Template EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer
a | b | c | d | e | f | g | h | i | j | k | l | m | ||
General credit exposures | Relevant credit exposures – Market risk | Securitisation exposures Exposure value for non-trading book | Total exposure value | Own fund requirements | Risk-weighted exposure amounts | Own fund requirements weights (%) | Countercyclical buffer rate (%) | |||||||
Exposure value under the standardised approach | Exposure value under the IRB approach | Sum of long and short positions of trading book exposures for SA | Value of trading book exposures for internal models | Relevant credit risk exposures - Credit risk | Relevant credit exposures – Market risk | Relevant credit exposures – Securitisation positions in the non-trading book | Total | |||||||
010 | Breakdown by country: | |||||||||||||
Country: 001 | ||||||||||||||
Country: 002 | ||||||||||||||
... | ||||||||||||||
Country: NNN | ||||||||||||||
020 | Total | |||||||||||||
Template EU CCyB2 - Amount of institution-specific countercyclical capital buffer
a | ||
1 | Total risk exposure amount | |
2 | Institution specific countercyclical capital buffer rate | |
3 | Institution specific countercyclical capital buffer requirement | |