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Document 32019O0018

Guideline (EU) 2019/1386 of the European Central Bank of 7 June 2019 amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)

OJ L 232, 6.9.2019, p. 1–454 (BG, ES, CS, DA, DE, ET, EL, EN, FR, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)

Legal status of the document No longer in force, Date of end of validity: 31/01/2022; Implicitly repealed by 32021O0835

ELI: http://data.europa.eu/eli/guideline/2019/1386/oj

6.9.2019   

EN

Official Journal of the European Union

L 232/1

GUIDELINE (EU) 2019/1386 OF THE EUROPEAN CENTRAL BANK

of 7 June 2019

amending Guideline ECB/2014/15 on monetary and financial statistics (ECB/2019/18)

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

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

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

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

Whereas:

(1)

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

(2)

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

(3)

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

(4)

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

HAS ADOPTED THIS GUIDELINE:

Article 1

Amendments

Guideline ECB/2014/15 is amended as follows:

1.

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

‘(5)

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

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

2.

Article 26 is amended as follows:

(a)

the title is replaced by the following:

‘Article 26

Statistics on PFs’;

(b)

paragraph 1 is replaced by the following:

‘1.    Scope of reporting of data up to and including the fourth quarter of 2019

(a)   General

NCBs shall report to the ECB statistical information on PFs up to and including data for the fourth quarter of 2019, as laid down in paragraphs 1 to 5 of this Article and in accordance with Part 22 of Annex II. Data relating to PFs shall be transmitted on the basis of data currently available at national level. Where actual data are unavailable, estimates shall be provided on a best efforts basis.

The reporting population shall comprise PFs resident in the euro-area Member States.

(b)   Outstanding amounts and financial transactions

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

(c)

the following paragraphs 6 to 15 are added:

‘6.    Scope of reporting in accordance with Regulation (EU) 2018/231 (ECB/2018/2)

(a)   General

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

(b)   Flow adjustments

NCBs shall report to the ECB separate data on revaluation adjustments (covering both price and exchange-rate changes) and reclassification adjustments, in accordance with Part 24 of Annex II and with Annex IV.

Financial transactions, including adjustments, shall be derived in accordance with the ESA 2010.

NCBs may deviate from the ESA 2010 due to divergent national practices for the purposes of Article 5 (b) and (c) of Regulation (EU) 2018/231 (ECB/2018/2). Where asset-by-asset (a-b-a) stock information is available, revaluation adjustments may be derived in accordance with a common Eurosystem method, i.e. the flow-derivation method referred to in Part 7 of Annex IV.

Approximations of financial transactions on liabilities may be derived in line with Part 7 of Annex IV.

7.    Reporting frequency and deadline

(a)   NCBs shall report to the ECB the required quarterly data by close of business on the 10th working day following the deadline specified in Article 8(1) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the reporting of data for the third quarter of 2019, the fourth quarter of 2019 and the first quarter of 2020, this deadline is extended to the 35th working day following the abovementioned deadline for reference period Q3 of 2019, to the 30th working day following the abovementioned deadline for reference period Q4 of 2019 and to the 25th working day following the abovementioned deadline for reference period Q1 of 2020.

(b)   NCBs shall report to the ECB the required annual data by close of business on the 10th working day following the deadline specified in Article 8(2) of Regulation (EU) 2018/231 (ECB/2018/2). For a transitional period covering the first reporting of annual data for 2019, this deadline is extended to the 35th working day following the abovementioned deadline.

(c)   The exact transmission dates shall be communicated to NCBs in advance in the form of a reporting calendar provided by the ECB by September of each year.

(d)   In the first reporting of quarterly data to the ECB, NCBs shall be required to submit data on outstanding amounts. Flow adjustments shall be transmitted on a best efforts basis.

8.    Revision policy

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

(a)

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

(b)

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

(c)

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

9.    Derogations and grossing-up

To ensure the quality of the statistics on PFs, where NCBs grant derogations to small PFs in accordance with Article 7(1) of Regulation (EU) 2018/231 (ECB/2018/2), they shall gross up the quarterly PF data reported to the ECB to 100 % coverage.

NCBs may choose the procedure for grossing up to 100 % coverage based on the data collected in accordance with Article 7(1)(a) to (d) of Regulation (EU) 2018/231 (ECB/2018/2).

10.    Derivation of aggregated data for securities

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

(a)

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

(b)

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

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

NCBs shall transmit to the ECB best estimates on the PF holdings of IF shares/units broken down by main investment objective (i.e. bond funds, equity funds, mixed funds, real estate funds, hedge funds and other funds). These data may be derived by mapping the information provided on an s-b-s basis in accordance with Regulation (EU) 2018/231 (ECB/2018/2) to the information derived from the CSDB as the reference database.

If the IF shares/units held are not found in the CSDB, the NCBs shall estimate the missing data or use alternative sources to derive the data.

12.    Reporting of quarterly estimates for liabilities

NCBs shall transmit to the ECB quarterly estimates for liabilities of PFs derived in accordance with Article 4(2) of Regulation (EU) 2018/231 (ECB/2018/2).

13.    Valuation methods and/or accounting rules

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

14.    Explanatory notes

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

15.    Compilation approach

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

3.

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

Article 2

Taking effect and implementation

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

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

Article 3

Addressees

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

Done at Frankfurt am Main, 7 June 2019.

For the Governing Council of the ECB

The President of the ECB

Mario DRAGHI

(1)   OJ L 318, 27.11.1998, p. 8.

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

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

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

ANNEX

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

1.

Annex II is amended as follows:

(a)

Part 9 is replaced by the following:

‘PART 9

CBD Annual - Reporters

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Reporting population

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of stand alone credit institutions

 

 

 

 

 

 

 

 

 

 

 

No. of credit institutions consolidated in banking groups

 

 

 

 

 

 

 

 

 

 

 

No. of banking groups

 

 

 

 

 

 

 

 

 

 

 

Total number of credit institutions *

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Interest income*

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Financial assets designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Available-for-sale financial assets

 

 

 

 

 

 

 

 

 

 

 

Loans and receivables*

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Derivatives - Hedge accounting, interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 

Interest income on liabilities

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

(Financial liabilities held for trading )

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Financial liabilities measured at amortised cost)

 

 

 

 

 

 

 

 

 

 

 

(Derivatives - Hedge accounting, interest rate risk)

 

 

 

 

 

 

 

 

 

 

 

(Other liabilities)

 

 

 

 

 

 

 

 

 

 

 

(Interest expense on assets)

 

 

 

 

 

 

 

 

 

 

 

(Expenses on share capital repayable on demand)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Gains or (-) losses from hedge accounting, net

 

 

 

 

 

 

 

 

 

 

 

Exchange differences, net

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

(Commitments and guarantees given)

 

 

 

 

 

 

 

 

 

 

 

(Other provisions)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Financial assets measured at cost [unquoted equity])

 

 

 

 

 

 

 

 

 

 

 

(Available-for-sale financial assets)

 

 

 

 

 

 

 

 

 

 

 

(Loans and receivables [including finance leases])

 

 

 

 

 

 

 

 

 

 

 

(Held to maturity investments)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Property, plant and equipment)

 

 

 

 

 

 

 

 

 

 

 

(Investment properties)

 

 

 

 

 

 

 

 

 

 

 

(Goodwill)

 

 

 

 

 

 

 

 

 

 

 

(Intangible assets [other than goodwill])

 

 

 

 

 

 

 

 

 

 

 

(Other)

 

 

 

 

 

 

 

 

 

 

 

Negative goodwill recognised in profit or loss

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

Profit or (-) loss after tax from discontinued operations

 

 

 

 

 

 

 

 

 

 

 

Profit or (-) loss before tax from discontinued operations

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 

Attributable to minority interest

 

 

 

 

 

 

 

 

 

 

 

Attributable to owners of the parent

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Gains or (-) losses from hedge accounting, net

 

 

 

 

 

 

 

 

 

 

 

Exchange differences, net

 

 

 

 

 

 

 

 

 

 

 

Gains or (-) losses on derecognition of investments in subsidiaries, joint ventures and associates, net

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

(Commitments and guarantees given)

 

 

 

 

 

 

 

 

 

 

 

(Other provisions)

 

 

 

 

 

 

 

 

 

 

 

(Increases or (-) decreases of the fund for general banking risks, net)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Property, plant and equipment)

 

 

 

 

 

 

 

 

 

 

 

(Investment properties)

 

 

 

 

 

 

 

 

 

 

 

(Goodwill)

 

 

 

 

 

 

 

 

 

 

 

(Intangible assets [other than goodwill])

 

 

 

 

 

 

 

 

 

 

 

(Other)

 

 

 

 

 

 

 

 

 

 

 

Negative goodwill recognised in profit or loss

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

Extraordinary profit or (-) loss after tax

 

 

 

 

