ANNEX I STANDARD FORMAT FOR DISCLOSURE OF INFORMATION IN RELATION TO THE COMPLIANCE OF INSTITUTIONS WITH THE REQUIREMENT FOR A COUNTERCYCLICAL CAPITAL BUFFER
Table 1 Geographical distribution of credit exposures relevant for the calculation of the countercyclical capital buffer
Row |
General credit exposures |
Trading book exposure |
Securitisation exposure |
Own funds requirements |
Own funds requirement weights |
Countercyclical capital buffer rate |
|||||||
Exposure value for SA |
Exposure value IRB |
Sum of long and short position of trading book |
Value of trading book exposure for internal models |
Exposure value for SA |
Exposure value for IRB |
Of which: General credit exposures |
Of which: Trading book exposures |
Of which: Securitisation exposures |
Total |
||||
010 |
020 |
030 |
040 |
050 |
060 |
070 |
080 |
090 |
100 |
110 |
120 |
||
010 |
Breakdown by country |
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Country:001 |
|||||||||||||
002 |
|||||||||||||
… |
|||||||||||||
NNN |
|||||||||||||
020 |
|||||||||||||
Table 2 Amount of institution-specific countercyclical capital buffer
Row |
Column |
|
010 |
||
010 |
Total risk exposure amount |
|
020 |
Institution specific countercyclical buffer rate |
|
030 |
Institution specific countercyclical buffer requirement |