Annex I

Template number

Template code

Name of the template or group of templates

Short name

ENTITY INFORMATION, GROUP STRUCTURE AND DEPENDENCIES

1

Z 01.00

Organisational structure

ORG

INFORMATION ON ON- AND OFF-BALANCE SHEET ITEMS

2

Z 02.00

Liability Structure

LIAB

3

Z 03.00

Own funds requirements

OWN

4

Z 04.00

Intragroup financial interconnections

IFC

5,1

Z 05.01

Major counterparties (Liabilities)

MCP 1

5,2

Z 05.02

Major counterparties (off-balance sheet)

MCP 2

6

Z 06.00

Deposit insurance

DIS

CORE BUSINESS LINES, CRITICAL FUNCTIONS AND RELATED INFORMATION SYSTEMS AND FINANCIAL MARKET INFRASTRUCTURES

Critical functions and core business lines

7,1

Z 07.01

Criticality assessment of economic functions

FUNC 1

7,2

Z 07.02

Mapping of critical functions to legal entities

FUNC 2

7,3

Z 07.03

Mapping of core business lines to legal entities

FUNC 3

7,4

Z 07.04

Mapping of critical functions to core business lines

FUNC 4

8

Z 08.00

Critical services

SERV

FMI services - providers and users

9

Z 09.00

FMI Services - Providers and Users - Mapping to Critical Functions (FMI)

FMI 1

Information systems

10,1

Z 10.01

Critical Information systems (General information)

CIS 1

10,2

Z 10.02

Mapping of information systems

CIS 2

Entity

Direct Parent

Name

Code

LEI code

Entity type

Country

Included in prudential consolidation

Art 7 CRR Waiver

Art 10 CRR waiver

Total assets

Total Risk Exposure Amount

Leverage ratio exposure

Accounting standard

Contribution to total consolidated assets

Contribution to total consolidated risk exposure amount

Contribution to consolidated Leverage Ratio Exposure

Relevant legal entity

Name

Code

LEI code

Share Capital

Voting rights in the entity

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0180

0190

0200

0210

Counterparty

TOTAL

Households

Non-financial corporations (SMEs)

Non-financial corporations (non-SMEs)

Credit institutions

Other financial corporations

General governments & Central banks

Non identified, listed on a trading venue

Non identified, not listed on a trading venue

of which: intragroup

of which: liabilities governed by the law of a third-country, excluding intragroup

Row

Item

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0100

LIABILITIES EXCLUDED FROM BAIL-IN

0110

Covered deposits

0120

Secured liabilities - collateralised part

0130

Client liabilities, if protected in insolvency

0140

Fiduciary liabilities, if protected in insolvency

0150

Institution liabilities < 7 days

0161

System (operator) and CCP liabilities < 7 days

0170

Employee liabilities

0180

Liabilities critical to operational daily functioning

0190

Tax and social security authorities liabilities, if preferred

0200

DGS liabilities

0210

Liabilities towards other entities of the resolution group

0300

LIABILITIES NOT EXCLUDED FROM BAIL-IN

0310

Deposits, not covered but preferential

0311

of which: residual maturity <= 1 month

0312

of which: residual maturity > 1 month < 1 year

0313

of which: residual maturity >= 1 year and < 2 years

0314

of which: residual maturity >= 2 years

0320

Deposits, not covered and not preferential

0321

of which: residual maturity <= 1 month

0322

of which: residual maturity > 1 month < 1 year

0323

of which: residual maturity >= 1 year and < 2 years

0324

of which: residual maturity >= 2 years

0330

Balance sheet liabilities arising from derivatives

0331

Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, prior to collateral offset

0332

Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, post collateral offset

0333

Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, post collateral offset, incorporating estimated close-out amounts

0334

Sum of net liability positions taking into account prudential netting rules

0340

Uncollateralised secured liabilities

0341

of which: residual maturity <= 1 month

0342

of which: residual maturity > 1 month < 1 year

0343

of which: residual maturity >= 1 year and < 2 years

0344

of which: residual maturity >= 2 years

0350

Structured notes

0351

of which: residual maturity <= 1 month

0352

of which: residual maturity > 1 month < 1 year

0353

of which: residual maturity >= 1 year and < 2 years

0354

of which: residual maturity >= 2 years

0360

Senior unsecured liabilities

0361

of which: residual maturity <= 1 month

0362

of which: residual maturity > 1 month < 1 year

0363

of which: residual maturity >= 1 year and < 2 years

0364

of which: residual maturity >= 2 years

0365

Senior non-preferred liabilities

0366

of which: residual maturity <= 1 month

0367

of which: residual maturity > 1 month < 1 year

0368

of which: residual maturity >= 1 year and < 2 years

0369

of which: residual maturity >= 2 years

0370

Subordinated liabilities (not recognised as own funds)