 

 

 

 

 

 

 

Extraordinary profit or loss before tax

 

 

 

 

 

 

 

 

 

 

 

(Tax expense or (-) income related to extraordinary profit or loss)

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 

Attributable to minority interest

 

 

 

 

 

 

 

 

 

 

 

Attributable to owners of the parent

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Net interest income

 

 

 

 

 

 

 

 

 

 

 

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Net fee and commission income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

Trading and foreign exchange results

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Net interest income*

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Net fee and commission income*

 

 

 

 

 

 

 

 

 

 

 

Trading and foreign exchange results*

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net*

 

 

 

 

 

 

 

 

 

 

 

(Total operating expenses)*

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR*

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Profitability and efficiency - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Return on Equity (RoE)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

No. of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

No. of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE < 0

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 0-5 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 5-10 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 10-15 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE 15-20 %

 

 

 

 

 

 

 

 

 

 

 

% of total banking assets of institutions with RoE > 20 %

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks and other demand deposits

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Financial assets designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Available-for-sale financial assets

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Fair value changes of the hedged items in portfolio hedge of interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Investments in associates, subsidiaries and joint ventures

 

 

 

 

 

 

 

 

 

 

 

Tangible assets

 

 

 

 

 

 

 

 

 

 

 

Intangible assets

 

 

 

 

 

 

 

 

 

 

 

Tax assets

 

 

 

 

 

 

 

 

 

 

 

Current tax assets

 

 

 

 

 

 

 

 

 

 

 

Deferred tax assets

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 

Non-current assets and disposal groups classified as held for sale

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Short positions

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Financial liabilities designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Financial liabilities measured at amortised cost

 

 

 

 

 

 

 

 

 

 

 

Deposit

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities measured at amortised cost

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Fair value changes of the hedged items in portfolio hedge of interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Current tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Deferred tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Other liabilities

 

 

 

 

 

 

 

 

 

 

 

Share capital repayable on demand (e.g. cooperative shares)

 

 

 

 

 

 

 

 

 

 

 

Liabilities included in disposal groups classified as held for sale

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

 

 

 

 

 

 

 

 

 

 

 

Share premium

 

 

 

 

 

 

 

 

 

 

 

Equity instruments issued other than capital

 

 

 

 

 

 

 

 

 

 

 

Other Equity

 

 

 

 

 

 

 

 

 

 

 

Accumulated other comprehensive income

 

 

 

 

 

 

 

 

 

 

 

Retained earnings

 

 

 

 

 

 

 

 

 

 

 

Revaluation reserves

 

 

 

 

 

 

 

 

 

 

 

Other Reserves

 

 

 

 

 

 

 

 

 

 

 

(Treasury shares)

 

 

 

 

 

 

 

 

 

 

 

Profit or loss attributable to owners of the parent

 

 

 

 

 

 

 

 

 

 

 

(Interim dividends)

 

 

 

 

 

 

 

 

 

 

 

Minority interest

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Given

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Other commitments

 

 

 

 

 

 

 

 

 

 

 

Received

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Other commitments

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks and other demand deposits

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading non-derivative financial assets measured at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loan and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading non-derivative financial assets measured at fair value to equity

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loan and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading debt instruments measured at a cost-based method

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Other non-trading non-derivative financial assets

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Fair value changes of the hedged items in portfolio hedge of interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Investments in associates, subsidiaries and joint ventures

 

 

 

 

 

 

 

 

 

 

 

Tangible assets

 

 

 

 

 

 

 

 

 

 

 

Intangible assets

 

 

 

 

 

 

 

 

 

 

 

Tax assets

 

 

 

 

 

 

 

 

 

 

 

Current tax assets

 

 

 

 

 

 

 

 

 

 

 

Deferred tax assets

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 

Non-current assets and disposal groups classified as held for sale

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Short positions

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Non-trading non-derivative financial liabilities measured at a cost-based method

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Fair value changes of the hedged items in portfolio hedge of interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Current tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Deferred tax liabilities

 

 

 

 

 

 

 

 

 

 

 

Other liabilities

 

 

 

 

 

 

 

 

 

 

 

Share capital repayable on demand (e.g. cooperative shares)

 

 

 

 

 

 

 

 

 

 

 

Liabilities included in disposal groups classified as held for sale

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

 

 

 

 

 

 

 

 

 

 

 

Share premium

 

 

 

 

 

 

 

 

 

 

 

Equity instruments issued other than capital

 

 

 

 

 

 

 

 

 

 

 

Other Equity

 

 

 

 

 

 

 

 

 

 

 

Accumulated other comprehensive income

 

 

 

 

 

 

 

 

 

 

 

Retained earnings

 

 

 

 

 

 

 

 

 

 

 

Revaluation reserves

 

 

 

 

 

 

 

 

 

 

 

Fair value reserves

 

 

 

 

 

 

 

 

 

 

 

Other Reserves

 

 

 

 

 

 

 

 

 

 

 

First consolidation differences

 

 

 

 

 

 

 

 

 

 

 

(Treasury shares)

 

 

 

 

 

 

 

 

 

 

 

Profit or loss attributable to owners of the parent

 

 

 

 

 

 

 

 

 

 

 

(Interim dividends)

 

 

 

 

 

 

 

 

 

 

 

Minority interest

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Given

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Other commitments

 

 

 

 

 

 

 

 

 

 

 

Received

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Other commitments

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Residual assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Investments in associates, subsidiaries and joint ventures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Residual liabilities

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Cash, cash balances at central banks

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Equity instruments*

 

 

 

 

 

 

 

 

 

 

 

Residual assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Investments in associates, subsidiaries and joint ventures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Deposits *

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Residual liabilities

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY*

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


CBD Annual -Balance sheet - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

of which: credit institutions

 

 

 

 

 

 

 

 

 

 

 

of which: other financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: non-financial corporations

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Memorandum items

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Subordinated financial liabilities

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

of which: credit institutions

 

 

 

 

 

 

 

 

 

 

 

of which: other financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: non-financial corporations

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Memorandum items

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Subordinated financial liabilities

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Balance sheet - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Asset quality - FINREP reporters (IFRS and GAAP)

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Forborne exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities - Gross carrying amount of exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of performing exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of performing exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations*

 

 

 

 

 

 

 

 

 

 

 

Households*

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Not past due or Past due <= 30 days

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Past due > 30 days <= 60 days

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of performing exposures - Past due > 60 days <= 90 days

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations*

 

 

 

 

 

 

 

 

 

 

 

Households*

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Unlikely to pay that are not past-due or past-due < = 90 days

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 90 days <= 180 days

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 180 days <= 1 year

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Past due > 1 year

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total gross carrying amount of non-performing exposures - Of which: defaulted

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Collateral received on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Financial guarantees received on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Asset quality - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Total gross carrying amount of impaired assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for individual assessed financial assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for collectively assessed financial assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Allowances for incurred but not reported losses

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Asset quality - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Impaired debt instruments - Non-trading debt instruments measured at a cost-based method

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Total gross carrying amount of impaired assets

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Allowances for individual assessed financial assets

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Allowances for collectively assessed financial assets

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Asset quality - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Gross carrying amount

 

 

 

 

 

 

 

 

 

 

 

Performing exposures

 

 

 

 

 

 

 

 

 

 

 

Non-performing exposures*

 

 

 

 

 

 

 

 

 

 

 

Forborne exposures

 

 

 

 

 

 

 

 

 

 

 

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions*

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - GEOGRAPHICAL CONCENTRATION

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total original exposure value

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Non-domestic original exposure

 

 

 

 

 

 

 

 

 

 

 

Total original exposure

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures in default

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposure value

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable residential property

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

Non-EU countries

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total exposures collateralized by immovable commercial property

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

Non-EU countries

 

 

 

 

 

 

 

 

 

 

 


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

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Domestic activities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Total assets

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Total liabilities

 

 

 

 

 

 

 

 

 

 

 

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expense)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

Profit or loss for the year

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Non-domestic activities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Total assets

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Total liabilities

 

 

 

 

 

 

 

 

 

 

 

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expense)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

Profit or loss for the year

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - COUNTERPARTY CONCENTRATION

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Large exposures (total)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Large exposures (total)

 

 

 

 

 

 

 

 

 

 

 

Large exposures - Over 10 % of capital or EUR 300 mln.

