Guideline (EU) 2019/1386 of the European Central Bank of 7 June 2019 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)
Date: 2019-06-07
Institutions: European Central Bank
Subjects: EU statistics, central bank, data collection, financial analysis, financial stability, financial statistics, participating country (euro area), pension fund, pension scheme, report




L_2019232EN.01000101.xml










6.9.2019   


EN


Official Journal of the European Union


L 232/1








            GUIDELINE (EU) 2019/1386 OF THE EUROPEAN CENTRAL BANK
         
of 7 June 2019
         
amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)


THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

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


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


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

Whereas:







(1)


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












(2)


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












(3)


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












(4)


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





HAS ADOPTED THIS GUIDELINE:



Article 1

Amendments

Guideline ECB/2014/15 is amended as follows:






1.


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






‘(5)


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





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










2.


Article 26 is amended as follows:






(a)


the title is replaced by the following:
‘Article 26
Statistics on PFs’;










(b)


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


(a)   General

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

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










(c)


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


(a)   General

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

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


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


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






(a)


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










(b)


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










(c)


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




9.   
Derogations and grossing-up


To ensure the quality of the statistics on PFs, where NCBs grant derogations to small PFs in accordance with Article 7(1) of Regulation (EU) 2018/231 (ECB/2018/2), they shall gross up the quarterly PF data reported to the ECB to 100 % coverage.
NCBs may choose the procedure for grossing up to 100 % coverage based on the data collected in accordance with Article 7(1)(a) to (d) of Regulation (EU) 2018/231 (ECB/2018/2).
10.   
Derivation of aggregated data for securities


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






(a)


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










(b)


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




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


NCBs shall transmit to the ECB best estimates on the PF holdings of IF shares/units broken down by main investment objective (i.e. bond funds, equity funds, mixed funds, real estate funds, hedge funds and other funds). These data may be derived by mapping the information provided on an s-b-s basis in accordance with Regulation (EU) 2018/231 (ECB/2018/2) to the information derived from the CSDB as the reference database.
If the IF shares/units held are not found in the CSDB, the NCBs shall estimate the missing data or use alternative sources to derive the data.
12.   
Reporting of quarterly estimates for liabilities


NCBs shall transmit to the ECB quarterly estimates for liabilities of PFs derived in accordance with Article 4(2) of Regulation (EU) 2018/231 (ECB/2018/2).
13.   
Valuation methods and/or accounting rules


The valuation methods according to the ESA 2010 and/or accounting rules in Article 6 of Regulation (EU) 2018/231 (ECB/2018/2) shall also apply when the NCBs report PF data to the ECB.
14.   
Explanatory notes


NCBs shall submit explanatory notes setting out the reasons for significant revisions as well as for any revisions provided outside the regular production periods mentioned in paragraph 8(c) of this Article. In addition, the NCBs shall provide the ECB with explanatory notes concerning reclassification adjustments.
15.   
Compilation approach


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














3.


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






Article 2

Taking effect and implementation


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


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



Article 3

Addressees

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




Done at Frankfurt am Main, 7 June 2019.


For the Governing Council of the ECB


The President of the ECB

Mario DRAGHI
            





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

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

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

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




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






1.


Annex II is amended as follows:






(a)


Part 9 is replaced by the following:

                                             ‘PART 9

















CBD Annual - Reporters





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-EU controlled branches (stand alone)




Foreign EU controlled subsidiaries (subconsolidated or stand alone)




Foreign EU controlled branches (stand alone)




SSM Categories






Reporting population









A.


Large












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





No. of stand alone credit institutions


 


 


 


 


 


 


 


 


 


 


 




No. of credit institutions consolidated in banking groups


 


 


 


 


 


 


 


 


 


 


 




No. of banking groups


 


 


 


 


 


 


 


 


 


 


 




Total number of credit institutions *


 


 


 


 


 


 


 


 


 


 


 
























CBD Annual - Profitability and efficiency - IFRS FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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 income on liabilities



 


 


 


 


 


 


 


 


 


 


 







(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





(Financial liabilities held for trading )



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





(Financial liabilities measured at amortised cost)



 


 


 


 


 


 


 


 


 


 


 





(Derivatives - Hedge accounting, interest rate risk)



 


 


 


 


 


 


 


 


 


 


 





(Other liabilities)



 


 


 


 


 


 


 


 


 


 


 





(Interest expense on assets)



 


 


 


 


 


 


 


 


 


 


 





(Expenses on share capital repayable on demand)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses from hedge accounting, net



 


 


 


 


 


 


 


 


 


 


 





Exchange differences, net



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Other operating income



 


 


 


 


 


 


 


 


 


 


 





(Other operating expenses)



 


 


 


 


 


 


 


 


 


 


 





Total operating income, net



 


 


 


 


 


 


 


 


 


 


 







(Administration costs)



 


 


 


 


 


 


 


 


 


 


 





(Staff expenses)



 


 


 


 


 


 


 


 


 


 


 





(Other administrative expenses)



 


 


 


 


 


 


 


 


 


 


 





(Depreciation)



 


 


 


 


 


 


 


 


 


 


 







(Provisions or (-) reversal of provisions)



 


 


 


 


 


 


 


 


 


 


 





(Commitments and guarantees given)



 


 


 


 


 


 


 


 


 


 


 





(Other provisions)



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





(Financial assets measured at cost [unquoted equity])



 


 


 


 


 


 


 


 


 


 


 





(Available-for-sale financial assets)



 


 


 


 


 


 


 


 


 


 


 





