Annex I

ANNEX I

Templates for reporting on intra-group trasactions (IGT) and risk concentration (RC)

Index

FC.00 Summary template

FC.01 Equity-type transactions, debt and asset transfers

FC.02 Derivatives

FC.03 Off-balance sheet and contingent liabilities

FC.04 Insurance-reinsurance

FC.05 P&L

FC.06 Risk Concentration - Exposure by counterparties

FC.07 Risk Concentration – Exposure by currency, sector, country

Exposure by currency

Exposure by sector

Exposure by country

FC.08 Risk Concentration – Exposure by asset class and rating

Equity

National government, international financial organisation and central banks bonds

Regional governments, local authorities and public sector entities bonds

Corporate bonds