 

 

 

 

 

 

 

 

 

 

 

Large exposures - Institutions

 

 

 

 

 

 

 

 

 

 

 

Large exposures - Unregulated financial Entities

 

 

 

 

 

 

 

 

 

 

 


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

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to central banks

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to general governments

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Trade receivables

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to credit institutions

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Trade receivables

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to other financial corporations

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Trade receivables

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

 

 

 

 

 

 

 

 

 

 

 

Loans collateralized by immovable property

 

 

 

 

 

 

 

 

 

 

 

Other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees received

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to non-financial corporations

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Trade receivables

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

of which: project finance loans

 

 

 

 

 

 

 

 

 

 

 

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

 

 

 

 

 

 

 

 

 

 

 

Loans collateralized by immovable property

 

 

 

 

 

 

 

 

 

 

 

Other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees received

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Exposures to households

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

On demand [call] and short notice [current account]

 

 

 

 

 

 

 

 

 

 

 

Credit card debt

 

 

 

 

 

 

 

 

 

 

 

Trade receivables

 

 

 

 

 

 

 

 

 

 

 

Finance leases

 

 

 

 

 

 

 

 

 

 

 

Reverse repurchase loans

 

 

 

 

 

 

 

 

 

 

 

Other term loans

 

 

 

 

 

 

 

 

 

 

 

Advances that are not loans

 

 

 

 

 

 

 

 

 

 

 

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

of which: credit for consumption

 

 

 

 

 

 

 

 

 

 

 

of which: lending for house purchase

 

 

 

 

 

 

 

 

 

 

 

Memorandum items: Maximum amount of the collateral/guarantee that can be considered

 

 

 

 

 

 

 

 

 

 

 

Loans collateralized by immovable property

 

 

 

 

 

 

 

 

 

 

 

Other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees received

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loans and advances to non-financial corporations - Gross carrying amount

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

A

Agriculture, forestry and fishing

 

 

 

 

 

 

 

 

 

 

 

B

Mining and quarrying

 

 

 

 

 

 

 

 

 

 

 

C

Manufacturing

 

 

 

 

 

 

 

 

 

 

 

D

Electricity, gas, steam and air conditioning supply

 

 

 

 

 

 

 

 

 

 

 

E

Water supply

 

 

 

 

 

 

 

 

 

 

 

F

Construction

 

 

 

 

 

 

 

 

 

 

 

G

Wholesale and retail trade

 

 

 

 

 

 

 

 

 

 

 

H

Transport and storage

 

 

 

 

 

 

 

 

 

 

 

I

Accommodation and food service activities

 

 

 

 

 

 

 

 

 

 

 

J

Information and communication

 

 

 

 

 

 

 

 

 

 

 

L

Real estate activities

 

 

 

 

 

 

 

 

 

 

 

M

Professional, scientific and technical activities

 

 

 

 

 

 

 

 

 

 

 

N

Administrative and support service activities

 

 

 

 

 

 

 

 

 

 

 

O

Public administration and defence, compulsory social security

 

 

 

 

 

 

 

 

 

 

 

P

Education

 

 

 

 

 

 

 

 

 

 

 

Q

Human health services and social work activities

 

 

 

 

 

 

 

 

 

 

 

R

Arts, entertainment and recreation

 

 

 

 

 

 

 

 

 

 

 

S

Other services

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Loans and advances to non-financial corporations - Accumulated impairment or Accumulated changes in fair value due to credit risk

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

A

Agriculture, forestry and fishing

 

 

 

 

 

 

 

 

 

 

 

B

Mining and quarrying

 

 

 

 

 

 

 

 

 

 

 

C

Manufacturing

 

 

 

 

 

 

 

 

 

 

 

D

Electricity, gas, steam and air conditioning supply

 

 

 

 

 

 

 

 

 

 

 

E

Water supply

 

 

 

 

 

 

 

 

 

 

 

F

Construction

 

 

 

 

 

 

 

 

 

 

 

G

Wholesale and retail trade

 

 

 

 

 

 

 

 

 

 

 

H

Transport and storage

 

 

 

 

 

 

 

 

 

 

 

I

Accommodation and food service activities

 

 

 

 

 

 

 

 

 

 

 

J

Information and communication

 

 

 

 

 

 

 

 

 

 

 

L

Real estate activities

 

 

 

 

 

 

 

 

 

 

 

M

Professional, scientific and technical activities

 

 

 

 

 

 

 

 

 

 

 

N

Administrative and support service activities

 

 

 

 

 

 

 

 

 

 

 

O

Public administration and defence, compulsory social security

 

 

 

 

 

 

 

 

 

 

 

P

Education

 

 

 

 

 

 

 

 

 

 

 

Q

Human health services and social work activities

 

 

 

 

 

 

 

 

 

 

 

R

Arts, entertainment and recreation

 

 

 

 

 

 

 

 

 

 

 

S

Other services

 

 

 

 

 

 

 

 

 

 

 


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

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Derivatives

 

 

 

 

 

 

 

 

 

 

 

Short positions

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Certificates of deposits

 

 

 

 

 

 

 

 

 

 

 

Asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Hybrid contracts

 

 

 

 

 

 

 

 

 

 

 

Other debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Convertible compound financial instruments

 

 

 

 

 

 

 

 

 

 

 

Non-convertible

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities

 

 

 

 

 

 

 

 

 

 

 

FINANCIAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Derivatives

 

 

 

 

 

 

 

 

 

 

 

Short positions

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Current accounts / overnight deposits

 

 

 

 

 

 

 

 

 

 

 

Deposits with agreed maturity

 

 

 

 

 

 

 

 

 

 

 

Deposits redeemable at notice

 

 

 

 

 

 

 

 

 

 

 

Repurchase agreements

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Certificates of deposits

 

 

 

 

 

 

 

 

 

 

 

Asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Hybrid contracts

 

 

 

 

 

 

 

 

 

 

 

Other debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Convertible compound financial instruments

 

 

 

 

 

 

 

 

 

 

 

Non-convertible

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities

 

 

 

 

 

 

 

 

 

 

 

FINANCIAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Total amount received

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Retail funding

 

 

 

 

 

 

 

 

 

 

 

Sight deposits

 

 

 

 

 

 

 

 

 

 

 

Fixed-term deposits with an initial maturity < 30 days

 

 

 

 

 

 

 

 

 

 

 

Fixed-term deposits with an initial maturity > 30 days

 

 

 

 

 

 

 

 

 

 

 

Savings accounts

 

 

 

 

 

 

 

 

 

 

 

Wholesale funding*

 

 

 

 

 

 

 

 

 

 

 

Unsecured

 

 

 

 

 

 

 

 

 

 

 

Secured*

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Liquidity and funding

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Liquid assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

TOTAL UNADJUSTED LIQUID ASSETS*

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 1 assets excluding extremely high quality covered bonds

 

 

 

 

 

 

 

 

 

 

 

Withdrawable central bank reserves

 

 

 

 

 

 

 

 

 

 

 

Central bank assets

 

 

 

 

 

 

 

 

 

 

 

Central government assets

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 1 extremely high quality covered bonds

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 2A assets

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 2B assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Liquidity buffer*

 

 

 

 

 

 

 

 

 

 

 

Net liquidity outflow*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets referred to in Article 416

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other securities and money market instruments not reported elsewhere

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - equity securities of non-financial entities listed on a major index in a recognised exchange

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other equity securities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - gold

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - other precious metals

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as ‘medium risk’ or ‘medium/low risk’ under Annex I.

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - own funds after deduction have been applied where apropriate

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - retail deposits

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are not financial customers

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from customers that are financial customers

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities resulting from securities defined in Article 52(4) of Directive 2009/65/EC

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - other liabilities resulting from securities issued

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - liabilities from derivatives payables contracts

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING - any other liabilities

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Asset encumbrance

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution*

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by general governments

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets of which: issued by other entities of the group

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of encumbered assets of which: central bank's eligible

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by general governments

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution*

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by general governments

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets of which: issued by other entities of the group

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Carrying amount of non-encumbered assets of which: central bank's eligible

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

of which: covered bonds

 

 

 

 

 

 

 

 

 

 

 

of which: asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

of which: issued by general governments

 

 

 

 

 

 

 

 

 

 

 

of which: issued by financial corporations

 

 

 

 

 

 

 

 

 

 

 

of which: issued by non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Collateral received by the reporting institution

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Fair value of encumbered collateral received or own debt securities issued*

 

 

 

 

 

 

 

 

 

 

 

Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance*

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Table x.x

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

OWN FUNDS

 

 

 

 

 

 

 

 

 

 

 

TIER 1 CAPITAL*

 

 

 

 

 

 

 

 

 

 

 

COMMON EQUITY TIER 1 CAPITAL*

 

 

 

 

 

 

 

 

 

 

 

Capital instruments eligible as CET1 Capital

 

 

 

 

 

 

 

 

 

 

 

Paid up capital instruments

 

 

 

 

 

 

 

 

 

 

 

Memorandum item: Capital instruments not eligible

 

 

 

 

 

 

 

 

 

 

 

Share premium

 

 

 

 

 

 

 

 

 

 

 

(-) Own CET1 instruments

 

 

 

 

 

 

 

 

 

 

 

