Annex I - REPORTING ON THE MINIMUM REQUIREMENT FOR OWN FUNDS AND ELIGIBLE LIABILITIES

MREL AND TLAC TEMPLATES

Template number

Template code

Name of the template /group of templates

Short name

AMOUNTS: KEY METRICS OF MREL AND TLAC

1

M 01.00

Key metrics for MREL and TLAC (resolution groups / entities)

KM2

COMPOSITION AND MATURITY

2

M 02.00

MREL and TLAC capacity and composition (resolution groups / entities)

TLAC1

3

M 03.00

Internal MREL and internal TLAC

ILAC

4

M 04.00

Funding structure of eligible liabilities

LIAB-MREL

CREDITOR RANKING

5

M 05.00

Creditor ranking (entity that is not a resolution entity)

TLAC2

6

M 06.00

Creditor ranking (resolution entities)

TLAC3

CONTRACT SPECIFIC INFORMATION

7

M 07.00

Instruments governed by third-country law

MTCI

Minimum requirement for own funds and eligible liabilities (MREL)

Requirement for own funds and eligible liabilities for G-SIIs (TLAC)

0010

0020

Total risk exposure amount and total exposure measure

0100

TOTAL RISK EXPOSURE AMOUNT (TREA)

0110

TOTAL EXPOSURE MEASURE (TEM)

Own funds and eligibile liabilities

0200

OWN FUNDS AND ELIGIBLE LIABILITIES

0210

Of which: own funds and subordinated liabilities

0220

Of which governed by third country law

0230

Of which containing a write down and conversion clause as referred to in Article 55 of Directive 2014/59/EU

Other bailinable liabilities

0250

OTHER BAILINABLE LIABILITIES

0260

Of which governed by third country law

0270

Of which containing a write down and conversion clause as referred to in Article 55 of Directive 2014/59/EU

0280

Residual maturity of < 1 year

0285

Residual maturity of >= 1 year and < 2 years

0290

Residual maturity of >= 2 years

Ratios and subordination exemptions

0300

OWN FUNDS AND ELIGIBLE LIABILITIES AS A PERCENTAGE OF THE TREA

0310

Of which: own funds and subordinated liabilities

0320

OWN FUNDS AND ELIGIBLE LIABILITIES AS A PERCENTAGE OF THE TEM

0330

Of which own funds and subordinated liabilities

0340

Does the subordination exemption laid down in Article 72b(4) of Regulation (EU) No 575/2013 apply? (5 % exemption)

0350

Aggregate amount of permitted non-subordinated eligible liabilities instruments if the subordination discretion laid down in Article 72b(3) of Regulation (EU) No 575/2013 is applied (max 3.5 % exemption)

0360

Share of the total non-subordinated liabilities that is included in own funds and eligible liabilities

Minimum requirement for own funds and eligible liabilities (MREL)

G-SII Requirement for own funds and eligible liabilities (TLAC)

Memo item: Amounts eligible for the purposes of MREL, but not of TLAC

0010

0020

0030

0010

OWN FUNDS AND ELIGIBLE LIABILITIES

0020

(Eligible) Own funds

0030

Common Equity Tier 1 capital

0040

(Eligible) Additional Tier 1 capital

0050

(Eligible) Tier 2 capital

0060

Eligible liabilities

0070

Eligible liabilities items before adjustments

0080

of which: eligible liabilities considered as structurally subordinated

0090

Eligible liabilities subordinated to excluded liabilities

0100

Eligible liabilities instruments issued directly by the resolution entity (not grandfathered)

0110

Eligible liabilities instruments issued by other entities within the resolution group (not grandfathered)

0120

Eligible liabilities instruments issued prior to 27 June 2019

0130

Tier 2 instruments with a residual maturity of at least one year to the extent they do not qualify as Tier 2 items

0132

(-) Own eligible liabilities instruments subordinated to excluded liabilities

0135

(-) of which: unused prior permission amounts

0140

Eligible liabilities not subordinated to excluded liabilities

0150

Eligible liabilities that are not subordinated to excluded liabilities (not grandfathered, pre-cap)

0160

Eligible liabilities that are not subordinated to excluded liabilities issued prior to 27 June 2019 (pre-cap)

0162

(-) Own eligible liabilities instruments not subordinated to excluded liabilities

0165

(-) of which: unused prior permission amounts

0170

Amounts eligible after application of the cap of Article 72b(3) of Regulation (EU) No 575/2013 (not grandfathered)

0180

Amounts eligible after application of the cap of Article 72b (3) of Regulation (EU) No 575/2013, consisting of items issued prior to 27 June 2019

0190

(-) Deductions

0200

(-) Exposures between multiple point of entry (MPE) resolution groups

0211

(-) Investments in other eligible liabilities instruments

0220

Excess of deductions from eligible liabilities over eligible liabilities (deducted from Tier 2)

MEMORANDUM ITEMS

0400

CET1 (%) available after meeting the entity’s requirements

0410

Combined buffer requirement (%)

