INVESTMENT FIRMS TEMPLATES | |||
Template number | Template code | Name of the template /group of templates | Short name |
GROUP CAPITAL TEST | |||
11,1 | I 11.01 | OWN FUNDS COMPOSITION - GROUP CAPITAL TEST | I11.1 |
11,2 | I 11.02 | OWN FUND INSTRUMENTS - GROUP CAPITAL TEST | I11.2 |
11,3 | I 11.03 | INFORMATION ON SUBSIDIARIES UNDERTAKINGS | I11.3 |
I 11.01 - OWN FUNDS COMPOSITION - GROUP CAPITAL TEST (I11.1)
Rows | Item | Amount |
0010 | ||
0010 | OWN FUNDS | |
0020 | TIER 1 CAPITAL | |
0030 | COMMON EQUITY TIER 1 CAPITAL | |
0040 | Fully paid up capital instruments | |
0050 | Share premium | |
0060 | Retained earnings | |
0070 | Previous years retained earnings | |
0080 | Profit eligible | |
0090 | Accumulated other comprehensive income | |
0100 | Other reserves | |
0120 | Adjustments to CET1 due to prudential filters | |
0130 | Other funds | |
0145 | (-)TOTAL DEDUCTIONS FROM COMMON EQUITY TIER 1 | |
0150 | (-) Own CET1 instruments | |
0190 | (-) Losses for the current financial year | |
0200 | (-) Goodwill | |
0210 | (-) Other intangible assets | |
0220 | (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities | |
0230 | (-) Qualifying holding outside the financial sector which exceeds 15% of own funds | |
0240 | (-) Total qualifying holdings in undertaking other than financial sector entities which exceeds 60% of its own funds | |
0250 | (-) CET1 instruments of financial sector entites where the investment firm does not have a significant investment | |
0270 | (-) Defined benefit pension fund assets | |
0280 | (-) Other deductions | |
0295 | CET1: Other capital elements, deductions and adjustments | |
0300 | ADDITIONAL TIER 1 CAPITAL | |
0310 | Fully paid up, directly issued capital instruments | |
0320 | Share premium | |
0335 | (-) TOTAL DEDUCTIONS FROM ADDITIONAL TIER 1 | |
0340 | (-) Own AT1 instruments | |
0380 | (-) AT1 instruments of financial sector entities where the investment firm does not have a significant investment | |
0400 | (-) Other deductions | |
0415 | Additional Tier 1: Other capital elements, deductions and adjustments | |
0420 | TIER 2 CAPITAL | |
0430 | Fully paid up, directly issued capital instruments | |
0440 | Share premium | |
0455 | (-) TOTAL DEDUCTIONS FROM TIER 2 | |
0460 | (-) Own T2 instruments | |
0500 | (-) T2 instruments of financial sector entities where the parent does not have a significant investment | |
0525 | Tier 2: Other capital elements, deductions and adjustments |
I 11.02 - OWN FUND INSTRUMENTS - GROUP CAPITAL TEST (I11.2)
Amount | ||
Rows | Item | 0010 |
0010 | CET1 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities | |
0020 | AT1 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities | |
0030 | T2 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities | |
0040 | Holdings of financial sector entities in the investment firm group to the extent that they do not constitute own funds for the group entity the parent is invested in | |
0050 | Subordinated claims of financial sector entities in the investment firm group | |
0060 | Contingent liabilities in favour of entities in the investment firm group | |
0070 | Total own fund requirements for the subsidiary undertakings |
I 11.03: INFORMATION ON SUBSIDIARIES UNDERTAKINGS (I11.3)
Code | Type of code | Name of the undertaking | Parent / subsidiary | Country | Investments by the parent undertaking | Contingent liabilities of the parent in favour of the entity | Total own fund requirements | |||||||||||||||||||
CET1 | AT1 | T2 | Holdings | Subordinated claims | Permanent minimum capital | K-factor requirement | Fixed overhead requirements | |||||||||||||||||||
Assets under management | Client money held - Segregated | Client money held - Non - segregated | Assets safeguarded and administered | Client orders handled - Cash trades | Client orders handled - Derivatives Trades | K-Net positions risk requirement | Clearing margin given | Trading counterparty default | Daily trading flow - Cash trades | Daily trading flow - Derivative trades | K-Concentration risk requirement | |||||||||||||||
0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 | 0110 | 0120 | 0130 | 0140 | 0150 | 0160 | 0170 | 0180 | 0190 | 0200 | 0210 | 0220 | 0230 | 0240 | 0250 | 0260 | 0270 |