(-) Actual or contingent obligations to purchase own CET1 instruments

 

 

 

 

 

 

 

 

 

 

 

Retained earnings

 

 

 

 

 

 

 

 

 

 

 

Previous years retained earnings

 

 

 

 

 

 

 

 

 

 

 

Profit or loss eligible

 

 

 

 

 

 

 

 

 

 

 

Adjustments to CET1

 

 

 

 

 

 

 

 

 

 

 

Accumulated other comprehensive income

 

 

 

 

 

 

 

 

 

 

 

Other reserves

 

 

 

 

 

 

 

 

 

 

 

Funds for general banking risk

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to grandfathered CET1 Capital instruments

 

 

 

 

 

 

 

 

 

 

 

Minority interest given recognition in CET1 capital

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to additional minority interests

 

 

 

 

 

 

 

 

 

 

 

Adjustments to CET1 due to prudential filters

 

 

 

 

 

 

 

 

 

 

 

Other transitional adjustments to CET1 Capital

 

 

 

 

 

 

 

 

 

 

 

CET1 capital elements or deductions - other

 

 

 

 

 

 

 

 

 

 

 

Deductions from CET1

 

 

 

 

 

 

 

 

 

 

 

(-) Goodwill

 

 

 

 

 

 

 

 

 

 

 

(-) Other intangible assets

 

 

 

 

 

 

 

 

 

 

 

(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities

 

 

 

 

 

 

 

 

 

 

 

(-) IRB shortfall of credit risk adjustments to expected losses

 

 

 

 

 

 

 

 

 

 

 

(-) Defined benefit pension fund assets

 

 

 

 

 

 

 

 

 

 

 

(-) Excess of deduction from AT1 items over AT1 Capital

 

 

 

 

 

 

 

 

 

 

 

ADDITIONAL TIER 1 CAPITAL

 

 

 

 

 

 

 

 

 

 

 

Capital instruments eligible as AT1 Capital

 

 

 

 

 

 

 

 

 

 

 

Paid up capital instruments

 

 

 

 

 

 

 

 

 

 

 

Memorandum item: Capital instruments not eligible

 

 

 

 

 

 

 

 

 

 

 

Share premium

 

 

 

 

 

 

 

 

 

 

 

(-) Own AT1 instruments

 

 

 

 

 

 

 

 

 

 

 

(-) Actual or contingent obligations to purchase own AT1 instruments

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to grandfathered AT1 Capital instruments

 

 

 

 

 

 

 

 

 

 

 

Instruments issued by subsidiaries that are given recognition in AT1 Capital

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries

 

 

 

 

 

 

 

 

 

 

 

(-) Excess of deduction from T2 items over T2 Capital

 

 

 

 

 

 

 

 

 

 

 

Other transitional adjustments to AT1 Capital

 

 

 

 

 

 

 

 

 

 

 

Excess of deduction from AT1 items over AT1 Capital (deducted in CET1)

 

 

 

 

 

 

 

 

 

 

 

(-) Additional deductions of AT1 Capital due to Article 3 CRR

 

 

 

 

 

 

 

 

 

 

 

AT1 capital elements or deductions - other

 

 

 

 

 

 

 

 

 

 

 

TIER 2 CAPITAL

 

 

 

 

 

 

 

 

 

 

 

Capital instruments and subordinated loans eligible as T2 Capital

 

 

 

 

 

 

 

 

 

 

 

Paid up capital instruments and subordinated loans

 

 

 

 

 

 

 

 

 

 

 

Memorandum item: Capital instruments and subordinated loans not eligible

 

 

 

 

 

 

 

 

 

 

 

Share premium

 

 

 

 

 

 

 

 

 

 

 

(-) Own T2 instruments

 

 

 

 

 

 

 

 

 

 

 

(-) Actual or contingent obligations to purchase own T2 instruments

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans

 

 

 

 

 

 

 

 

 

 

 

Instruments issued by subsidiaries that are given recognition in T2 Capital

 

 

 

 

 

 

 

 

 

 

 

Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries

 

 

 

 

 

 

 

 

 

 

 

IRB Excess of provisions over expected losses eligible

 

 

 

 

 

 

 

 

 

 

 

SA General credit risk adjustments

 

 

 

 

 

 

 

 

 

 

 

Other transitional adjustments to T2 Capital

 

 

 

 

 

 

 

 

 

 

 

Excess of deduction from T2 items over T2 Capital (deducted in AT1)

 

 

 

 

 

 

 

 

 

 

 

(-) Additional deductions of T2 Capital due to Article 3 CRR

 

 

 

 

 

 

 

 

 

 

 

T2 capital elements or deductions - other

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Original exposure pre-conversion factors

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES*

 

 

 

 

 

 

 

 

 

 

 

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

SA exposure classes excluding securitisation positions

 

 

 

 

 

 

 

 

 

 

 

Central governments or central banks

 

 

 

 

 

 

 

 

 

 

 

Regional governments or local authorities

 

 

 

 

 

 

 

 

 

 

 

Public sector entities

 

 

 

 

 

 

 

 

 

 

 

Multilateral Development Banks

 

 

 

 

 

 

 

 

 

 

 

International Organisations

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates

 

 

 

 

 

 

 

 

 

 

 

Retail

 

 

 

 

 

 

 

 

 

 

 

Secured by mortgages on immovable property

 

 

 

 

 

 

 

 

 

 

 

Exposures in default

 

 

 

 

 

 

 

 

 

 

 

Items associated with particular high risk

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Claims on institutions and corporates with a short-term credit assessment

 

 

 

 

 

 

 

 

 

 

 

Collective investments undertakings (CIU)

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

Other items

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions SA

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)*

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when own estimates of LGD and/or Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate non-SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Qualifying revolving

 

 

 

 

 

 

 

 

 

 

 

Retail - Other SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Other non-SME

 

 

 

 

 

 

 

 

 

 

 

Equity IRB

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions IRB

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Value adjustments

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

SA exposure classes excluding securitisation positions

 

 

 

 

 

 

 

 

 

 

 

Central governments or central banks

 

 

 

 

 

 

 

 

 

 

 

Regional governments or local authorities

 

 

 

 

 

 

 

 

 

 

 

Public sector entities

 

 

 

 

 

 

 

 

 

 

 

Multilateral Development Banks

 

 

 

 

 

 

 

 

 

 

 

International Organisations

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates

 

 

 

 

 

 

 

 

 

 

 

Retail

 

 

 

 

 

 

 

 

 

 

 

Secured by mortgages on immovable property

 

 

 

 

 

 

 

 

 

 

 

Exposures in default

 

 

 

 

 

 

 

 

 

 

 

Items associated with particular high risk

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Claims on institutions and corporates with a short-term credit assessment

 

 

 

 

 

 

 

 

 

 

 

Collective investments undertakings (CIU)

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

Other items

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions SA

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when own estimates of LGD and/or Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate non-SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Qualifying revolving

 

 

 

 

 

 

 

 

 

 

 

Retail - Other SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Other non-SME

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions IRB

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Risk weighted exposure amounts

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*

 

 

 

 

 

 

 

 

 

 

 

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

 

 

 

 

 

 

 

 

 

 

 

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

SA exposure classes excluding securitisation positions

 

 

 

 

 

 

 

 

 

 

 

Central governments or central banks

 

 

 

 

 

 

 

 

 

 

 

Regional governments or local authorities

 

 

 

 

 

 

 

 

 

 

 

Public sector entities

 

 

 

 

 

 

 

 

 

 

 

Multilateral Development Banks

 

 

 

 

 

 

 

 

 

 

 

International Organisations

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates

 

 

 

 

 

 

 

 

 

 

 

Retail

 

 

 

 

 

 

 

 

 

 

 

Secured by mortgages on immovable property

 

 

 

 

 

 

 

 

 

 

 

Exposures in default

 

 

 

 

 

 

 

 

 

 

 

Items associated with particular high risk

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Claims on institutions and corporates with a short-term credit assessment

 

 

 

 

 

 

 

 

 

 

 

Collective investments undertakings (CIU)

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

Other items

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions SA

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when own estimates of LGD and/or Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate non-SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Qualifying revolving

 

 

 

 

 

 

 

 

 

 

 

Retail - Other SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Other non-SME

 

 

 

 

 

 

 

 

 

 

 

Equity IRB

 

 

 

 

 

 

 

 

 

 

 

Securitisation positions IRB

 

 

 

 

 

 

 

 

 

 

 

Other non credit-obligation assets

 

 

 

 

 

 

 

 

 

 

 

Risk exposure amount for contributions to the default fund of a CCP

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

 

 

 

 

 

 

 

 

 

 

 

Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)

 

 

 

 

 

 

 

 

 

 

 

Traded debt instruments

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

Foreign Exchange

 

 

 

 

 

 

 

 

 

 

 

Commodities

 

