| Risk Category | Tables and Templates | Format | Frequency |
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1 | Overview of risk management, key prudential metrics & RWA | KM2 – Key metrics – TLAC requirements (at resolution group level) | Fixed | Quarterly |
2 | Overview of risk management, key prudential metrics & RWA | OVA – Bank risk management approach | Flexible | Annual |
3 | Composition of capital & TLAC | CCA – Main features of regulatory capital instruments and of other TLAC-eligible instruments | Flexible | Quarterly |
4 | Composition of capital & TLAC | CC1 – Composition of regulatory capital | Fixed | Quarterly |
5 | Composition of capital & TLAC | CC2 – Reconciliation of regulatory capital to balance sheet | Fixed | Quarterly |
6 | Composition of capital & TLAC | TLAC1 – TLAC composition for G-SIBs (at resolution group level) | Fixed | Quarterly |
7 | Composition of capital & TLAC | TLAC2 – Material subgroup entity – creditor ranking at legal entity level | Fixed | Quarterly |
8 | Composition of capital & TLAC | TLAC3 – Resolution entity – creditor ranking at legal entity level | Fixed | Quarterly |
9 | Links between financial statements & regulatory exposures | LIA – Explanations of differences between accounting and regulatory exposure amounts | Flexible | Annual |
10 | Links between financial statements & regulatory exposures | LI1 – Differences between accounting and regulatory scopes of consolidation and mapping of financial statements with regulatory risk categories | Flexible | Annual |
11 | Links between financial statements & regulatory exposures | LI2 – Main sources of differences between regulatory exposure amounts and carrying values in financial statements | Flexible | Annual |
12 | Credit risk | CRA – General information about credit risk | Flexible | Annual |
13 | Credit risk | CR1 – Credit quality of assets | Fixed | Quarterly |
14 | Credit risk | CR2 – Changes in stock of defaulted loans and debt securities | Fixed | Quarterly |
15 | Credit risk | CRB – Additional disclosure related to the credit quality of assets | Flexible | Annual |
16 | Credit risk | CRC – Qualitative disclosure requirements related to credit risk mitigation techniques | Flexible | Annual |
17 | Credit risk | CR3 – Credit risk mitigation techniques – overview | Fixed | Quarterly |
18 | Credit risk | CRD – Qualitative disclosures on banks' use of external credit ratings under the standardised approach for credit risk | Flexible | Annual |
19 | Credit risk | CRE – Qualitative disclosures related to IRB models | Flexible | Annual |
20 | Credit risk | CR6 – IRB - Credit risk exposures by portfolio and PD range | Fixed | Quarterly |
21 | Credit risk | CR8 – RWA flow statements of credit risk exposures under IRB | Fixed | Quarterly |
22 | Credit risk | CR9 – IRB – Backtesting of probability of default (PD) per portfolio | Flexible | Annual |
23 | Counterparty credit risk | CCRA – Qualitative disclosure related to counterparty credit risk | Fixed | Quarterly |
24 | Counterparty credit risk | CCR1 – Analysis of counterparty credit risk (CCR) exposure by approach | Fixed | Quarterly |
25 | Counterparty credit risk | CCR2 – Credit valuation adjustment (CVA) capital charge | Fixed | Quarterly |
26 | Counterparty credit risk | CCR6 – Credit derivatives exposures | Flexible | Quarterly |
27 | Counterparty credit risk | CCR7 – RWA flow statements of CCR exposures under the Internal Model Method (IMM) | Fixed | Quarterly |
28 | Counterparty credit risk | CCR8 – Exposures to central counterparties | Fixed | Quarterly |
29 | Securitisation | SECA – Qualitative disclosure requirements related to securitisation exposures | Flexible | Annual |
30 | Securitisation | SEC1 – Securitisation exposures in the banking book | Flexible | Quarterly |
31 | Securitisation | SEC2 – Securitisation exposures in the trading book | Flexible | Quarterly |
32 | Securitisation | SEC3 – Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor | Fixed | Quarterly |
33 | Securitisation | SEC4 – Securitisation exposures in the banking book and associated capital requirements – bank acting as investor | Fixed | Quarterly |
34 | Macroprudential supervisory measures | GSIB1 – Disclosure of G-SIB indicators | Flexible | Annual |
35 | Leverage ratio | LR1 – Summary comparison of accounting assets vs leverage ratio exposure measure | Fixed | Quarterly |
36 | Leverage ratio | LR2 – Leverage ratio common disclosure template | Fixed | Quarterly |
37 | Liquidity | LIQ1 – Liquidity Coverage Ratio (LCR) | Fixed | Quarterly |
38 | Liquidity | LIQ2 – Net Stable Funding Ratio (NSFR) | Fixed | Quarterly |
39 | Remuneration | Remuneration - Table A | Fixed | Annual |
40 | Interest Rate Risk in the Banking Book | IRRBB Disclosure | Flexible | Annual |