Guideline (EU) 2021/833 of the European Central Bank of 26 March 2021 on statistical information to be reported on consolidated banking data (ECB/2021/14)
Date: 2021-03-26
Institutions: European Central Bank
Subjects: EU statistics, central bank, consolidated account, data collection, disclosure of information, euro area, financial institution, financial statistics, parent company, subsidiary




L_2021208EN.01010901.xml










11.6.2021   


EN


Official Journal of the European Union


L 208/109








            GUIDELINE (EU) 2021/833 OF THE EUROPEAN CENTRAL BANK
         
of 26 March 2021
         
on statistical information to be reported on consolidated banking data (ECB/2021/14)


THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Treaty on the Functioning of the European Union, and in particular Article 127(2) and 127(5) thereof,


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,

Whereas:







(1)


The collection of statistical information on consolidated banking data, specifically statistical information on the aggregate consolidated profitability, balance sheets, asset quality, liquidity and solvency of Union and foreign-controlled credit institutions and branches in all Member States is essential for the smooth conduct of policies relating to the financial system of the Union.












(2)


In particular, reporting statistical information on consolidated banking data supports financial stability analysis, macroprudential policy and structural analysis by describing the profitability, efficiency, asset quality, concentration, liquidity, funding structure and solvency of credit institutions established in the Union. Therefore, that statistical information should be reported to the ECB and should be aligned with the statistical reporting requirements laid down in Commission Implementing Regulation (EU) No 680/2014 (1), Regulation (EU) 2015/534 of the European Central Bank (ECB/2015/13) (2), and related national instruments.












(3)


The definitions in Council Regulation (EC) No 2533/98 (3) are relevant for the purposes of the reporting requirements set out in this Guideline and should therefore apply. This Guideline applies to credit institutions in so far as it relates to an undertaking the business of which is to take deposits or other repayable funds from the public and to grant credits for its own account. As the definition of ‘credit institution’ in Article 4(1)(1) of Regulation (EU) No 575/2013 of the European Parliament and of the Council (4) has recently been amended and will apply as of 26 June 2021, it is necessary to take into account the effect of that amendment when defining the scope of this Guideline. In order to preserve continuity in the statistical time series and so that the relevant statistical information includes the aggregate consolidated profitability, balance sheets, asset quality, liquidity, funding, capital adequacy and solvency of entities whose primary focus is banking business, the definition of credit institution has been updated for the purposes of this Guideline.












(4)


In order for the ECB to perform its tasks, it is appropriate to provide that NCBs report the required statistical information to the ECB by a specified date.












(5)


In order to ensure the accuracy and quality of the statistical information collected by the ECB, it is necessary for the ECB to provide for rules on the verification and, where appropriate, the revision of statistical information reported by NCBs. For the same reasons, NCBs should provide explanations to the ECB for revisions that significantly improve the statistical information reported.












(6)


It is appropriate to provide for a common method of transmission of statistical information reported to the ECB for all NCBs. Accordingly, a harmonised electronic transmission format should be agreed and specified by the European System of Central Banks (ESCB).












(7)


It is necessary to set up a procedure to carry out technical amendments to the Annexes to this Guideline in an effective manner, provided that such amendments neither change the underlying conceptual framework nor increase the reporting burden. Account should be taken of the views of the Statistics Committee of the ESCB when following this procedure. NCBs should propose such technical amendments to the Annexes to this Guideline through the Statistics Committee.












(8)


For reasons of legal certainty, NCBs should comply with the provisions of this Guideline from the same date as referred to in Article 2 of Guideline (EU) 2021/835 of the European Central Bank (ECB/2021/16) (5),





HAS ADOPTED THIS GUIDELINE:



Article 1

Subject matter

This Guideline establishes the reporting requirements for national central banks (NCBs) on statistical information to be reported to the ECB on consolidated banking data. In particular, this Guideline specifies the statistical information to be reported to the ECB, the treatment of that information, the frequency and timing of that reporting and the standards to be applied to that reporting.