 

 

 

 

 

 

 

 

 

 

Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

 

 

 

 

 

 

 

 

 

 

 

OpR Basic indicator approach (BIA)

 

 

 

 

 

 

 

 

 

 

 

OpR Standardised (STA) / Alternative Standardised (ASA) approaches

 

 

 

 

 

 

 

 

 

 

 

OpR Advanced measurement approaches (AMA)

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

 

 

 

 

 

 

 

 

 

 

 

Advanced method

 

 

 

 

 

 

 

 

 

 

 

Standardised method

 

 

 

 

 

 

 

 

 

 

 

Based on OEM

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

 

 

 

 

 

 

 

 

 

 

 

OTHER RISK EXPOSURE AMOUNTS

 

 

 

 

 

 

 

 

 

 

 

Of which: Additional stricter prudential requirements based on Art 458

 

 

 

 

 

 

 

 

 

 

 

Of which: requirements for large exposures

 

 

 

 

 

 

 

 

 

 

 

Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property

 

 

 

 

 

 

 

 

 

 

 

Of which: due to intra financial sector exposures

 

 

 

 

 

 

 

 

 

 

 

Of which: Additional stricter prudential requirements based on Art 459

 

 

 

 

 

 

 

 

 

 

 

Of which: Additional risk exposure amount due to Article 3 CRR

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Expected loss amount

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when neither own estimates of LGD nor Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

IRB approaches when own estimates of LGD and/or Conversion Factors are used

 

 

 

 

 

 

 

 

 

 

 

Central governments and central banks

 

 

 

 

 

 

 

 

 

 

 

Institutions

 

 

 

 

 

 

 

 

 

 

 

Corporates - SME

 

 

 

 

 

 

 

 

 

 

 

Corporates - Specialised Lending

 

 

 

 

 

 

 

 

 

 

 

Corporates - Other

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Secured by real estate non-SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Qualifying revolving

 

 

 

 

 

 

 

 

 

 

 

Retail - Other SME

 

 

 

 

 

 

 

 

 

 

 

Retail - Other non-SME

 

 

 

 

 

 

 

 

 

 

 

Equity IRB

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Capital buffers and Pillar II requirements

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Combined buffer requirement

 

 

 

 

 

 

 

 

 

 

 

Capital conservation buffer

 

 

 

 

 

 

 

 

 

 

 

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State

 

 

 

 

 

 

 

 

 

 

 

Institution specific countercyclical capital buffer

 

 

 

 

 

 

 

 

 

 

 

Systemic risk buffer

 

 

 

 

 

 

 

 

 

 

 

Systemical important institution buffer

 

 

 

 

 

 

 

 

 

 

 

Global Systemically Important Institution buffer

 

 

 

 

 

 

 

 

 

 

 

Other Systemically Important Institution buffer

 

 

 

 

 

 

 

 

 

 

 

Own funds requirements related to Pillar II adjustments

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Credit risk - number of institutions by approach

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised Approach

 

 

 

 

 

 

 

 

 

 

 

Foundation IRB

 

 

 

 

 

 

 

 

 

 

 

Advanced IRB

 

 

 

 

 

 

 

 

 

 

 

Total number of institutions (using one or more of the credit risk approaches)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Market risk - number of institutions by approach

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Standardised Approach

 

 

 

 

 

 

 

 

 

 

 

Internal Models

 

 

 

 

 

 

 

 

 

 

 

Total number of institutions (using one or more of the market risk approaches)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Operational risk - number of institutions by approach

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Basic Indicator Approach

 

 

 

 

 

 

 

 

 

 

 

Standardised Approach / Alternative Standardised

 

 

 

 

 

 

 

 

 

 

 

Advanced Measurement Approach

 

 

 

 

 

 

 

 

 

 

 

Total number of institutions (using one or more of the operational risk approaches)

 

 

 

 

 

 

 

 

 

 

 


CBD Annual -Number of institutions

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12-16

 

 

 

 

 

 

 

 

 

 

 

>16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


CBD Annual - Assets

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Reporters

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Reporting population

A.

 Large

B.

 Medium

C.

 Small

Foreign euro area (EA) controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

No. of stand-alone credit institutions

 

 

 

 

 

 

 

 

 

 

 

No. of credit institutions consolidated in banking groups

 

 

 

 

 

 

 

 

 

 

 

No. of banking groups

 

 

 

 

 

 

 

 

 

 

 

Total number of credit institutions*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Profitability and efficiency - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Interest income*

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Financial assets designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Available-for-sale financial assets

 

 

 

 

 

 

 

 

 

 

 

Loans and receivables*

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Derivatives - Hedge accounting, interest rate risk

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 

Interest income on liabilities

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

(Financial liabilities held for trading )

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Financial liabilities measured at amortised cost)

 

 

 

 

 

 

 

 

 

 

 

(Derivatives - Hedge accounting, interest rate risk)

 

 

 

 

 

 

 

 

 

 

 

(Other liabilities)

 

 

 

 

 

 

 

 

 

 

 

(Interest expense on assets)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Gains or (-) losses from hedge accounting, net

 

 

 

 

 

 

 

 

 

 

 

Exchange differences, net

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

(Commitments and guarantees given)

 

 

 

 

 

 

 

 

 

 

 

(Other provisions)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

(Financial assets measured at cost [unquoted equity])

 

 

 

 

 

 

 

 

 

 

 

(Available-for-sale financial assets)

 

 

 

 

 

 

 

 

 

 

 

(Loans and receivables [including finance leases])

 

 

 

 

 

 

 

 

 

 

 

(Held to maturity investments)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly- Profitability and efficiency - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Gains or (-) losses from hedge accounting, net

 

 

 

 

 

 

 

 

 

 

 

Exchange differences, net

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly- Profitability and efficiency - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Net interest income

 

 

 

 

 

 

 

 

 

 

 

Interest income

 

 

 

 

 

 

 

 

 

 

 

(Interest expenses)

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Net fee and commission income

 

 

 

 

 

 

 

 

 

 

 

Fee and commission income

 

 

 

 

 

 

 

 

 

 

 

(Fee and commission expenses)

 

 

 

 

 

 

 

 

 

 

 

Trading and foreign exchange results

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

(Other operating expenses)

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

(Administration costs)

 

 

 

 

 

 

 

 

 

 

 

(Staff expenses)

 

 

 

 

 

 

 

 

 

 

 

(Other administrative expenses)

 

 

 

 

 

 

 

 

 

 

 

(Depreciation)

 

 

 

 

 

 

 

 

 

 

 

(Provisions or (-) reversal of provisions)

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Profitability and efficiency - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Consolidated Income Statement

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Net interest income*

 

 

 

 

 

 

 

 

 

 

 

Dividend income

 

 

 

 

 

 

 

 

 

 

 

Net fee and commission income*

 

 

 

 

 

 

 

 

 

 

 

Trading and foreign exchange results*

 

 

 

 

 

 

 

 

 

 

 

Other operating income

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net*

 

 

 

 

 

 

 

 

 

 

 

(Total operating expenses)*

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS

 

 

 

 

 

 

 

 

 

 

 

PROFIT OR (-) LOSS FOR THE YEAR*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks and other demand deposits

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Financial assets designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Available-for-sale financial assets

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Intangible assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Financial liabilities designated at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Financial liabilities measured at amortised cost

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Given

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Received

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks and other demand deposits

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading non-derivative financial assets measured at fair value through profit or loss

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loan and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading non-derivative financial assets measured at fair value to equity

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loan and advances

 

 

 

 

 

 

 

 

 

 

 

Non-trading debt instruments measured at a cost-based method

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Other non-trading non-derivative financial assets

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Derivatives–Hedge accounting

 

 

 

 

 

 

 

 

 

 

 

Intangible assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Financial liabilities held for trading

 

 

 

 

 

 

 

 

 

 

 

Derivatives held for trading

 

 

 

 

 

 

 

 

 

 

 

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Loan commitments, financial guarantees and other commitments

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Given

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 

Received

 

 

 

 

 

 

 

 

 

 

 

Loan commitments*

 

 

 

 

 

 

 

 

 

 

 

Financial guarantees*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Residual assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Deposits

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Residual liabilities

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Cash, cash balances at central banks

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Equity instruments*

 

 

 

 

 

 

 

 

 

 

 

Residual assets

 

 

 

 

 

 

 

 

 

 

 

TOTAL ASSETS*

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Financial assets held for trading

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liabilities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Deposits *

 

 

 

 

 

 

 

 

 

 

 

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Provisions

 

 

 

 

 

 

 

 

 

 

 

Residual liabilities

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Equity and minority interest

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Capital

 

 

 

 

 

 

 

 

 

 

 

TOTAL EQUITY*

 

 

 

 

 

 

 

 

 

 

 

