1.In order to report information on the leverage ratio according to Article 430 (1) of Regulation (EU) No 575/2013 on an individual and a consolidated basis, institutions shall submit the information specified in Annex X according to the instructions in Annex XI, with a quarterly frequency.
2.The reporting of this data shall reflect the methodology applicable for the calculation of the leverage ratio, either as the simple arithmetic mean of monthly data over the quarter, as per Article 429(2) of Regulation (EU) No 575/2013, or, where competent authorities have exercised the derogation in Article 499 (3) of the Regulation (EU) No 575/2013, as end of quarter leverage ratio.
6.Where the threshold that is specified in paragraph 39 of Part II of Annex XI is in all cases not met, institutions shall be exempted from the requirement to report information as specified in paragraph 40 of Part II of Annex XI.
2.The reporting of the data shall be based on the methodology used for the calculation of the leverage ratio as end of quarter leverage ratio.
3.5. Institutions are required to report the information referred to in paragraph 2314 of Part II of Annex XI in the next reporting periodperiod, where oneany of the following conditions is met:
(a)(b) the derivatives share referred to in paragraph 157 of Part II of Annex XI exceeds 2,01,5 %.%;
(b)(a) the derivatives share referred to in paragraph 157 of Part II of Annex XI isexceeds more2,0 than 1,5 %;%.
The entry criteria ofset out in Article 4 shall apply, except for point (b) of the first subparagraph of this paragraph where institutions shall start reporting information from the next reporting reference date where they have exceeded the relevant applicable threshold on one reporting reference date.
4.Institutions for which the total notional value of derivatives as defined in paragraph 179 of Part II of Annex XI exceeds EUR 10 billion € shall report the information referred to in paragraph 2214 of Part II of Annex XI, evenirrespective thoughof whether their derivatives share does not fulfilfulfils the conditions describedreferred to in paragraph 3.
The entry criteria ofset out in Article 4 shall not apply for paragraph 4.apply. Institutions shall start reporting information from the next reporting reference date where they have exceeded the relevant applicable threshold on one reporting reference date.
5.3. Institutions are required to report the information referred to in paragraph 2215 of Part II of Annex XI in the next reporting period,period ifwhere oneany of the following conditions is met:
(a)(b) the credit derivatives volume referred to in paragraph 1810 of Part II of Annex XI exceeds EUR 500300 million.million;
(b)(a) the credit derivatives volume referred to in paragraph 1810 of Part II of Annex XI is more thanexceeds EUR 300500 million;million.
The entry criteria of Article 4 shall apply, except for point (b) where institutions shall start reporting information from the next reporting reference date where they have exceeded the relevant applicable threshold on one reporting reference datedate.