Article 2

Definitions

For the purposes of this Guideline, the definitions in Article 1 of Regulation (EC) No 2533/98 apply.
The following definitions also apply:






(1)


‘credit institution’ means ‘credit institution’ as defined in Article 4(1)(1) of Regulation (EU) No 575/2013 until 26 June 2021, and thereafter as defined in Article 4(1)(1)(a) of that Regulation;










(2)


‘branch’ means ‘branch’ as defined in Article 4(1)(17) of Regulation (EU) No 575/2013;










(3)


‘consolidated basis’ means ‘consolidated basis’ as defined in Article 4(1)(48) of Regulation (EU) No 575/2013;










(4)


‘sub-consolidated basis’ means ‘sub-consolidated basis’ as defined in Article 4(1)(49) of Regulation (EU) No 575/2013;










(5)


‘parent institution’ means ‘parent institution in a Member State’ as defined in Article 4(1)(28) of Regulation (EU) No 575/2013;










(6)


‘Union parent institution’ means ‘EU parent institution’ as defined in Article 4(1)(29) of Regulation (EU) No 575/2013;










(7)


‘parent financial holding company’ means ‘parent financial holding company in a Member State’ as defined in Article 4(1)(30) of Regulation (EU) No 575/2013;










(8)


‘Union parent financial holding company’ means ‘EU parent financial holding company’ as defined in Article 4(1)(31) of Regulation (EU) No 575/2013;










(9)


‘parent mixed financial holding company’ means ‘parent mixed financial holding company in a Member State’ as defined in Article 4(1)(32) of Regulation (EU) No 575/2013;










(10)


‘Union parent mixed financial holding company means ‘EU parent mixed financial holding company’ as defined in Article 4(1)(33) of Regulation (EU) No 575/2013;










(11)


‘financial institution’ means an undertaking other than an institution and other than a pure industrial holding company, the principal activity of which is to acquire holdings or to pursue one or more of the activities listed in points 2 to 12 and point 15 of Annex I to Directive 2013/36/EU of the European Parliament and of the Council (6), including a financial holding company, a mixed financial holding company, a payment institution as defined in point (4) of Article 4 of Directive (EU) 2015/2366 of the European Parliament and of the Council (7), and an asset management company, but excluding insurance holding companies and mixed-activity insurance holding companies as defined, respectively, in points (f) and (g) of Article 212(1) of Directive 2009/138/EC of the European Parliament and of the Council (8);










(12)


‘foreign control’ means control, as described in Article 22 of Directive 2013/34/EU of the European Parliament and of the Council (9), of an institution by any of the following:






(a)


a financial institution established in a Member State other than the Member State of the relevant institution;










(b)


a credit institution established in a Member State other than the Member State of the relevant institution;










(c)


an institution established in a non-Union country the business of which consists of the activities of a credit institution or a financial institution as defined in points (1) and (11) respectively.










Article 3

Statistical information to be reported on consolidated banking data


1.   NCBs shall report to the ECB the statistical information set out in Annex I and Annex II to this Guideline, separately, for the groups of institutions specified in paragraph 3, including all of the following:






(a)


a Union parent institution on a consolidated basis;










(b)


a Union parent financial holding company on a consolidated basis;










(c)


a Union parent mixed financial holding company on a consolidated basis;










(d)


a parent institution on a sub-consolidated basis;










(e)


a parent financial holding company on a sub-consolidated basis;










(f)


a parent mixed financial holding company on a sub-consolidated basis;










(g)


a credit institution that does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) in any Member state;










(h)


a credit institution, where both of the following apply:






(i)


the credit institution does not form part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in the Member state of the credit institution;










(ii)


the credit institution forms part of the consolidated or sub-consolidated basis of an institution referred to in points (a) to (f) established in a Member State different from the Member State of the credit institution;














(i)


a branch established in the Union where its parent is not established in the same Member State.






2.   The statistical information to be reported pursuant to paragraph 1 shall be based on the information collected by NCBs pursuant to Commission Implementing Regulation (EU) No 680/2014, Regulation (EU) No 2015/534 of the European Central Bank (ECB/2015/13), and related national instruments. NCBs shall aggregate that information for the purposes of this Guideline.