(Loans and receivables [including finance leases])



 


 


 


 


 


 


 


 


 


 


 





(Held to maturity investments)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 







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



 


 


 


 


 


 


 


 


 


 


 





(Property, plant and equipment)



 


 


 


 


 


 


 


 


 


 


 





(Investment properties)



 


 


 


 


 


 


 


 


 


 


 





(Goodwill)



 


 


 


 


 


 


 


 


 


 


 





(Intangible assets [other than goodwill])



 


 


 


 


 


 


 


 


 


 


 





(Other)



 


 


 


 


 


 


 


 


 


 


 





Negative goodwill recognised in profit or loss



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS



 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 





PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS



 


 


 


 


 


 


 


 


 


 


 







Profit or (-) loss after tax from discontinued operations



 


 


 


 


 


 


 


 


 


 


 





Profit or (-) loss before tax from discontinued operations



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 







PROFIT OR (-) LOSS FOR THE YEAR



 


 


 


 


 


 


 


 


 


 


 





Attributable to minority interest



 


 


 


 


 


 


 


 


 


 


 





Attributable to owners of the parent



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual - Profitability and efficiency - GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-EU controlled branches (stand alone)




Foreign EU controlled subsidiaries (subconsolidated or stand alone)




Foreign EU controlled branches (stand alone)




SSM Categories






Consolidated Income Statement









A.


Large












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*



 


 


 


 


 


 


 


 


 


 


 
























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 %



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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*


 


 


 


 


 


 


 


 


 


 


 
























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*



 


 


 


 


 


 


 


 


 


 


 
























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








TOTAL UNADJUSTED LIQUID ASSETS*



 


 


 


 


 


 


 


 


 


 


 






Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds


 


 


 


 


 


 


 


 


 


 


 




Withdrawable central bank reserves


 


 


 


 


 


 


 


 


 


 


 




Central bank assets


 


 


 


 


 


 


 


 


 


 


 




Central government assets


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 1 extremely high quality covered bonds


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 2A assets


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 2B assets


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-EU controlled branches (stand alone)




Foreign EU controlled subsidiaries (subconsolidated or stand alone)




Foreign EU controlled branches (stand alone)




SSM Categories






LIQUIDITY COVERAGE









A.


Large












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Liquidity buffer*


 


 


 


 


 


 


 


 


 


 


 




Net liquidity outflow*


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand 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*


 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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


 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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*


 


 


 


 


 


 


 


 


 


 


 
























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 income on liabilities



 


 


 


 


 


 


 


 


 


 


 





(Interest expenses)



 


 


 


 


 


 


 


 


 


 


 





(Financial liabilities held for trading )



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





(Financial liabilities measured at amortised cost)



 


 


 


 


 


 


 


 


 


 


 





(Derivatives - Hedge accounting, interest rate risk)



 


 


 


 


 


 


 


 


 


 


 





(Other liabilities)



 


 


 


 


 


 


 


 


 


 


 





(Interest expense on assets)



 


 


 


 


 


 


 


 


 


 


 





Dividend income



 


 


 


 


 


 


 


 


 


 


 





Fee and commission income



 


 


 


 


 


 


 


 


 


 


 





(Fee and commission expenses)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses from hedge accounting, net



 


 


 


 


 


 


 


 


 


 


 





Exchange differences, net



 


 


 


 


 


 


 


 


 


 


 





Other operating income



 


 


 


 


 


 


 


 


 


 


 





(Other operating expenses)



 


 


 


 


 


 


 


 


 


 


 





Total operating income, net



 


 


 


 


 


 


 


 


 


 


 





(Administration costs)



 


 


 


 


 


 


 


 


 


 


 





(Staff expenses)



 


 


 


 


 


 


 


 


 


 


 





(Other administrative expenses)



 


 


 


 


 


 


 


 


 


 


 





(Depreciation)



 


 


 


 


 


 


 


 


 


 


 





(Provisions or (-) reversal of provisions)



 


 


 


 


 


 


 


 


 


 


 





(Commitments and guarantees given)



 


 


 


 


 


 


 


 


 


 


 





(Other provisions)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





(Financial assets measured at cost [unquoted equity])



 


 


 


 


 


 


 


 


 


 


 





(Available-for-sale financial assets)



 


 


 


 


 


 


 


 


 


 


 





(Loans and receivables [including finance leases])



 


 


 


 


 


 


 


 


 


 


 





(Held to maturity investments)



 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS



 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 





PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS



 


 


 


 


 


 


 


 


 


 


 





PROFIT OR (-) LOSS FOR THE YEAR



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly- Profitability and efficiency - GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-EU controlled branches (stand-alone)




Foreign EU controlled subsidiaries (subconsolidated or stand-alone)




Foreign EU controlled branches (stand-alone)




SSM Categories






Consolidated Income Statement









A.


Large












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*



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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*


 


 


 


 


 


 


 


 


 


 


 
























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*



 


 


 


 


 


 


 


 


 


 


 
























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







Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds*


 


 


 


 


 


 


 


 


 


 


 




Withdrawable central bank reserves


 


 


 


 


 


 


 


 


 


 


 




Central bank assets


 


 


 


 


 


 


 


 


 


 


 




Central government assets


 


 


 


 


 


 


 


 


 


 


 




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


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 1 extremely high quality covered bonds


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 2A assets


 


 


 


 


 


 


 


 


 


 


 




Total unadjusted LEVEL 2B assets


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-EU controlled branches (stand alone)




Foreign EU controlled subsidiaries (subconsolidated or stand alone)




Foreign EU controlled branches (stand alone)




SSM Categories






LIQUIDITY COVERAGE









A.