TOTAL LIABILITIES AND EQUITY

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

General governments*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - BALANCE SHEET - FULL SAMPLE

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

General governments

 

 

 

 

 

 

 

 

 

 

 

Central banks

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly ASSET QUALITY- FINREP reporters (IFRS and GAAP)

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Forborne exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities - Gross carrying amount of exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of performing exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Debt securities - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of performing exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of performing exposures with forbearance measures of which under probation

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures*

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 

Loans and advances - Accumulated impairment, accumulated changes in fair value due to credit risk and provisions - non-performing exposures with forebearance measures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations*

 

 

 

 

 

 

 

 

 

 

 

Households*

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total gross carrying amount of non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations*

 

 

 

 

 

 

 

 

 

 

 

Households*

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances*

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Collateral received on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Financial guarantees received on non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Credit institutions

 

 

 

 

 

 

 

 

 

 

 

Other financial corporations

 

 

 

 

 

 

 

 

 

 

 

Non-financial corporations

 

 

 

 

 

 

 

 

 

 

 

Households

 

 

 

 

 

 

 

 

 

 

 

Off-balance sheet exposures

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly ASSET QUALITY - IFRS FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Total gross carrying amount of impaired assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for individual assessed financial assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for collectively assessed financial assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Allowances for incurred but not reported losses

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Loans and receivables

 

 

 

 

 

 

 

 

 

 

 

Held-to-maturity investments

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly ASSET QUALITY - GAAP FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Impaired debt instruments - Non-trading debt instruments measured at a cost-based method

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total gross carrying amount of impaired assets

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Allowances for individual assessed financial assets

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 

Allowances for collectively assessed financial assets

 

 

 

 

 

 

 

 

 

 

 

Loans and advances

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - ASSET QUALITY - NON-FINREP

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Non-performing exposures

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Gross carrying amount

 

 

 

 

 

 

 

 

 

 

 

Performing exposures

 

 

 

 

 

 

 

 

 

 

 

Non-performing exposures*

 

 

 

 

 

 

 

 

 

 

 

Forborne exposures

 

 

 

 

 

 

 

 

 

 

 

Accumulated impairment, accumulated changes in fair value due to credit risk and provisions*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - GEOGRAPHICAL CONCENTRATION

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total original exposure value

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian Federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 

Memorandum items

 

 

 

 

 

 

 

 

 

 

 

Non-domestic original exposure

 

 

 

 

 

 

 

 

 

 

 

Total original exposure

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total exposures in default

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian Federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total exposure value

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

AT

 

 

 

 

 

 

 

 

 

 

 

BE

 

 

 

 

 

 

 

 

 

 

 

BG

 

 

 

 

 

 

 

 

 

 

 

HR

 

 

 

 

 

 

 

 

 

 

 

CY

 

 

 

 

 

 

 

 

 

 

 

CZ

 

 

 

 

 

 

 

 

 

 

 

DK

 

 

 

 

 

 

 

 

 

 

 

EE

 

 

 

 

 

 

 

 

 

 

 

FI

 

 

 

 

 

 

 

 

 

 

 

FR

 

 

 

 

 

 

 

 

 

 

 

DE

 

 

 

 

 

 

 

 

 

 

 

EL

 

 

 

 

 

 

 

 

 

 

 

HU

 

 

 

 

 

 

 

 

 

 

 

IE

 

 

 

 

 

 

 

 

 

 

 

IT

 

 

 

 

 

 

 

 

 

 

 

LV

 

 

 

 

 

 

 

 

 

 

 

LT

 

 

 

 

 

 

 

 

 

 

 

LU

 

 

 

 

 

 

 

 

 

 

 

MT

 

 

 

 

 

 

 

 

 

 

 

NL

 

 

 

 

 

 

 

 

 

 

 

PL

 

 

 

 

 

 

 

 

 

 

 

PT

 

 

 

 

 

 

 

 

 

 

 

RO

 

 

 

 

 

 

 

 

 

 

 

SK

 

 

 

 

 

 

 

 

 

 

 

SI

 

 

 

 

 

 

 

 

 

 

 

ES

 

 

 

 

 

 

 

 

 

 

 

SE

 

 

 

 

 

 

 

 

 

 

 

UK

 

 

 

 

 

 

 

 

 

 

 

NO

 

 

 

 

 

 

 

 

 

 

 

US (United States)

 

 

 

 

 

 

 

 

 

 

 

HK (Hong Kong)

 

 

 

 

 

 

 

 

 

 

 

BR (Brazil)

 

 

 

 

 

 

 

 

 

 

 

CN (China)

 

 

 

 

 

 

 

 

 

 

 

JP (Japan)

 

 

 

 

 

 

 

 

 

 

 

CH (Switzerland)

 

 

 

 

 

 

 

 

 

 

 

MX (Mexico)

 

 

 

 

 

 

 

 

 

 

 

AU (Australia)

 

 

 

 

 

 

 

 

 

 

 

SG (Singapore)

 

 

 

 

 

 

 

 

 

 

 

TR (Turkey)

 

 

 

 

 

 

 

 

 

 

 

RU (Russian Federation)

 

 

 

 

 

 

 

 

 

 

 

KY (Cayman Islands)

 

 

 

 

 

 

 

 

 

 

 

IN (India)

 

 

 

 

 

 

 

 

 

 

 

KR (South Korea)

 

 

 

 

 

 

 

 

 

 

 

ZA (South Africa)

 

 

 

 

 

 

 

 

 

 

 

CA (Canada)

 

 

 

 

 

 

 

 

 

 

 


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

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Domestic activities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total assets

 

 

 

 

 

 

 

 

 

 

 

Total liabilities

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

Profit or loss for the year

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Non-domestic activities

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Total assets

 

 

 

 

 

 

 

 

 

 

 

Total liabilities

 

 

 

 

 

 

 

 

 

 

 

Total operating income, net

 

 

 

 

 

 

 

 

 

 

 

Profit or loss for the year

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - COUNTERPARTY CONCENTRATION - FINREP reporters (IFRS and GAAP)

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to central banks

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to general governments

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to credit institutions

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to other financial corporations

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to non-financial corporations

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

of which: project finance loans

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Exposures to households

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

LOANS AND ADVANCES*

 

 

 

 

 

 

 

 

 

 

 

of which: mortgage loans [Loans collateralized by immovable property]

 

 

 

 

 

 

 

 

 

 

 

of which: other collateralized loans

 

 

 

 

 

 

 

 

 

 

 

of which: credit for consumption

 

 

 

 

 

 

 

 

 

 

 

of which: lending for house purchase

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - FUNDING CONCENTRATION - FINREP reporters (IFRS and GAAP)

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-IFRS)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Certificates of deposits

 

 

 

 

 

 

 

 

 

 

 

Asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Hybrid contracts

 

 

 

 

 

 

 

 

 

 

 

Other debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Convertible compound financial instruments

 

 

 

 

 

 

 

 

 

 

 

Non-convertible

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities

 

 

 

 

 

 

 

 

 

 

 

FINANCIAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount (FINREP-GAAP)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Certificates of deposits

 

 

 

 

 

 

 

 

 

 

 

Asset-backed securities

 

 

 

 

 

 

 

 

 

 

 

Covered bonds

 

 

 

 

 

 

 

 

 

 

 

Hybrid contracts

 

 

 

 

 

 

 

 

 

 

 

Other debt securities issued

 

 

 

 

 

 

 

 

 

 

 

Convertible compound financial instruments

 

 

 

 

 

 

 

 

 

 

 

Non-convertible

 

 

 

 

 

 

 

 

 

 

 

Other financial liabilities

 

 

 

 

 

 

 

 

 

 

 

FINANCIAL LIABILITIES

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Total amount received

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Retail funding

 

 

 

 

 

 

 

 

 

 

 

Sight deposits

 

 

 

 

 

 

 

 

 

 

 

Fixed-term deposits with an initial maturity < 30 days

 

 

 

 

 

 

 

 

 

 

 

Fixed-term deposits with an initial maturity > 30 days

 

 

 

 

 

 

 

 

 

 

 

Savings accounts

 

 

 

 

 

 

 

 

 

 

 

Wholesale funding*

 

 

 

 

 

 

 

 

 

 

 

Unsecured

 

 

 

 

 

 

 

 

 

 

 

Secured*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Liquidity and funding

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Liquid assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

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

 

 

 

 

 

 

 

 

 

 

 

Withdrawable central bank reserves

 

 

 

 

 

 

 

 

 

 

 

Central bank assets

 

 

 

 

 

 

 

 

 

 

 

Central government assets

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 1 extremely high quality covered bonds

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 2A assets

 

 

 

 

 

 

 

 

 

 

 

Total unadjusted LEVEL 2B assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand alone)

Foreign EU controlled subsidiaries (subconsolidated or stand alone)

Foreign EU controlled branches (stand alone)

SSM Categories

LIQUIDITY COVERAGE

A.