3.   NCBs shall report the statistical information pursuant to paragraph 1 for all of the following:






(a)


the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets below 0,005 % of the total consolidated assets of credit institutions established in the Union;










(b)


the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets between 0,5 % and 0,005 % of the total consolidated assets of credit institutions established in the Union;










(c)


the institutions referred to in points (a), (b), (c) and (g) of paragraph 1 where they are not foreign-controlled, each with assets greater than 0,5 % of the total consolidated assets of credit institutions established in the Union;










(d)


foreign (non-Union) controlled institutions referred to in points (a), (b), (c), and (g) of paragraph 1;










(e)


foreign (Union) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1;










(f)


foreign (euro area) controlled institutions referred to in points (d), (e), (f) and (h) of paragraph 1;










(g)


foreign (non-Union) controlled branches established in the Union, referred to in point (i) of paragraph 1;










(h)


foreign (Union) controlled branches established in the Union, referred to in point (i) of paragraph 1;










(i)


foreign (euro area) controlled branches established in the Union, referred to in point (i) of paragraph 1;










(j)


any of the institutions referred to in paragraph 1 where they are significant supervised credit institutions or significant supervised groups as determined by Article 6(4) of Council Regulation (EU) No 1024/2013 (10) and Part IV of Regulation (EU) No 468/2014 of the European Central Bank (ECB/2014/17) (11);










(k)


any of the institutions referred to in paragraph 1 where they are less significant supervised credit institutions or less significant supervised groups as determined by Article 6(4) of Regulation (EU) No 1024/2013 and Part IV of Regulation (EU) No 468/2014 (ECB/2014/17).






4.   For the purposes of points (a), (b) and (c) of paragraph 3, the total consolidated assets, for the Union as a whole, of credit institutions established in the Union shall be determined by aggregating the assets of the following:






(a)


consolidated Union parent institutions;










(b)


consolidated Union parent financial holding companies;










(c)


consolidated Union parent mixed financial holding companies on their consolidated basis;










(d)


credit institutions, where those institutions have not already been included in the consolidated basis of the entities referred to in points (a), (b) and (c) of this paragraph.






5.   NCBs shall provide explanations to the ECB describing any deviation from the reporting standards applied pursuant to Commission Implementing Regulation (EU) No 680/2014, Regulation (EU) No 2015/534 of the European Central Bank (ECB/2015/13) or in the related national legal instruments referred to in paragraph 2 without undue delay.



Article 4

Timeliness


1.   NCBs shall report the statistical information on consolidated banking data pursuant to Article 3 on a quarterly basis and in accordance with the following timetable:






(a)


a full dataset shall be reported for end-of-year statistical information by mid-May of the year following the year to which the information relates, using the annual template set out in Annex I to this Guideline;










(b)


the end-March, end-June and end-September statistical information shall be reported in early July, October and January, respectively, using the quarterly template set out in Annex II to this Guideline.




For the purposes of point (a), NCBs shall report the items flagged with an * in Annex I to this Guideline by mid-April of the year following the year to which the information relates.


2.   By the end of September each year, the ECB shall communicate the exact transmission dates to NCBs in the form of a reporting calendar for the following year.



Article 5

Revisions


1.   NCBs may revise the latest and previous quarter’s statistical information before the next reporting deadline, during regular reporting.


2.   NCBs may revise statistical information covering previous reference periods at any time where this significantly improves the quality of that information.


3.   NCBs shall provide explanations on any revisions to statistical information made pursuant to paragraph 2 and on how those revisions impact that information.



Article 6

Verification


1.   Without prejudice to Regulation (EC) No 2533/98, NCBs shall monitor and verify the quality and reliability of statistical information reported to the ECB pursuant to this Guideline.


2.   Where NCBs identify discrepancies pursuant to the verifications conducted in accordance with this Article, they shall provide the ECB with the results of those verifications without undue delay.



Article 7

Transmission


1.   NCBs shall transmit the statistical information to be reported pursuant to this Guideline electronically, using the means specified by the ECB. The statistical message format developed for this electronic exchange of statistical information shall be the format agreed by the ESCB.


2.   Where paragraph 1 does not apply, NCBs may use other means of transmitting statistical information with the ECB’s prior consent.



Article 8

Simplified amendment procedure

Taking account of the views of the Statistics Committee, the ECB’s Executive Board shall make any necessary technical amendments to the Annexes provided that such amendments neither change the underlying conceptual framework nor affect the reporting burden on reporting agents in Member States. The Executive Board shall inform the Governing Council of any such amendment without undue delay.


Article 9

First reporting


1.   First reporting for quarterly statistical information to be reported pursuant to Article 4(1)(b) shall begin with statistical information for the first quarter of 2022.


2.   First reporting for annual statistical information to be reported pursuant to Article 4(1)(a) shall begin with statistical information for 2021.



Article 10

Taking effect


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


2.   The national central banks of the Member States whose currency is the euro and the ECB shall comply with this Guideline from 1 February 2022.