Large












B.


Medium












C.


Small







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




Foreign EA controlled branches (stand alone)




Significant




Less-Significant





Liquidity buffer*


 


 


 


 


 


 


 


 


 


 


 




Net liquidity outflow*


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




Foreign non-EU controlled subsidiaries (subconsolidated or stand-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*



 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 
























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)



 


 


 


 


 


 


 


 


 


 


 
























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


 


 


 


 


 


 


 


 


 


 


 
























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



 


 


 


 


 


 


 


 


 


 


 














(b)


Part 22 is replaced by the following:

                                             ‘PART 22

PF statistics


Table


PF statistics (stocks and transactions)


Assets Pension Funds






























 



Total




Domestic




Euro area Member States other than domestic




Rest of the world






Total




MFIs (S.121+S.122+ S.123)




Non-MFIs




Total




MFIs (S.121+S.122+ S.123)




Non-MFIs






Total




General government (S.13)




Non-MFIs excluding general government




Total




General government (S.13)




Non-MFIs excluding general government






Total




Non-MMF investment funds (S.124)




OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)




ICs (S.128)




PFs (S.129)




NFCs (S.11)




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




Total




Non-MMF investment funds (S.124)




OFIs+financial auxiliaries+captive financial institutions and money lenders(S.125+S.126+S.127)




ICs (S.128)




PFs (S.129)




NFCs (S.11)




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








Currency and deposits



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 1 year and up to 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





of which: Transferable deposits



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Debt securities



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 1 year and up to 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Financial derivatives



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Loans



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 1 year and up to 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Equity



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Investment funds shares/units



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




MMF shares/units


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Non-MMF investment fund shares/units


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Insurance technical reserves and related claims
 (1)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Remaining assets



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Total non-financial assets



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 








Liabilities Pension Funds






























 



Total




Domestic




Euro area Member States other than domestic




Rest of the world






Total




MFIs (S.121+S.122+S.123)




Non-MFIs




Total




MFIs (S.121+S.122+S.123)




Non-MFIs






Total




General government (S.13)




Non-MFIs excluding general government




Total




General government (S.13)




Non-MFIs excluding general government






Total




Non-MMF investment funds (S.124)




OFIs (S.125+S.126+S.127)




ICs (S.128)




PFs (S.129)




NFCs (S.11)




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




Total




Non-MMF investment funds (S.124)




OFIs (S.125+S.126+S.127)




ICs (S.128)




PFs (S.129)




NFCs (S.11)




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






Debt securities issued



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Financial derivatives



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Loans



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 1 and up to 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Equity



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Insurance technical reserves



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






of which: Pension entitlements (2)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Defined Contribution


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Defined Benefit


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




Hybrid schemes


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Remaining liabilities



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Net worth



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 














(c)


in Part 23, Table 2a is replaced by the following:
‘Table 2a


Data on assets to be provided on a quarterly basis: stocks and flow adjustments














 



Total




Euro area




Rest of the world






Domestic




Euro area Member States other than domestic




Euro area Member States other than domestic


(country-by-country information)




European Stability Mechanism (ESM)




Total




Non-participating Member States


(country-by-country information)




Main counterparties outside the European Union (country-by-country information for Brazil, Canada, China, Hong Kong, India, Japan, Russia, Switzerland, USA)








ASSETS (F)



 


 


 


 


 


 


 


 












1.


Currency and deposits (ESA 2010: F.21+F.22+F.29) - fair value






 


 


 


 


 


 


 


 




up to 1 year (remaining until maturity)


 


 


 


 


 


 


 


 




over 1 year (remaining until maturity)


 


 


 


 


 


 


 


 










1x.


Currency and deposits o/w transferable deposits (F.22)






 


 


 


 


 


 


 


 










1.


Currency and deposits (ESA 2010: F.21+F.22+F.29) - nominal value






 


 


 


 


 


 


 


 














2.


Debt securities (ESA 2010: F.3)






 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







up to 1 year (original maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







1-2 years (original maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







over 2 years (original maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







up to 1 year (remaining until maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







1-2 years (remaining until maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







2-5 years (remaining until maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 







Over 5 years (remaining until maturity)



 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 




issued by HHs & NPISHs


 


 


 


 


 


 


 


 












3.


Loans (ESA 2010: F.4) - fair value






 


 


 


 


 


 


 


 







original maturity up to 1 year - fair value



 


 


 


 


 


 


 


 




to MFIs


 


 


 


 


 


 


 


 




to GG


 


 


 


 


 


 


 


 




to IFs


 


 


 


 


 


 


 


 




to OFIs


 


 


 


 


 


 


 


 




to ICs


 


 


 


 


 


 


 


 




to PFs


 


 


 


 


 


 


 


 




to NFCs


 


 


 


 


 


 


 


 




to HHs & NPISHs


 


 


 


 


 


 


 


 







original maturity 1-5 years - fair value



 


 


 


 


 


 


 


 




to MFIs


 


 


 


 


 


 


 


 




to GG


 


 


 


 


 


 


 


 




to IFs


 


 


 


 


 


 


 


 




to OFIs


 


 


 


 


 


 


 


 




to ICs


 


 


 


 


 


 


 


 




to PFs


 


 


 


 


 


 


 


 




to NFCs


 


 


 


 


 


 


 


 




to HHs & NPISHs


 


 


 


 


 


 


 


 







original maturity over 5 years - fair value



 


 


 


 


 


 


 


 




to MFIs


 


 


 


 


 


 


 


 




to GG


 


 


 


 


 


 


 


 




to IFs


 


 


 


 


 


 


 


 




to OFIs


 


 


 


 


 


 


 


 




to ICs


 


 


 


 


 


 


 


 




to PFs


 


 


 


 


 


 


 


 




to NFCs


 


 


 


 


 


 


 


 




to HHs & NPISHs


 


 


 


 


 


 


 


 





up to 1 year remaining until maturity - fair value



 


 


 


 


 


 


 


 





1-2 years remaining until maturity - fair value



 


 


 


 


 


 


 


 





2-5 years remaining until maturity - fair value



 


 


 


 


 


 


 


 





over 5 years remaining until maturity - fair value



 


 


 


 


 


 


 


 










3x.


