Guideline (EU) 2021/833 of the European Central Bank of 26 March 2021 on statisti... (32021O0833)
EU - Rechtsakte: 10 Economic and monetary policy and free movement of capital

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

 

 

 

 

 

 

 

 

 

 

 

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