Article 11

Addressees

This Guideline is addressed to all Eurosystem central banks.




Done at Frankfurt am Main, 26 March 2021.


For the Governing Council of the ECB


The President of the ECB

Christine LAGARDE
            





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

(2)  Regulation (EU) 2015/534 of the European Central Bank of 17 March 2015 on reporting of supervisory financial information (ECB/2015/13) (OJ L 86, 31.3.2015, p. 13).

(3)  Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank (OJ L 318, 27.11.1998, p. 8).

(4)  Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176 27.6.2013, p. 1).

(5)  Guideline (EU) 2021/835 of the European Central Bank of 26 March 2021 repealing Guideline ECB/2014/15 on monetary and financial statistics (ECB/2021/16) (see page 335 of this Official Journal).

(6)  Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 200/48/EC and 2006/49/EC (OJ L 176, 27.6.2013, p. 338).

(7)  Directive (EU) 2015/2366 of the European Parliament and of the Council of 25 November 2015 on payment services in the internal market, amending Directives 2002/65/EC, 2009/110/EC and 2013/36/EU and Regulation (EU) No 1093/2010, and repealing Directive 2007/64/EC (OJ L 337, 23.12.2015, p. 35).

(8)  Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 335, 17.12.2009, p. 1).

(9)  Directive 2013/34/EU of the European Parliament and of the Council of 26 June 2013 on the annual financial statements, consolidated financial statements and related reports of certain types of undertakings, amending Directive 2006/43/EC of the European Parliament and of the Council and repealing Council Directives 76/660/EEC and 83/349/EEC (OJ L 182, 29.6.2013, p. 19).

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

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




ANNEX I

















CBD Annual - Reporters





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 





Non-trading financial assets mandatorily at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Financial assets designated at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Financial assets at fair value through other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Financial assets at amortised cost*



 


 


 


 


 


 


 


 


 


 


 





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 non-trading financial assets mandatorily at fair value through profit or loss, 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)



 


 


 


 


 


 


 


 


 


 


 





Modification gains or (-) losses, net



 


 


 


 


 


 


 


 


 


 


 





(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 at fair value through other comprehensive income)



 


 


 


 


 


 


 


 


 


 


 





(Financial assets at amortised cost)



 


 


 


 


 


 


 


 


 


 


 





(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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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 trading financial assets and liabilities, 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)



 


 


 


 


 


 


 


 


 


 


 





Modification gains or (-) losses, net



 


 


 


 


 


 


 


 


 


 


 





(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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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)



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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*



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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 financial assets mandatorily at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets designated at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets at fair value through other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets at amortised cost



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 




Equity instruments


 


 


 


 


 


 


 


 


 


 


 





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



 


 


 


 


 


 


 


 


 


 


 





Haircuts for trading assets at fair value



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 





Haircuts for trading liabilities at fair value



 


 


 


 


 


 


 


 


 


 


 





TOTAL LIABILITIES



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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





Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures


 


 


 


 


 


 


 


 


 


 


 




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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Total gross carrying amount of performing exposures - Past due > 30 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Gross carrying amount - Credit-impaired assets (Stage 3)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Accumulated impairment - Credit-impaired assets (Stage 3)




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 assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual - Asset quality - GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Impaired debt instruments - Non-trading non-derivative 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



 


 


 


 


 


 


 


 


 


 


 




Specific allowances for credit risk


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




General allowances for credit risk and banking risk affecting carrying amount


 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual - Asset quality - NON-FINREP/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union countries


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union countries


 


 


 


 


 


 


 


 


 


 


 
























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





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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


 


 


 


 


 


 


 


 


 


 


 




K Financial and insurance activities


 


 


 


 


 


 


 


 


 


 


 




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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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


 


 


 


 


 


 


 


 


 


 


 




K Financial and insurance activities


 


 


 


 


 


 


 


 


 


 


 




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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Carrying 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



 


 


 


 


 


 


 


 


 


 


 





Term deposits withdrawable within the following 30 days



 


 


 


 


 


 


 


 


 


 


 





Term deposits not withdrawable within the following 30 days



 


 


 


 


 


 


 


 


 


 


 





Savings accounts



 


 


 


 


 


 


 


 


 


 


 





Wholesale funding*



 


 


 


 


 


 


 


 


 


 


 





Unsecured



 


 


 


 


 


 


 


 


 


 


 





Secured*



 


 


 


 


 


 


 


 


 