Loans o/w deposit guarantees in connection with reinsurance business - fair value






 


 


 


 


 


 


 


 












3.


Loans (ESA 2010: F.4) - nominal value






 


 


 


 


 


 


 


 





original maturity up to 1 year - nominal value



 


 


 


 


 


 


 


 





original maturity 1-5 years - nominal value



 


 


 


 


 


 


 


 





original maturity over 5 years - nominal value



 


 


 


 


 


 


 


 










4.


Equity (ESA 2010: F.51)






 


 


 


 


 


 


 


 












4a.


Equity of which listed shares






 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 












4b.


Equity of which unlisted shares






 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 












4c.


Equity of which other equity






 


 


 


 


 


 


 


 




issued by MFIs


 


 


 


 


 


 


 


 




issued by GG


 


 


 


 


 


 


 


 




issued by OFIs


 


 


 


 


 


 


 


 




issued by ICs


 


 


 


 


 


 


 


 




issued by PFs


 


 


 


 


 


 


 


 




issued by NFCs


 


 


 


 


 


 


 


 












5.


Investment funds shares/units (ESA 2010: F.52)






 


 


 


 


 


 


 


 










5a.


MMF shares/units






 


 


 


 


 


 


 


 












5b.


Non-MMF shares/units






 


 


 


 


 


 


 


 





Equity funds



 


 


 


 


 


 


 


 





Bond funds



 


 


 


 


 


 


 


 





Mixed funds



 


 


 


 


 


 


 


 





Real estate funds



 


 


 


 


 


 


 


 





Hedge funds



 


 


 


 


 


 


 


 





Other funds



 


 


 


 


 


 


 


 










6.


Financial derivatives (ESA 2010: F.7)






 


 


 


 


 


 


 


 










7.


Insurance technical reserves and related claims
 (3)






 


 


 


 


 


 


 


 










8.


Non-financial assets (ESA 2010: AN)






 


 


 


 


 


 


 


 










9.


Remaining assets






 


 


 


 


 


 


 


 










10.


Total assets






 


 


 


 


 


 


 


 




Abbreviations used in this table: o/w=of which, MFI=monetary financial institution, GG=general government, IF=investment fund, OFI=other financial intermediary, IC=insurance corporation, PF=pension fund, NCB = national central bank, NFC=non-financial corporation, HH=household, NPISH=non-profit institution serving households, MMF=money market fund














(d)


the following Part 24 is added:

                                             ‘PART 24

Statistics on PFs reported by NCBs in accordance with Regulation (EU) 2018/231 (ECB/2018/2)


Table 1a


Data on assets to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)




















 



Total




Domestic/Euro area Member States other than domestic (total)




Rest of the world (total)





 


MFIs (S.121+122)


Non-MFIs - Total




 


General government (S.13)


Other residents




Total


Non-MMF investment funds (S.124)


Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127)


Insurance corporations (S.128)


Pension funds (S.129)


Non-financial corporations (S.11)


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





ASSETS (total)



 


 


 


 


 


 


 


 


 


 


 


 


 













1



Currency and deposits (ESA 2010: F.21, F.22 and F.29)






 


 


 


 


 


 


 


 


 


 


 


 


 




o/w transferable deposits (ESA 2010: F.22)


 


 


 


 


 


 


 


 


 


 


 


 


 













2



Debt securities (ESA 2010: F.3)






 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year and up to 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 




over 2 years


 


 


 


 


 


 


 


 


 


 


 


 


 













3



Loans (ESA 2010: F.4)






 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year and up to 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 




over 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 













4



Equity (ESA 2010: F.51)






 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 


 


 


 













5



Investment fund shares/units (ESA 2010: F.52)






 


 


 


 


 


 


 


 


 


 


 


 


 




MMF shares/units (ESA 2010: F.521)


 


 


 


 


 


 


 


 


 


 


 


 


 




Non-MMF shares/units (ESA 2010: F.522)


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w bond funds


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w equity funds


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w mixed funds


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w real estate funds


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w hedge funds


 


 


 


 


 


 


 


 


 


 


 


 


 




 


o/w other funds


 


 


 


 


 


 


 


 


 


 


 


 


 













6



Pension fund reserves (ESA 2010: F. 6)






 


 


 


 


 


 


 


 


 


 


 


 


 




o/w claims of pension funds on pension managers (ESA 2010: F.64)


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w reinsurance recoverables (F.61)


 


 


 


 


 


 


 


 


 


 


 


 


 











7



Financial derivatives (ESA 2010: F.7)






 


 


 


 


 


 


 


 


 


 


 


 


 











8



Other accounts receivable/payable (ESA 2010: F.8)






 


 


 


 


 


 


 


 


 


 


 


 


 