 Large

B.

 Medium

C.

 Small

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

Foreign EA controlled branches (stand alone)

Significant

Less-Significant

Liquidity buffer*

 

 

 

 

 

 

 

 

 

 

 

Net liquidity outflow*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Amount extremely high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount high liquidity and credit quality

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 

Amount other assets

 

 

 

 

 

 

 

 

 

 

 

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - non-renewable loans and receivables reported in 1.9 that are collateralised by real estate

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - derivatives receivables

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - any other assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - assets deducted from own funds not requiring stable funding

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS REQUIRING STABLE FUNDING - undrawn committed credit facilities that qualify as ‘medium risk’ or ‘medium/low risk’ under Annex I.

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

ITEMS PROVIDING STABLE FUNDING

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

within three months

 

 

 

 

 

 

 

 

 

 

 

between three and 6 months

 

 

 

 

 

 

 

 

 

 

 

between 6 and 9 months

 

 

 

 

 

 

 

 

 

 

 

between 9 and 12 months

 

 

 

 

 

 

 

 

 

 

 

after 12 months

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Asset encumbrance

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution*

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets of which: issued by other entities of the group

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of encumbered assets of which: central bank's eligible

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution*

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets of which: issued by other entities of the group

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Carrying amount of non-encumbered assets of which: central bank's eligible

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Assets of the reporting institution

 

 

 

 

 

 

 

 

 

 

 

Loans on demand

 

 

 

 

 

 

 

 

 

 

 

Equity instruments

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

Loans and advances other than loans on demand

 

 

 

 

 

 

 

 

 

 

 

Other assets

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Collateral received by the reporting institution

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Fair value of encumbered collateral received or own debt securities issued*

 

 

 

 

 

 

 

 

 

 

 

Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance*

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Table x.x

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

OWN FUNDS

 

 

 

 

 

 

 

 

 

 

 

TIER 1 CAPITAL*

 

 

 

 

 

 

 

 

 

 

 

COMMON EQUITY TIER 1 CAPITAL*

 

 

 

 

 

 

 

 

 

 

 

Capital instruments eligible as common equity tier 1 (CET1) Capital

 

 

 

 

 

 

 

 

 

 

 

Retained earnings

 

 

 

 

 

 

 

 

 

 

 

Adjustments to CET1

 

 

 

 

 

 

 

 

 

 

 

Deductions from CET1

 

 

 

 

 

 

 

 

 

 

 

ADDITIONAL TIER 1 CAPITAL

 

 

 

 

 

 

 

 

 

 

 

TIER 2 CAPITAL

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Original exposure pre-conversion factors

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES*

 

 

 

 

 

 

 

 

 

 

 

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)*

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Value adjustments

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Risk weighted exposure amounts

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES*

 

 

 

 

 

 

 

 

 

 

 

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES

 

 

 

 

 

 

 

 

 

 

 

Standardised approach (SA)

 

 

 

 

 

 

 

 

 

 

 

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT

 

 

 

 

 

 

 

 

 

 

 

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK

 

 

 

 

 

 

 

 

 

 

 

OTHER RISK EXPOSURE AMOUNTS

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Expected loss amount

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Internal ratings based Approach (IRB)

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly- OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Capital buffers and Pillar II requirements

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

Combined buffer requirement

 

 

 

 

 

 

 

 

 

 

 

Capital conservation buffer

 

 

 

 

 

 

 

 

 

 

 

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State

 

 

 

 

 

 

 

 

 

 

 

Institution specific countercyclical capital buffer

 

 

 

 

 

 

 

 

 

 

 

Systemic risk buffer

 

 

 

 

 

 

 

 

 

 

 

Systemical important institution buffer

 

 

 

 

 

 

 

 

 

 

 

Global Systemically Important Institution buffer

 

 

 

 

 

 

 

 

 

 

 

Other Systemically Important Institution buffer

 

 

 

 

 

 

 

 

 

 

 

Own funds requirements related to Pillar II adjustments

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly -Number of institutions

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12-16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


CBD Quarterly - Assets

 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Solvency ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

16 - 20

 

 

 

 

 

 

 

 

 

 

 

> 20

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant

< 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 


 

Domestic banking groups (consolidated) and stand-alone banks

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

Foreign non-EU controlled branches (stand-alone)

Foreign EU controlled subsidiaries (subconsolidated or stand-alone)

Foreign EU controlled branches (stand-alone)

SSM Categories

Core Equity Tier 1 ratio (%)

A.

 Large

B.

 Medium

C.

 Small

Foreign EA controlled subsidiaries (subconsolidated or stand-alone)

Foreign EA controlled branches (stand-alone)

Significant

Less significant’

< 4

 

 

 

 

 

 

 

 

 

 

 

4 - 6

 

 

 

 

 

 

 

 

 

 

 

6 - 8

 

 

 

 

 

 

 

 

 

 

 

8 - 12

 

 

 

 

 

 

 

 

 

 

 

12 - 16

 

 

 

 

 

 

 

 

 

 

 

> 16

 

 

 

 

 

 

 

 

 

 

 

(b)

Part 22 is replaced by the following:

‘PART 22

PF statistics

Table

PF statistics (stocks and transactions)

Assets Pension Funds

 

Total

Domestic

Euro area Member States other than domestic

Rest of the world

Total

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

Non-MFIs

Total

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

Non-MFIs

Total

General government (S.13)

Non-MFIs excluding general government

Total

General government (S.13)

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

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

ICs (S.128)

PFs (S.129)

NFCs (S.11)

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

Total

Non-MMF investment funds (S.124)

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

ICs (S.128)

PFs (S.129)

NFCs (S.11)

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

Currency and deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

of which: Transferable deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Debt securities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 year and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Investment funds shares/units

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

MMF shares/units

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Non-MMF investment fund shares/units

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves and related claims  (1)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Remaining assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total non-financial assets

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


Liabilities Pension Funds

 

Total

Domestic

Euro area Member States other than domestic

Rest of the world

Total

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

Non-MFIs

Total

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

Non-MFIs

Total

General government (S.13)

Non-MFIs excluding general government

Total

General government (S.13)

Non-MFIs excluding general government

Total

Non-MMF investment funds (S.124)

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

ICs (S.128)

PFs (S.129)

NFCs (S.11)

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

Total

Non-MMF investment funds (S.124)

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

ICs (S.128)

PFs (S.129)

NFCs (S.11)

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

Debt securities issued

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Financial derivatives

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Loans

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Equity

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w listed shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Insurance technical reserves

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

of which: Pension entitlements (2)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Defined Contribution

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Defined Benefit

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Hybrid schemes

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Remaining liabilities

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Net worth

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c)

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

‘Table 2a

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

 

Total

Euro area

Rest of the world

Domestic

Euro area Member States other than domestic

Euro area Member States other than domestic

(country-by-country information)

European Stability Mechanism (ESM)

Total

Non-participating Member States

(country-by-country information)

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

ASSETS (F)

 

 

 

 

 

 

 

 

1.

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

 

 

 

 

 

 

 

 

up to 1 year (remaining until maturity)

 

 

 

 

 

 

 

 

over 1 year (remaining until maturity)

 

 

 

 

 

 

 

 

1x.

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

 

 

 

 

 

 

 

 

1.

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

 

 

 

 

 

 

 

 

2.

 Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

up to 1 year (original maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

1-2 years (original maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

over 2 years (original maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

up to 1 year (remaining until maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

1-2 years (remaining until maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

2-5 years (remaining until maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

Over 5 years (remaining until maturity)

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

issued by HHs & NPISHs

 

 

 

 

 

 

 

 

3.

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

 

 

 

 

 

 

 

 

original maturity up to 1 year - fair value

 

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

 

original maturity 1-5 years - fair value

 

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

 

original maturity over 5 years - fair value

 

 

 

 

 

 

 

 

to MFIs

 

 

 

 

 

 

 

 

to GG

 

 

 

 

 

 

 

 

to IFs

 

 

 

 

 

 

 

 

to OFIs

 

 

 

 

 

 

 

 

to ICs

 

 

 

 

 

 

 

 

to PFs

 

 

 

 

 

 

 

 

to NFCs

 

 

 

 

 

 

 

 

to HHs & NPISHs

 

 

 

 

 

 

 

 

up to 1 year remaining until maturity - fair value

 

 

 

 

 

 

 

 

1-2 years remaining until maturity - fair value

 

 

 

 

 

 

 

 

2-5 years remaining until maturity - fair value

 

 

 

 

 

 

 

 

over 5 years remaining until maturity - fair value

 

 

 

 

 

 

 

 

3x.

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

 

 

 

 

 

 

 

 

3.