0420

of which: capital conservation buffer requirement

0430

of which: countercyclical buffer requirement

0440

of which: systemic risk buffer requirement

0450

of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer

0460

Investments in subordinated eligible liabilities of other institutions

0470

Investments in subordinated eligible liabilities of G-SIIs

0480

Investments in subordinated eligible liabilities of O-SIIs

0490

Investments in subordinated eligible liabilities of other institutions

0500

Excluded liabilities

0600

Ad hoc permissions for eligible liabilities items: Predetermined amount

0610

General prior permissions for eligible liabilities items: Predetermined amount

Internal MREL

Internal TLAC

0010

0020

0010

Level of application

Total risk exposure amount and total exposure measure

0100

Total risk exposure amount (TREA)

0110

Total exposure measure (TEM)

Eligible own funds and eligible liabilities

0200

Eligible own funds and eligible liabilties

0210

Eligible Own funds

0220

Common Equity Tier 1 capital (CET1)

0230

Eligible Additional Tier 1 capital

0240

Eligible Tier 2 capital

0250

Eligible liabilities and guarantees

0260

Eligible liabilities (excluding guarantees)

0265

(-) Own eligible liabilities instruments: Unused prior permission amounts

0270

Guarantees provided by the resolution entity and permitted by the resolution authority

0280

Memorandum item: Collateralised part of the guarantee

0290

(-) Own funds instruments and eligible liabilities instruments issued by non-resolution entities of the same resolution group

0293

(-) of which: Own funds instruments issued by liquidation entities

0295

Excess of deductions from eligible liabilities over eligible liabilities

Ratios of eligible own funds and eligible liabilities

0400

Own funds and eligible liabilities as a percentage of the TREA

0410

of which: permitted guarantees

0420

Own funds and eligible liabilities as a percentage of the TEM

0430

of which: permitted guarantees

0440

CET1 (%) available after meeting the entity’s requirements

Memorandum items

0500

Combined buffer requirement (%)

0510

of which: capital conservation buffer requirement

0520

of which: countercyclical buffer requirement

0530

of which: systemic risk buffer requirement

0540

of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer

0550

Other bail-inable liabilities

0560

of which: governed by third country law

0570

of which: containing a write down and conversion clause as referred to in Article 55 of Directive 2014/59/EU

0580

Residual maturity of < 1 year

0590

Residual maturity of >= 1 year and < 2 years

0600

Residual maturity of >= 2 years

0610

Excluded liabilities

0620

Own funds instruments issued by liquidation entities of the same resolution group

0630

Ratio of holdings of own funds instruments issued by liquidation entities over eligible own funds and eligible liabilities

Amount eligible for MREL / internal MREL

0010

0100

ELIGIBLE LIABILITIES

0200

Deposits, not covered and not preferential >= 1 year

0210

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

0220

of which: residual maturity >= 2 years

0230

of which: issued by subsidiaries

0300

Uncollateralized secured liabilities >= 1 year

0310

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

0320

of which: residual maturity >= 2 years

0330

of which: issued by subsidiaries

0400

Structured notes >= 1 year

0410

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

0420

of which: residual maturity >= 2 years

0430

of which: issued by subsidiaries

0500

Senior unsecured liabilities >= 1 year

0510

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

0520

of which: residual maturity >= 2 years

0530

of which: issued by subsidiaries

0600

Senior non-preferred liabilities >= 1 year

0610

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

0620

of which: residual maturity >= 2 years

0630

of which: issued by subsidiaries

0700

Subordinated liabilities (not recognised as own funds) >= 1 year

0710

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

0720

of which: residual maturity >= 2 years

0730

of which: issued by subsidiaries

0800

Other MREL eligible liabilities >= 1 year

0810

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

0820

of which: residual maturity >= 2 years

0830

of which: issued by subsidiaries

Insolvency rank

Type of creditor

Description of insolvency rank

Liabilities and own funds

Liabilities and own funds less excluded liabilities

of which: excluded liabilities

of which: own funds and eligible liabilities for the purpose of internal MREL

of which: with a residual maturity of

of which: perpetual securities

≥ 1 year < 2 years

≥ 2 year < 5 years

≥ 5 years < 10 years

≥ 10 years

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

Insolvency rank

Description of insolvency rank

Liabilities and own funds

Liabilities and own funds less excluded liabilities

of which: excluded liabilities

of which: own funds and eligible liabilities potentially eligible for meeting MREL

of which: with a residual maturity of

of which: perpetual securities

≥ 1 year < 2 years

≥ 2 year < 5 years

≥ 5 years < 10 years

≥ 10 years

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

Issuing entity

Contract identifier

Governing law (third country)

Contractual recognition of write down and conversion powers

Regulatory treatment

Amount

Rank in normal insolvency proceedings

Maturity

(First) Call date

Regu-latory call (Y/N)

Name

Code

Type of code

Type of own funds or eligible liabilities

Instrument type

Governing law

Insolvency rank

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140