9



Non-financial assets






 


 


 


 


 


 


 


 


 


 


 


 


 








Table 1b
 (4)


Data on liabilities to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)



















 



Total




Domestic/Euro area Member States other than domestic (total)




Rest of the world (total)





 


MFIs (S.121+122)


Non-MFIs - Total




 


General government (S.13)


Other residents




Total


Non-MMF investment funds (S.124)


Other financial intermediaries (S.125), financial auxiliaries (S.126), captive financial institutions and money lenders (S.127)


Insurance corporations (S.128)


Pension funds (S.129)


Non-financial corporations (S.11)


Households + non-profit institutions serving households (S.14+S.15) (7)






LIABILITIES (total)



 


 


 


 


 


 


 


 


 


 


 


 


 













10



Loans received (ESA 2010: F.4)






 


 


 


 


 


 


 


 


 


 


 


 


 




Up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 1 and up to 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 




Over 5 years


 


 


 


 


 


 


 


 


 


 


 


 


 











11



Debt securities issued (ESA 2010: F.3)






 


 


 


 


 


 


 


 


 


 


 


 


 











12



Equity (ESA 2010: F.5, F.519)






 


 


 


 


 


 


 


 


 


 


 


 


 













13



Technical reserves (ESA 2010: F.6)
 (5)






 


 


 


 


 


 


 


 


 


 


 


 


 












13.1


Pension entitlements (ESA 2010: F.63)






 


 


 


 


 


 


 


 


 


 


 


 


 




o/w defined contribution schemes


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w defined benefit schemes (6)



 


 


 


 


 


 


 


 


 


 


 


 


 










13.2


Claims of pension funds on pension managers (ESA 2010: F.64)






 


 


 


 


 


 


 


 


 


 


 


 


 










13.3


Entitlements to non-pension benefits (ESA 2010: F.65)






 


 


 


 


 


 


 


 


 


 


 


 


 











14



Financial derivatives (ESA 2010: F.71)






 


 


 


 


 


 


 


 


 


 


 


 


 











15



Other accounts receivable/payable (ESA 2010: F.8)






 


 


 


 


 


 


 


 


 


 


 


 


 











16



Net worth (ESA 2010: B.90)






 


 


 


 


 


 


 


 


 


 


 


 


 





Table 1c


Country breakdown — Data on assets and liabilities to be provided on a quarterly basis — Stocks and flow adjustments (reclassifications and revaluations)


























 



Other euro area residents (except domestic)





 


BE


DE


EE


IE


EL


ES


FR


IT


CY


LV


LT


LU


MT


NL


AT


PT


SI


SK


FI





ASSETS (total)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Currency and deposits



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Debt securities (ESA 2010: F.3)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






issued by MFIs


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






issued by non-MFIs


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






General government


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






Other residents


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 







Equity (ESA 2010: F.51)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






issued by MFIs


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






issued by non-MFIs


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






General government


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






Other residents


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Investment fund shares/units (ESA 2010: F.52)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





LIABILITIES (total)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 





Pension entitlements (ESA 2010: F. 63)
 (8)



 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 


 






















 



Non-participating Member States





 


BG


CZ


DK


HR


HU


PL


RO


SE


UK





ASSETS (total)



 


 


 


 


 


 


 


 


 


 





Currency and deposits



 


 


 


 


 


 


 


 


 


 







Debt securities (ESA 2010: F.3)



 


 


 


 


 


 


 


 


 


 






issued by MFIs


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 






issued by non-MFIs


 


 


 


 


 


 


 


 


 


 






General government


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 






Other residents


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 







Equity (ESA 2010: F.51)



 


 


 


 


 


 


 


 


 


 






issued by MFIs


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 






issued by non-MFIs


 


 


 


 


 


 


 


 


 


 






General government


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 






Other residents


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 





Investment funds shares/units (ESA 2010: F.52)



 


 


 


 


 


 


 


 


 


 





LIABILITIES (total)



 


 


 


 


 


 


 


 


 


 





Pension entitlements (ESA 2010: F.63)
 (9)



 


 


 


 


 


 


 


 


 


 

























 



Main counterparties outside the EU





 


Brazil


Canada


China


Hong Kong


India


Japan


Russia


Switzerland


US


EU institutions


Other international organisations


Offshore financial centres (as a group)





ASSETS (total)



 


 


 


 


 


 


 


 


 


 


 


 


 





Currency and deposits



 


 


 


 


 


 


 


 


 


 


 


 


 







Debt securities (ESA 2010: F.3)



 


 


 


 


 


 


 


 


 


 


 


 


 




up to 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 




over 1 year


 


 


 


 


 


 


 


 


 


 


 


 


 







Equity (ESA 2010: F.51)



 


 


 


 


 


 


 


 


 


 


 


 


 




o/w listed shares (ESA 2010: F.511)


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w unlisted shares (ESA 2010: F. 512)


 


 


 


 


 


 


 


 


 


 


 


 


 




o/w other equity (ESA 2010: F.519)


 


 


 


 


 


 


 


 


 


 


 


 


 





Investment funds shares/units (ESA 2010: F.52)



 


 


 


 


 


 


 


 


 


 


 


 


 





LIABILITIES (total)



 


 


 


 


 


 


 


 


 


 


 


 


 





Pension entitlements (ESA 2010: F.63)
 (10)



 


 


 


 


 


 


 


 


 


 


 


 


 





Table 2


Number of members of pension schemes — Data to be provided on an annual basis — End-year data










 



Total





 


Of which: active members


Of which: deferred members


Of which: retired members





Number of members’


 


 


 


 


















2.


in Annex III, Part 2 is replaced by the following:

                                 ‘PART 2

DSDs and data flows/datasets









1.