 


 
























CBD Annual - Liquidity and funding





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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) of Regulation (EU) No 575/2013




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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union controlled branches (stand alone)




SSM Categories






Table Own funds




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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 









ANNEX II

















CBD Quarterly - Reporters





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 





Non-trading financial assets mandatorily at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Financial assets designated at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Financial assets at fair value through other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Financial assets at amortised cost*



 


 


 


 


 


 


 


 


 


 


 





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 non-trading financial assets mandatorily at fair value through profit or loss, 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)



 


 


 


 


 


 


 


 


 


 


 





Modification gains or (-) losses, net



 


 


 


 


 


 


 


 


 


 


 





(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 at fair value through other comprehensive income)



 


 


 


 


 


 


 


 


 


 


 





(Financial assets at amortised cost)



 


 


 


 


 


 


 


 


 


 


 





(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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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)



 


 


 


 


 


 


 


 


 


 


 





Modification gains or (-) losses, net



 


 


 


 


 


 


 


 


 


 


 





(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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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)



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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*



 


 


 


 


 


 


 


 


 


 


 





Gains or (-) losses on financial instruments and exchange rate differences, excluding impairments*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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 financial assets mandatorily at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets designated at fair value through profit or loss



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets at fair value through other comprehensive income



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Financial assets at amortised cost



 


 


 


 


 


 


 


 


 


 


 





Debt securities



 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 





Derivatives–Hedge accounting



 


 


 


 


 


 


 


 


 


 


 





Intangible assets



 


 


 


 


 


 


 


 


 


 


 





TOTAL ASSETS*



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 





Equity instruments



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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





Cash balances at central banks and other demand deposits - Gross carrying amount of exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of performing exposures with forbearance measures of which under probation


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures*


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures


 


 


 


 


 


 


 


 


 


 


 




Cash balances at central banks and other demand deposits - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures


 


 


 


 


 


 


 


 


 


 


 




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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits*



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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






Cash balances at central banks and other demand deposits



 


 


 


 


 


 


 


 


 


 


 





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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Gross carrying amount - Assets without significant increase in credit risk since initial recognition (Stage 1)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Gross carrying amount - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Gross carrying amount - Credit-impaired assets (Stage 3)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Accumulated impairment - Assets without significant increase in credit risk since initial recognition (Stage 1)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Accumulated impairment - Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Accumulated impairment - Credit-impaired assets (Stage 3)




A. Large




B. Medium




C. Small




Foreign EA controlled subsidiaries (subconsolidated or stand-alone)




Foreign EA controlled branches (stand-alone)




Significant




Less significant





Financial assets at amortised cost


 


 


 


 


 


 


 


 


 


 


 




Financial assets at fair value through other comprehensive income


 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly ASSET QUALITY - GAAP FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Impaired debt instruments - Non-trading non-derivative 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



 


 


 


 


 


 


 


 


 


 


 




Specific allowances for credit risk


 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 




General allowances for credit risk and banking risk affecting carrying amount


 


 


 


 


 


 


 


 


 


 


 





Loans and advances



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly - ASSET QUALITY - NON-FINREP/DATA POINT FINREP





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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



 


 


 


 


 


 


 


 


 


 


 





of which: other collateralized loans



 


 


 


 


 


 


 


 


 


 


 























 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Carrying 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



 


 


 


 


 


 


 


 


 


 


 





Term deposits withdrawable within the following 30 days



 


 


 


 


 


 


 


 


 


 


 





Term deposits not withdrawable within the following 30 days



 


 


 


 


 


 


 


 


 


 


 





Savings accounts



 


 


 


 


 


 


 


 


 


 


 





Wholesale funding*



 


 


 


 


 


 


 


 


 


 


 





Unsecured



 


 


 


 


 


 


 


 


 


 


 





Secured*



 


 


 


 


 


 


 


 


 


 


 
























CBD Quarterly - Liquidity and funding





 



Domestic banking groups (consolidated) and stand-alone banks




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




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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 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-Union controlled subsidiaries (subconsolidated or stand alone)




Foreign non-Union controlled branches (stand alone)




Foreign Union controlled subsidiaries (subconsolidated or stand alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union controlled branches (stand-alone)




SSM Categories






Table Own funds




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 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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-Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign non-Union controlled branches (stand-alone)




Foreign Union controlled subsidiaries (subconsolidated or stand-alone)




Foreign Union 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