Annex I

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’