In the SDMX messages exchanged, statistical concepts can be used either as dimensions (in composing the “keys” identifying the time series) or as attributes (providing information about the data). Coded dimensions and attributes take their values from predefined code lists. The DSDs define the structure of the exchanged series keys, in terms of concepts and associated code lists. In addition, they define their relationship with the relevant attributes. The same structure can be used for several data flows, which are differentiated by the data flow/dataset information.












2.


In the context of monetary and financial statistics, the ECB has defined 13 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one dataset using that structure is exchanged and as a consequence the DSD identifier and the associated dataset identifier (DSI) used in the SDMX data messages are the same. For treatment, timeliness and/or responsibility purposes, multiple datasets have been defined in the exchange context using the “ECB_BSI1”, “ECB_SSI1” and “ECB_ICPF1” DSDs, and are distinguished at the DSI level. The following data flows characteristics are in production:






—


balance sheet items (BSI), DSD identifier and DSI “ECB_BSI1”,










—


balance sheet items in the context of the Blue Book (BSP), DSD identifier “ECB_BSI1” and DSI “ECB_BSP”,










—


banking structural financial indicators (SSI), DSD identifier and DSI “ECB_SSI1”,










—


banking structural financial indicators in the context of the Blue Book (SSP), DSD identifier “ECB_SS1” and DSI “ECB_SSP”,










—


MFI interest rates (MIR), DSD identifier and DSI “ECB_MIR1”,










—


other financial intermediaries (OFI), DSD identifier and DSI “ECB_OFI1”,










—


securities issues (SEC), DSD identifier and DSI “ECB_SEC1”,










—


payment and settlement systems (PSS), DSD identifier and DSI “ECB_PSS1”,










—


investment funds (IVF), DSD identifier and DSI “ECB_IVF1”,










—


financial vehicle corporations (FVC), DSD identifier and DSI “ECB_FVC1”,










—


consolidated banking data (CBD2), DSD identifier and DSI “ECB_CBD2”,










—


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










—


insurance corporations' assets and liabilities (ICB), DSD identifier “ECB_ICPF1” and DSI “ECB_ICB”,










—


insurance corporations' operations (premiums, claims, commissions) (ICO), DSD identifier and DSI “ECB_ICO1”,










—


pension funds' assets and liabilities (PFB), DSD identifier “ECB_ICPF1” and DSI “ECB_PFB”
                                        (*1),










—


pension funds' assets and liabilities Regulation (PFBR), DSD identifier “ECB_ICPF1” and DSI “ECB_PFBR”,










—


pension funds' number of members (PFBM), DSD identifier “ECB_PFM1” and DSI “ECB_PFBM1”.









(*1)  This data flows characteristic will not be used in production for the reporting of data for the first quarter of 2020.’;"
                        










3.


Annex IV is amended as follows:






(a)


the heading is replaced by the following:

                                    ‘DERIVATION OF TRANSACTIONS IN THE CONTEXT OF MONETARY FINANCIAL INSTITUTIONS' BALANCE SHEET ITEMS, INVESTMENT FUNDS', FINANCIAL VEHICLE CORPORATIONS', INSURANCE CORPORATIONS' AND PENSION FUNDS' STATISTICS’;










(b)


Part 1 is replaced by the following:

                                             ‘PART 1

General description of the procedure for deriving transactions


Section 1: Framework









1.


The framework for deriving transactions for monetary financial institutions (MFI) balance sheet items (BSI), investment funds (IF), financial vehicle corporations (FVC), insurance corporations (IC) and pension funds (PF) assets and liabilities statistics is based on the European system of accounts (hereinafter the “ESA 2010”). Deviations from this international standard are made concerning both the data content and statistical concept denominations, where necessary. This Annex is interpreted in accordance with the ESA 2010, unless Regulation (EU) No 1071/2013 (ECB/2013/33), Regulation (EU) No 1073/2013 (ECB/2013/38), Regulation (EU) No 1075/2013 (ECB/2013/40), Regulation (EU) No 1374/2014 (ECB/2014/50), Regulation (EU) 2018/231 (ECB/2018/2), or this Guideline, explicitly or implicitly override its provisions.












2.


In accordance with the ESA 2010, financial transactions are defined as the net acquisition of financial assets or the net incurrence of liabilities for each type of financial instrument, i.e. the sum of all financial transactions that occur during the relevant reporting period (*2) Transactions covering each item specified in Regulation (EU) No 1071/2013 (ECB/2013/33), Regulation (EU) No 1073/2013 (ECB/2013/38), Regulation (EU) No 1075/2013 (ECB/2013/40), Regulation (EU) No 1374/2014 (ECB/2014/50) and Regulation (EU) 2018/231 (ECB/2018/2) are calculated on a net basis, i.e. there is no requirement to identify gross financial transactions or turnover (*3). The method of valuation for each transaction is to take the value at which assets are acquired/disposed of and/or liabilities are created, liquidated or exchanged. Nevertheless, deviations from the ESA 2010 are permitted.












3.


This Annex reviews the methodology for deriving transactions in the context of BSI, IF, FVC, IC and PF statistics. This part focuses on the calculation of transactions data at the European Central Bank (ECB) and the reporting of the underlying information by NCBs, while Part 2 focuses on the concepts of flow adjustments. Parts 3, 4, 5, 6 and 7 then provide specific information relating to the compilation frameworks for BSI, IF, FVC, IC and PF statistics respectively.
Further details and numerical examples are provided in the manuals on these statistics published on the ECB's website.





