ANNEX
Data required to identify G-SIIs
General Bank Data
Section 1: General Information | Response |
General information provided by the national supervisor: | |
Country code | |
Bank name | |
Submission date (yyyy-mm-dd) | |
General Information provided by the reporting institution: | |
Reporting date (yyyy-mm-dd) | |
Reporting currency | |
Euro conversion rate | |
Reporting unit | |
Accounting standard | |
Location of public disclosure |
Size Indicator
Section 2: Total Exposures | Amount |
Counterparty exposure of derivatives contracts (method 1) | |
Gross value of securities financing transactions (SFTs) | |
Counterparty exposure of SFTs | |
Other assets | |
Securities received in SFTs that are recognised as assets | |
Total on-balance sheet items (sum of items 2.a, 2.b, 2.c, and 2.d, minus 2.d.(1)) | |
Potential future exposure of derivative contracts (method 1) | |
Notional amount of off-balance sheet items with a 0 % CCF | |
Unconditionally cancellable credit card commitments | |
Other unconditionally cancellable commitments | |
Notional amount of off-balance sheet items with a 20 % CCF | |
Notional amount of off-balance sheet items with a 50 % CCF | |
Notional amount of off-balance sheet items with a 100 % CCF | |
Total off-balance sheet items (sum of items 2.f, 2.g, and 2.h through 2.j, minus 0,9 times the sum of items 2.g.(1) and 2.g.(2)) | |
Entities consolidated for accounting purposes but not for risk-based regulatory purposes: | |
On-balance sheet assets | |
Potential future exposure of derivatives contracts | |
Unconditionally cancellable commitments | |
Other off-balance sheet commitments | |
Investment value in the consolidated entities | |
Regulatory adjustments | |
Ancillary data: | |
Receivables for cash collateral posted in derivatives transactions | |
Net notional amount of credit derivatives | |
Net notional amount of credit derivatives for entities in item 2.l. | |
On and off-balance sheet exposures between entities included in item 2.l. | |
On and off-balance sheet exposures of entities included in item 2.l. to entities consolidated for risk-based regulatory purposes | |
On and off-balance sheet exposures of entities consolidated for risk-based regulatory purposes to entities included in item 2.l. | |
Total exposures for the calculation of the leverage ratio (January 2014 definition) | |
Total exposures indicator (sum of items 2.e, 2.k, 2.l.(1), 2.l.(2), 0,1 times 2.l.(3), 2.l.(4), minus the sum of items 2.l.(5) and 2.m) |
Interconnectedness Indicators
Section 3: Intra-Financial System Assets | Amount |
Funds deposited with or lent to other financial institutions | |
Certificates of deposit | |
Undrawn committed lines extended to other financial institutions | |
Holdings of securities issued by other financial institutions: | |
Secured debt securities | |
Senior unsecured debt securities | |
Subordinated debt securities | |
Commercial paper | |
Stock (including par and surplus of common and preferred shares) | |
Offsetting short positions in relation to the specific stock holdings included in item 3.c.(5) | |
Net positive current exposure of securities financing transactions with other financial institutions | |
Over-the-counter (OTC) derivatives with other financial institutions that have a net positive fair value: | |
Net positive fair value (include collateral held if it is within the master netting agreement) | |
Potential future exposure | |
Intra-financial system assets indicator (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)) |
Section 4: Intra-Financial System Liabilities | Amount |
Deposits due to depository institutions | |
Deposits due to non-depository financial institutions | |
Undrawn committed lines obtained from other financial institutions | |
Net negative current exposure of securities financing transactions with other financial institutions | |
OTC derivatives with other financial institutions that have a net negative fair value: | |
Net negative fair value (include collateral provided if it is within the master netting agreement) | |
Potential future exposure | |
Ancillary data: | |
Funds borrowed from other financial institutions | |
Certificates of deposit included in items 4.a and 4.b | |
Intra-financial system liabilities indicator (sum of items 4.a through 4.e.(2)) |
Section 5: Securities Outstanding | Amount |
Secured debt securities | |
Senior unsecured debt securities | |
Subordinated debt securities | |
Commercial paper | |
Certificates of deposit | |
Common equity | |
Preferred shares and any other forms of subordinated funding not captured in item 5.c. | |
Ancillary data: | |
Book value of equities for which a market price is unavailable | |
Securities outstanding indicator (sum of items 5.a through 5.g) |
Substitutability/Financial Institution Infrastructure Indicators
Section 6: Payments made in the reporting year (excluding intragroup payments) | Reported in | Amount in specified currency | Amount |
Australian dollars | AUD | ||
Brazilian real | BRL | ||
Canadian dollars | CAD | ||
Swiss francs | CHF | ||
Chinese yuan | CNY | ||
Euros | EUR | ||
British pounds | GBP | ||
Hong Kong dollars | HKD | ||
Indian rupee | INR | ||
Japanese yen | JPY | ||
Swedish krona | SEK | ||
United States dollars | USD | ||
Ancillary data: | |||
Mexican pesos | MXN | ||
New Zealand dollars | NZD | ||
Russian rubles | RUB | ||
Payments activity indicator (sum of items 6.a through 6.l) | |||
Section 7: Assets Under Custody | Amount |
Assets under custody indicator |
Section 8: Underwritten Transactions in Debt and Equity Markets | Amount |
Equity underwriting activity | |
Debt underwriting activity | |
Underwriting activity indicator (sum of items 8.a and 8.b) |
Complexity Indicators
Section 9: Notional Amount of Over-the-Counter (OTC) Derivatives | Amount |
OTC derivatives cleared through a central counterparty | |
OTC derivatives settled bilaterally | |
OTC derivatives indicator (sum of items 9.a and 9.b) |
Section 10: Trading and Available-for-Sale Securities | Amount |
Held-for-trading securities (HFT) | |
Available-for-sale securities (AFS) | |
Trading and AFS securities that meet the definition of Level 1 assets | |
Trading and AFS securities that meet the definition of Level 2 assets, with haircuts | |
Ancillary data: | |
Held-to-maturity securities | |
Trading and AFS securities indicator (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d) |
Section 11: Level 3 Assets | Amount |
Level 3 assets indicator |
Cross-Jurisdictional Activity Indicators
Section 12: Cross-Jurisdictional Claims | Amount |
Foreign claims on an ultimate risk basis (excluding derivatives activity) | |
Ancillary data: | |
Foreign derivative claims on an ultimate risk basis | |
Cross-jurisdictional claims indicator (item 12.a) |
Section 13: Cross-Jurisdictional Liabilities | Amount |
Foreign liabilities (excluding derivatives and local liabilities in local currency) | |
Any foreign liabilities to related offices included in item 13.a. | |
Local liabilities in local currency (excluding derivatives activity) | |
Ancillary data: | |
Foreign derivative liabilities on an ultimate risk basis | |
Cross-jurisdictional liabilities indicator (sum of items 13.a and 13.b, minus 13.a.(1)) |
Additional Indicators
Section 14: Ancillary Indicators | Amount |
Total liabilities | |
Retail funding | |
Wholesale funding dependence ratio (the difference between items 14.a and 14.b, divided by 14.a) | |
Foreign net revenue | |
Total net revenue | |
Total gross revenue | |
Gross value of cash lent and gross fair value of securities lent in SFTs | |
Gross value of cash borrowed and gross fair value of securities borrowed in SFTs | |
Gross positive fair value of over-the-counter (OTC) derivatives transactions | |
Gross negative fair value of OTC derivatives transactions | |
Amount in single units | |
Number of jurisdictions |