russian Federation)


 


 


 


 


 


 


 


 


 


 


 




KY (Cayman Islands)


 


 


 


 


 


 


 


 


 


 


 




IN (India)


 


 


 


 


 


 


 


 


 


 


 




KR (South Korea)


 


 


 


 


 


 


 


 


 


 


 




ZA (South Africa)


 


 


 


 


 


 


 


 


 


 


 




CA (Canada)


 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — GEOGRAPHICAL CONCENTRATION — FINREP reporters (IFRS and GAAP)





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Total assets


 


 


 


 


 


 


 


 


 


 


 




Total liabilities


 


 


 


 


 


 


 


 


 


 


 




Total operating income, net


 


 


 


 


 


 


 


 


 


 


 




Profit or loss for the year


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Total assets


 


 


 


 


 


 


 


 


 


 


 




Total liabilities


 


 


 


 


 


 


 


 


 


 


 




Total operating income, net


 


 


 


 


 


 


 


 


 


 


 




Profit or loss for the year


 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — COUNTERPARTY CONCENTRATION — FINREP reporters (IFRS and GAAP)





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





of which: project finance loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






LOANS AND ADVANCES







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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 





of which: credit for consumption



 


 


 


 


 


 


 


 


 


 


 





of which: lending for house purchase



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — FUNDING CONCENTRATION — FINREP reporters (IFRS and GAAP)





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Debt securities issued*







Certificates of deposits



 


 


 


 


 


 


 


 


 


 


 





Asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





Covered bonds



 


 


 


 


 


 


 


 


 


 


 





Hybrid contracts



 


 


 


 


 


 


 


 


 


 


 







Other debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Convertible compound financial instruments



 


 


 


 


 


 


 


 


 


 


 





Non-convertible



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities



 


 


 


 


 


 


 


 


 


 


 





FINANCIAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Debt securities issued*







Certificates of deposits



 


 


 


 


 


 


 


 


 


 


 





Asset-backed securities



 


 


 


 


 


 


 


 


 


 


 





Covered bonds



 


 


 


 


 


 


 


 


 


 


 





Hybrid contracts



 


 


 


 


 


 


 


 


 


 


 







Other debt securities issued



 


 


 


 


 


 


 


 


 


 


 





Convertible compound financial instruments



 


 


 


 


 


 


 


 


 


 


 





Non-convertible



 


 


 


 


 


 


 


 


 


 


 





Other financial liabilities



 


 


 


 


 


 


 


 


 


 


 





FINANCIAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Retail funding







Sight deposits



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Amount extremely high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount high liquidity and credit quality







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 





Amount other assets







within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






within three months



 


 


 


 


 


 


 


 


 


 


 





between three and 6 months



 


 


 


 


 


 


 


 


 


 


 





between 6 and 9 months



 


 


 


 


 


 


 


 


 


 


 





between 9 and 12 months



 


 


 


 


 


 


 


 


 


 


 





after 12 months



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — Asset encumbrance





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Assets of the reporting institution







Loans on demand



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances other than loans on demand



 


 


 


 


 


 


 


 


 


 


 





Other assets



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Fair value of encumbered collateral received or own debt securities issued



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






OWN FUNDS



 


 


 


 


 


 


 


 


 


 


 





TIER 1 CAPITAL*



 


 


 


 


 


 


 


 


 


 


 





COMMON EQUITY TIER 1 CAPITAL*



 


 


 


 


 


 


 


 


 


 


 





Capital instruments eligible as 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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






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







Standardised approach (SA)



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Standardised approach (SA)



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*



 


 


 


 


 


 


 


 


 


 


 





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







Standardised approach (SA)



 


 


 


 


 


 


 


 


 


 


 





Internal ratings based Approach (IRB)



 


 


 


 


 


 


 


 


 


 


 





TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )



 


 


 


 


 


 


 


 


 


 


 





TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





OTHER RISK EXPOSURE AMOUNTS



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






Internal ratings based Approach (IRB)



 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Combined buffer requirement


 


 


 


 


 


 


 


 


 


 


 




Capital conservation buffer


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 




Institution specific countercyclical capital buffer


 


 


 


 


 


 


 


 


 


 


 




Systemic risk buffer


 


 


 


 


 


 


 


 


 


 


 




Systemical important institution buffer


 


 


 


 


 


 


 


 


 


 


 




Global Systemically Important Institution buffer


 


 


 


 


 


 


 


 


 


 


 




Other Systemically Important Institution buffer


 


 


 


 


 


 


 


 


 


 


 




Own funds requirements related to Pillar II adjustments


 


 


 


 


 


 


 


 


 


 


 





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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





>16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly — Assets





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





16 - 20



 


 


 


 


 


 


 


 


 


 


 





> 20



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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












B.


Medium












C.


Small







Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant






< 4



 


 


 


 


 


 


 


 


 


 


 





4 - 6



 


 


 


 


 


 


 


 


 


 


 





6 - 8



 


 


 


 


 


 


 


 


 


 


 





8 - 12



 


 


 


 


 


 


 


 


 


 


 





12 - 16



 


 


 


 


 


 


 


 


 


 


 





> 16



 


 


 


 


 


 


 


 


 


 


’