Section 2: Calculation of transactions data by the ECB and reporting from the NCBs to the ECB

1.   Introduction









1.


For BSI, IF, IC and PF statistics, the ECB calculates transactions by taking, for each asset and liability item, the difference between stock positions at end-period reporting dates and then removing the effect of developments that are not the result of transactions, i.e. “other changes”. “Other changes” are grouped into two main categories “reclassifications and other adjustments” and “revaluation adjustments”, with the latter covering revaluations due to changes in both prices and exchange rates (*4). National central banks (NCBs) report “reclassification and other adjustments” and “revaluation adjustments” to the ECB so that these non-transaction effects can be removed in the calculation of flow statistics.
In the case of BSI statistics, NCBs report adjustment data to the ECB in accordance with Part 1 of Annex II. The “revaluation adjustments” reported by the NCBs consist of write-offs/write-downs of loans and revaluation adjustments due to price changes. Revaluation adjustments due to changes in exchange rates are normally calculated by the ECB, but when NCBs are in a position to compile more accurate adjustments, they may also transmit these adjustments to the ECB directly (*5).
In the case of IF statistics, NCBs report adjustment data to the ECB in accordance with Part 17 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.
In the case of IC statistics, NCBs report adjustment data to the ECB in accordance with Part 23 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.
In the case of PF statistics, NCBs report adjustment data to the ECB in accordance with Part 24 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.












2.


In the context of FVC statistics, transactions are reported directly by NCBs to the ECB, rather than the flow adjustments. The calculation of the transactions (either directly by reporting agents, or by NCBs) should be consistent with the general approach to reclassifications and other adjustments and revaluations provided in this Annex.




2.   Reclassifications and other adjustments









1.


NCBs compile data on “reclassifications and other adjustments”, as requested by this Guideline, using supervisory information, plausibility checks, ad hoc enquiries (e.g. related to outliers), national statistical requirements, information on joiners and leavers of the reporting population and any other source available to them. The ECB is not expected to make ex post adjustments unless the NCBs identify sharp changes in the final data.












2.


NCBs identify changes in stocks that are due to reclassifications and enter the net amount identified under “reclassifications and other adjustments”. A net increase in stocks due to reclassifications is entered with a positive sign, a net decrease in stocks with a negative sign.












3.


In principle, the NCBs fulfil all requirements relating to “reclassifications and other adjustments” specified in this Guideline. As a minimum, the NCBs send all “reclassifications and other adjustments” above EUR 50 million. This threshold is intended to help the NCBs decide whether to make an adjustment or not. However, when information is not readily available or of poor quality, a decision can be made either to do nothing or to make estimates. For this reason, flexibility is needed in the operation of such a threshold, not least because of the heterogeneity of existing procedures for calculating adjustments. For example, where relatively detailed information is collected regardless of the threshold, it may be counterproductive to try to apply such a threshold.




3.   Revaluation adjustments









1.


In order to fulfil the requirements relating to “revaluation adjustments” specified in this Guideline, NCBs may need to calculate the adjustments from transactions, security-by-security data or other data reported by the reporting population and/or estimate the adjustments in respect of some of the breakdowns not reported by the reporting population because they are not considered as “minimum requirements”.












2.


The “revaluation adjustments” are normally compiled by NCBs on the basis of data directly reported by the reporting population. NCBs, however, may also cover these reporting requirements indirectly (e.g. by collecting data on transactions directly) and in any case are permitted to collect additional data from reporting agents. Whichever approach is used at national level, the NCBs are required to submit a full set of data to the ECB in accordance with Part 1 of Annex II for BSI statistics, Part 17 of Annex II for IF statistics, Part 23 of Annex II for IC statistics and Part 24 of Annex II for PF statistics.





(*2)  This is in accordance with the ESA 2010 and other international statistical standards."
                        

(*3)  Nevertheless, in the case of IF statistics, Regulation (EU) No 1073/2013 (ECB/2013/38) requests separate reporting of new issuance and redemptions of IF shares/units during the reporting month."
                        

(*4)  The definition and classification of “other changes” is largely consistent with the ESA 2010. “Reclassifications and other adjustments” is broadly equivalent to “other changes in the volume of assets and liabilities” (K.1-K.6, see paragraphs 6.03-25), whereas “revaluations” may be transferred to “nominal holding gains and losses” (K.7, see paragraphs 6.26-64). For BSI statistics, an important deviation concerns the inclusion of “loan write-offs” within “revaluations” (and specifically as revaluations due to changes in prices), whereas in the ESA 2010 they are generally regarded as “other changes in volume” (paragraph 6.14) — with the exception of losses realised at the sale of loans; these losses, which equal the difference between the transaction price and the balance sheet carrying amount of the loans, should be recorded as a revaluation (paragraph 6.58). The inclusion of “loan write-offs” within “revaluations” also deviates from the international investment position (i.i.p.) rules. In the i.i.p. these are treated as “other adjustments” and not as “price or exchange rate changes”. For IF statistics, loans “write-offs/write-downs” are not requested."
                        

(*5)  The adjustments corresponding to the ECB's own balance sheet are reported by the ECB Directorate-General Administration.’;"
                        










(c)


the following part 7 is added:

                                             ‘PART 7

Flow adjustments: special features in PF statistics


Section 1: Introduction









1.


