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 |
FC.08 | Risk Concentration – Exposure by asset class and rating |
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
Currency area | Exposure | %
| |
| |
| |
| |
Total | | 100,00%
Exposure by sector
Sector | Exposure | %
| |
| |
| |
| |
Total | | 100,00%
Exposure by country
Country | Exposure | %
| |
| |
| |
| |
Total | | 100,00%
FC.08 Risk Concentration – Exposure by asset class and rating
Equity
| Exposure | Share of total assets
Total | |
National government, international financial organisation and central banks bonds
Rating | Exposure | %
AAA | |
AA | |
A | |
BBB | |
Non investment grade | |
Total | | 100,00%
Regional governments, local authorities and public sector entities bonds
Rating | Exposure | %
AAA | |
AA | |
A | |
BBB | |
Non investment grade | |
Total | | 100,00%
Corporate bonds
Rating | Exposure | %
AAA | |
AA | |
A | |
BBB | |
Non investment grade | |
Total | | 100,00%