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

 

 

 

 

 

 

 

 

original maturity up to 1 year - nominal value

 

 

 

 

 

 

 

 

original maturity 1-5 years - nominal value

 

 

 

 

 

 

 

 

original maturity over 5 years - nominal value

 

 

 

 

 

 

 

 

4.

 Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

 

4a.

 Equity of which listed shares

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

4b.

 Equity of which unlisted shares

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

4c.

 Equity of which other equity

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

issued by GG

 

 

 

 

 

 

 

 

issued by OFIs

 

 

 

 

 

 

 

 

issued by ICs

 

 

 

 

 

 

 

 

issued by PFs

 

 

 

 

 

 

 

 

issued by NFCs

 

 

 

 

 

 

 

 

5.

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

 

 

 

 

 

 

 

 

5a.

 MMF shares/units

 

 

 

 

 

 

 

 

5b.

 Non-MMF shares/units

 

 

 

 

 

 

 

 

Equity funds

 

 

 

 

 

 

 

 

Bond funds

 

 

 

 

 

 

 

 

Mixed funds

 

 

 

 

 

 

 

 

Real estate funds

 

 

 

 

 

 

 

 

Hedge funds

 

 

 

 

 

 

 

 

Other funds

 

 

 

 

 

 

 

 

6.

 Financial derivatives (ESA 2010: F.7)

 

 

 

 

 

 

 

 

7.

 Insurance technical reserves and related claims  (3)

 

 

 

 

 

 

 

 

8.

 Non-financial assets (ESA 2010: AN)

 

 

 

 

 

 

 

 

9.

 Remaining assets

 

 

 

 

 

 

 

 

10.

 Total assets

 

 

 

 

 

 

 

 

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

(d)

the following Part 24 is added:

‘PART 24

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

Table 1a

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

 

Total

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

Rest of the world (total)

 

MFIs (S.121+122)

Non-MFIs - Total

 

General government (S.13)

Other residents

Total

Non-MMF investment funds (S.124)

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

Insurance corporations (S.128)

Pension funds (S.129)

Non-financial corporations (S.11)

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

ASSETS (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

1

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

2

Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year and up to 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

over 2 years

 

 

 

 

 

 

 

 

 

 

 

 

 

3

Loans (ESA 2010: F.4)

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

4

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

5

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w bond funds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w equity funds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w mixed funds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w real estate funds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w hedge funds

 

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w other funds

 

 

 

 

 

 

 

 

 

 

 

 

 

6

Pension fund reserves (ESA 2010: F. 6)

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w reinsurance recoverables (F.61)

 

 

 

 

 

 

 

 

 

 

 

 

 

7

Financial derivatives (ESA 2010: F.7)

 

 

 

 

 

 

 

 

 

 

 

 

 

8

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

 

 

 

 

 

 

 

 

 

 

 

 

 

9

Non-financial assets

 

 

 

 

 

 

 

 

 

 

 

 

 


Table 1b  (4)

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

 

Total

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

Rest of the world (total)

 

MFIs (S.121+122)

Non-MFIs - Total

 

General government (S.13)

Other residents

Total

Non-MMF investment funds (S.124)

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

Insurance corporations (S.128)

Pension funds (S.129)

Non-financial corporations (S.11)

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

LIABILITIES (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

10

Loans received (ESA 2010: F.4)

 

 

 

 

 

 

 

 

 

 

 

 

 

Up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 1 and up to 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

Over 5 years

 

 

 

 

 

 

 

 

 

 

 

 

 

11

Debt securities issued (ESA 2010: F.3)

 

 

 

 

 

 

 

 

 

 

 

 

 

12

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

 

 

 

 

 

 

 

 

 

 

 

 

 

13

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

 

 

 

 

 

 

 

 

 

 

 

 

 

13.1

Pension entitlements (ESA 2010: F.63)

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w defined contribution schemes

 

 

 

 

 

 

 

 

 

 

 

 

 

o/w defined benefit schemes (6)

 

 

 

 

 

 

 

 

 

 

 

 

 

13.2

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

 

 

 

 

 

 

 

 

 

 

 

 

 

13.3

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

 

 

 

 

 

 

 

 

 

 

 

 

 

14

Financial derivatives (ESA 2010: F.71)

 

 

 

 

 

 

 

 

 

 

 

 

 

15

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

 

 

 

 

 

 

 

 

 

 

 

 

 

16

Net worth (ESA 2010: B.90)

 

 

 

 

 

 

 

 

 

 

 

 

 

Table 1c

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

 

Other euro area residents (except domestic)

 

BE

DE

EE

IE

EL

ES

FR

IT

CY

LV

LT

LU

MT

NL

AT

PT

SI

SK

FI

ASSETS (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Currency and deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

issued by non-MFIs

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

General government

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Other residents

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

issued by non-MFIs

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

General government

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Other residents

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

LIABILITIES (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 


 

Non-participating Member States

 

BG

CZ

DK

HR

HU

PL

RO

SE

UK

ASSETS (total)

 

 

 

 

 

 

 

 

 

 

Currency and deposits

 

 

 

 

 

 

 

 

 

 

Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

issued by non-MFIs

 

 

 

 

 

 

 

 

 

 

General government

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

Other residents

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

 

 

 

issued by MFIs

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

issued by non-MFIs

 

 

 

 

 

 

 

 

 

 

General government

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

Other residents

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

LIABILITIES (total)

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 


 

Main counterparties outside the EU

 

Brazil

Canada

China

Hong Kong

India

Japan

Russia

Switzerland

US

EU institutions

Other international organisations

Offshore financial centres (as a group)

ASSETS (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

Currency and deposits

 

 

 

 

 

 

 

 

 

 

 

 

 

Debt securities (ESA 2010: F.3)

 

 

 

 

 

 

 

 

 

 

 

 

 

up to 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

over 1 year

 

 

 

 

 

 

 

 

 

 

 

 

 

Equity (ESA 2010: F.51)

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

LIABILITIES (total)

 

 

 

 

 

 

 

 

 

 

 

 

 

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

 

 

 

 

 

 

 

 

 

 

 

 

 

Table 2

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

 

Total

 

Of which: active members

Of which: deferred members

Of which: retired members

Number of members’

 

 

 

 

2.

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

‘PART 2

DSDs and data flows/datasets

1.

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

2.

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

—

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

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

3.

Annex IV is amended as follows:

(a)

the heading is replaced by the following:

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

(b)

Part 1 is replaced by the following:

‘PART 1

General description of the procedure for deriving transactions

Section 1: Framework

1.

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

2.

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

3.

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

Further details and numerical examples are provided in the manuals on these statistics published on the ECB's website.

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

1.   Introduction

1.

 For BSI, IF, IC and PF statistics, the ECB calculates transactions by taking, for each asset and liability item, the difference between stock positions at end-period reporting dates and then removing the effect of developments that are not the result of transactions, i.e. “other changes”. “Other changes” are grouped into two main categories “reclassifications and other adjustments” and “revaluation adjustments”, with the latter covering revaluations due to changes in both prices and exchange rates (*4). National central banks (NCBs) report “reclassification and other adjustments” and “revaluation adjustments” to the ECB so that these non-transaction effects can be removed in the calculation of flow statistics.

In the case of BSI statistics, NCBs report adjustment data to the ECB in accordance with Part 1 of Annex II. The “revaluation adjustments” reported by the NCBs consist of write-offs/write-downs of loans and revaluation adjustments due to price changes. Revaluation adjustments due to changes in exchange rates are normally calculated by the ECB, but when NCBs are in a position to compile more accurate adjustments, they may also transmit these adjustments to the ECB directly (*5).

In the case of IF statistics, NCBs report adjustment data to the ECB in accordance with Part 17 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

In the case of IC statistics, NCBs report adjustment data to the ECB in accordance with Part 23 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

In the case of PF statistics, NCBs report adjustment data to the ECB in accordance with Part 24 of Annex II. The “revaluation adjustments” reported by the NCBs consist of revaluation adjustments due to price and exchange rate changes.

2.

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

2.   Reclassifications and other adjustments

1.

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

2.

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

3.

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

3.   Revaluation adjustments

1.

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

2.

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

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

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

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

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

(c)

the following part 7 is added:

‘PART 7

Flow adjustments: special features in PF statistics

Section 1: Introduction

1.

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

Section 2: Revaluation adjustments

1.

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

2.

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

—

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

—

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

3.

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

—

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

—

NCBs derive approximations based on data provided by PFs.

4.

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

—

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

—

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

—

NCBs derive approximations based on data provided by PFs.’

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

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

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

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

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

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

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

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

 

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

 

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

(4)  Quarterly estimates to be provided by NCBs

(5)  Total technical reserves may include life insurance

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

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

(8)  Quarterly estimates to be provided by NCBs

(9)  Quarterly estimates to be provided by NCBs

(10)  Quarterly estimates to be provided by NCBs

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