For statistics on PFs, NCBs submit revaluation adjustments, covering both revaluations due to price and exchange rate changes and reclassification adjustments for all items on the PF balance sheet, in accordance with paragraph 6(b) of Article 26. In this process, NCBs may need to calculate and/or estimate the adjustments not reported by the PFs. This includes those data where the corresponding stock series are reported on an item-by-item basis and data on pension fund reserves.





Section 2: Revaluation adjustments









1.


Regulation (EU) 2018/231 (ECB/2018/2) allows flexibility in terms of the type of data needed to calculate the revaluation adjustments of assets and liabilities and the form in which these data are collected and compiled. The decision on the method is left to the NCBs.












2.


The following two options exist for deriving revaluation adjustments for securities collected on a security-by-security basis. NCBs may follow a similar approach for assets other than securities when they collect item-by-item data.






—


PFs report security-by-security information that allows NCBs to derive revaluation adjustments: PFs report to NCBs the information required by paragraphs 1, 2 and 4 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. This information permits NCBs to obtain accurate information on the “revaluation adjustments” to be submitted to the ECB. When this option is followed, NCBs may derive the “revaluation adjustments” in accordance with the common Eurosystem method, i.e. the “flow-derivation method”, as described in the PF manual accompanying Regulation (EU) 2018/231 (ECB/2018/2) and this Guideline.










—


PFs directly report transactions on a security-by-security basis to the NCB: PFs report the cumulated amounts of purchases and sales of securities which have occurred during the reference period as set out in paragraphs 1 and 3 of Tables 2.1 and 2.2 of Part 3 of Annex I to Regulation (EU) 2018/231 (ECB/2018/2) on a security-by-security basis. NCBs calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline.
















3.


For pension fund reserves maintained by PFs, the following two options exist for deriving approximations of revaluation adjustments:






—


PFs report aggregated adjustments or transactions according to the NCBs' instructions. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB,










—


NCBs derive approximations based on data provided by PFs.
















4.


For assets and liabilities other than those collected on an item-by-item basis and pension fund reserves maintained by PFs, the following three options exist for deriving revaluation adjustments:






—


PFs report aggregated adjustments: PFs report the adjustments applicable to each item, reflecting the valuation changes due to price and exchange rate changes. NCBs that choose this method aggregate the adjustments reported by PFs for the submission of data to the ECB;










—


PFs report aggregated transactions: PFs accumulate transactions during the quarter and transmit the value of purchases and sales to the NCB. NCBs that receive transactions data calculate the “revaluation adjustments” by taking the difference between end-period stocks and removing transactions and “reclassifications and other adjustments”, if any, referred to in Section 2.2 of Part 1 of Annex IV. NCBs submit the “revaluation adjustments” and the “reclassifications and other adjustments” to the ECB in accordance with this Guideline; or










—


NCBs derive approximations based on data provided by PFs.’
                                                   


















(*1)  This data flows characteristic will not be used in production for the reporting of data for the first quarter of 2020.’;

(*2)  This is in accordance with the ESA 2010 and other international statistical standards.

(*3)  Nevertheless, in the case of IF statistics, Regulation (EU) No 1073/2013 (ECB/2013/38) requests separate reporting of new issuance and redemptions of IF shares/units during the reporting month.

(*4)  The definition and classification of “other changes” is largely consistent with the ESA 2010. “Reclassifications and other adjustments” is broadly equivalent to “other changes in the volume of assets and liabilities” (K.1-K.6, see paragraphs 6.03-25), whereas “revaluations” may be transferred to “nominal holding gains and losses” (K.7, see paragraphs 6.26-64). For BSI statistics, an important deviation concerns the inclusion of “loan write-offs” within “revaluations” (and specifically as revaluations due to changes in prices), whereas in the ESA 2010 they are generally regarded as “other changes in volume” (paragraph 6.14) — with the exception of losses realised at the sale of loans; these losses, which equal the difference between the transaction price and the balance sheet carrying amount of the loans, should be recorded as a revaluation (paragraph 6.58). The inclusion of “loan write-offs” within “revaluations” also deviates from the international investment position (i.i.p.) rules. In the i.i.p. these are treated as “other adjustments” and not as “price or exchange rate changes”. For IF statistics, loans “write-offs/write-downs” are not requested.

(*5)  The adjustments corresponding to the ECB's own balance sheet are reported by the ECB Directorate-General Administration.’;”


(1)  This item may include non-life insurance technical reserves (ESA 2010: F.61), claims of insurance corporations on pension managers (in line with ESA 2010: F.64) and provisions for calls under standardised guarantees (ESA 2010: F.66).

(2)  This item, including the relevant breakdown, may include claims of managers on pension funds (in line with ESA 2010: F.64) and entitlements to non-pension benefits (ESA 2010: F.65).’
         

(3)  This item may include non-life insurance technical reserves (ESA 2010: F.61), claims of insurance corporations on pension managers (in line with ESA 2010: F.64) and provisions for calls under standardised guarantees (ESA 2010: F.66)






 


Requirements addressed to ICs by Regulation (EU) No 1374/2014 (ECB/2014/50).




 


Requirements to be reported for ICs if available at NCBs (memo items).’





(4)  Quarterly estimates to be provided by NCBs

(5)  Total technical reserves may include life insurance

(6)  Notional defined contribution schemes and hybrid schemes are grouped as defined benefit schemes

(7)  Entitlements relevant only for households (S.14)

(8)  Quarterly estimates to be provided by NCBs

(9)  Quarterly estimates to be provided by NCBs

(10)  Quarterly estimates to be provided by NCBs