0371

of which: residual maturity <= 1 month

0372

of which: residual maturity > 1 month < 1 year

0373

of which: residual maturity >= 1 year and < 2 years

0374

of which: residual maturity >= 2 years

0380

Other MREL eligible liabilities

0381

of which: residual maturity >= 1 year and < 2 years

0382

of which: residual maturity >= 2 years

0390

Non-financial liabilities

0400

Residual liabilities

0500

OWN FUNDS

0510

Common Equity Tier 1 Capital

0511

of which: capital instruments/share capital

0512

of which: instruments ranking pari passu with ordinary shares

0520

Additional Tier 1 capital

0521

of which: (part of) subordinated liabilities recognised as own funds

0530

Tier 2 Capital

0531

of which: (part of) subordinated liabilities recognised as own funds

0600

TOTAL LIABILITIES & OWN FUNDS INCLUDING DERIVATIVE LIABILITIES

Amount or Percentage

0010

0100

TOTAL RISK EXPOSURE AMOUNT

0110

Contribution to total consolidated risk exposure amount

0120

Total Exposure Measure

INITIAL CAPITAL AND LEVERAGE RATIO REQUIREMENT

0210

Initial capital

0220

Leverage Ratio Requirement

0300

TOTAL SREP CAPITAL REQUIREMENT (TSCR) RATIO

0310

TSCR: to be made up of CET1 capital

0320

TSCR: to be made up of Tier 1 capital

0400

COMBINED BUFFER REQUIREMENTS

0410

Capital Conservation Buffer

0420

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

0430

Institution-Specific Countercyclical Capital Buffer

0440

Systemic Risk Buffer

0450

Global Systemically Important Institution Buffer

0460

Other Systemically Important Institution Buffer

0500

Overall capital requirement (OCR) ratio

0510

OCR: to be made up of CET1 capital

0520

OCR: to be made up of Tier 1 capital

0600

OCR and Pillar 2 Guidance (P2G)

0610

OCR and P2G: to be made up of CET1 capital

0620

OCR and P2G: to be made up of Tier 1 capital

Issuer or guaranteed entity

Creditor, holder or guarantee provider

Financial interconnection

Entity name

Code

Entity name

Code

Type

Outstanding amount

of which issued under 3rd ctry law

of which MREL eligible

0010

0020

0030

0040

0050

0060

0070

0080

Counterparty

Type

Outstanding amount

Entity name

Code

Group or individual

Country

Sector

0010

0020

0030

0040

0050

0060

0070

Counterparty

Type

Amount

Entity name

Code

Group or individual

Country

Sector

0010

0020

0030

0040

0050

0060

0070

Legal Entity

DGS Membership

Institutional Protection Scheme

Additional protection under contractual scheme

Entity name

Code

DGS

Amount of covered deposits

0010

0020

0030

0040

0050

0060

Country:

Row

Economic functions

Quantitative Data

Criticality Assessment

ID

Economic function

Description of economic function

Market share

Monetary amount

Numeric indicator

Impact on market

Substitutability

Critical Function

0010

0020

0030

0040

0050

0060

0070

1

Deposits

0010

1,1

Households

0020

1,2

Non-financial corporations - SMEs

0030

1,3

Non-financial corporations - non-SMEs

0040

1,4

General Governments

0050

1,5

Other sectors/counterparties (1)

0060

1,6

Other sectors/counterparties (2)

0070

1,7

Other sectors/counterparties (2)

2

Lending

0080

2,1

Households - lending for house purchase

0090

2,2

Households - other lending

0100

2,3

Non-financial corporations - SMEs

0110

2,4

Non-financial corporations - non-SMEs

0120

2,5

General Governments

0130

2,6

Other sectors/counterparties (1)

0140

2,7

Other sectors/counterparties (2)

0150

2,8

Other sectors/counterparties (3)

3

Payments, Cash, Settlement, Clearing, Custody services

0160

3,1

Payment services to MFIs

0170

3,2

Payment services to non-MFIs

0180

3,3

Cash services

0190

3,4

Securities settlement services

0200

3,5

CCP clearing services

0210

3,6

Custody services

0220

3,7

Other services/activities/functions (1)

0230

3,8

Other services/activities/functions (2)

0240

3,9

Other services/activities/functions (3)

4

Capital Markets

0250

4,1

Derivatives held for trading - OTC

0260

4,2

Derivatives held for trading - non-OTC

0270

4,3

Secondary markets/trading (held-for-trading only)

0280

4,4

Primary Markets/underwriting

0290

4,5

Other services/activities/functions (1)

0300

4,6

Other services/activities/functions (2)

0310

4,7

Other services/activities/functions (3)

5

Wholesale Funding

0320

5,1

Borrowing

0330

5,2

Derivatives (assets)

0340

5,3

Lending

0350

5,4

Derivatives (liabilities)

0360

5,5

Other product types (1)

0370

5,6

Other product types (2)

0380

5.7

Other product types (3)

Critical functions

Legal entity

Monetary importance

Country

ID

Entity name

Code

Monetary amount

0010

0020

0030

0040

0050

Core business line

Legal entity

Core business line

Business Line ID

Description

Entity name

Code

0010

0020

0030

0040

0050

Critical functions

Core business line

Country

Function ID

Core business line

Business Line ID

0010

0020

0030

0040

Identifier

Service type

Service recipient

Service provider

Critical function

Estimated time for substitutability

Estimated time for access to contracts

Governing law

Resolution-proof contract

Entity Name

Code

Entity Name

Code

Part of the group

Country

ID

0005

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

User

Critical function

Provider

Governing law

Entity Name

Code

Country

ID

Financial Market Infrastructure (FMI)

Participation mode

Intermediary

Service Description

System Type

Name

FMI Code

Name

Code

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

Critical information system

Group Entity Responsible for the System

System Identification Code

Name

Type

Description

Entity Name

Code

0010

0020

0030

0040

0050

0060

System Identification Code

Group Entity user of the System

Critical service

Critical function

Entity Name

Code

Identifier

Country

ID

0010

0020

0030

0040

0050

0060