Annex I

Template

Template Description

Short Name

Organisational Structure

Z 01.01

Legal Entities

ORG 1

Z 01.02

Ownership Structure

ORG 2

Aggregate Liability Data

Z 02.00

Liability Structure

LIAB 1

Z 03.01

Own Funds Requirement - Credit Institutions

LIAB 2

Z 03.02

Own Funds Requirement - Investment Firms

LIAB 3

Z 04.00

Intragroup Financial Interconnections

LIAB 4

Z 05.01

Major Liability Counterparties

LIAB 5

Z 05.02

Major Off Balance Sheet Counterparties

LIAB 6

Z 06.00

Deposit Insurance

LIAB 7

Critical Functions

Z 07.01

Criticality assessment of economic functions

FUNC 1

Z 07.02

Mapping of economic functions to legal entities

FUNC 2

Z 07.03

Mapping of core business lines to legal entities

FUNC 3

Z 07.04

Mapping of economic functions to core business lines

FUNC 4

Relevant Services

Z 08.01

Relevant Services

SERV 1

Z 08.02

Relevant Services – mapping to operational assets

SERV 2

Z 08.03

Relevant Services – mapping to roles

SERV 3

Z 08.04

Critical Services – mapping to critical functions

SERV 4

Z 08.05

Essential Services – mapping to core business lines

SERV 5

Financial Market Infrastructures

Z 09.01

FMI Services – Providers and Users

FMI 1

Z 09.02

FMI Services – Mapping to Critical and Essential FMIs

FMI 2

Z 09.03

FMI Services – Key Metrics

FMI 3

Z 09.04

FMI Services – CCPs – Alternative provider

FMI 4

Granular Liability Data

Z 11.00

Intragroup Liabilities, excluding Derivatives

LIAB G 1

Z 12.00

Securities (Including CET1, AT1 & Tier 2 Instruments; Excluding intragroup)

LIAB G 2

Z 13.00

All Deposits (excluding intragroup)

LIAB G 3

Z 14.00

Other financial Liabilities (not included in other tabs, excluding intragroup)

LIAB G 4

Z 15.00

Derivatives

LIAB G 5

Z 16.00

Secured Finance transactions, excluding intragroup

LIAB G 6

Z 17.00

Other Non-Financial Liabilities (not included in other tabs, excluding intragroup)

LIAB G 7

Entity

Entity name

Code

Type of code

Entity type

Country

LEI of POE of Resolution Group

Article 7 CRR Waiver

Article 8 CRR Waiver

Subject to Article 9 CRR

Article 10 CRR waiver

Total assets

Total Risk Exposure Amount

Total Exposure Measure

Total operating income

Accounting standard

Contribution to consolidated total risk exposure amount

Contribution to consolidated total exposure measure

Contribution to consolidated operating income

Relevant legal entity

0010

0020

0025

0040

0050

0055

0070

0080

0090

0100

0110

0150

0160

0170

0210

0260

0270

0280

0320

Investor

Investee

Ownership

Name

Code

Type of code

Name

Code

Type of code

International Branch

Share Capital

Voting rights in the entity

0010

0020

0030

0040

0050

0060

0070

0080

0090

Counterparty

Households

Non-financial corporations (SMEs)

Non-financial corporations (non-SMEs)

Credit institutions

Other financial corporations

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Of which Insurance firms & pension funds

Outstanding Amount

Carrying Amount

Row

Item

0010

0011

0020

0021

0030

0031

0040

0041

0050

0051

0055

0056

0100

LIABILITIES EXCLUDED FROM BAIL-IN

0110

Covered deposits

0120

Secured liabilities - collateralized 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

Uncollateralized 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

0800

TOTAL EQUITY

Counterparty

General governments & Central banks

Non identified, listed on a trading venue

Non identified, not listed on a trading venue

TOTAL

of which: intragroup

of which: liabilities governed by the law of a third-country, excluding intragroup

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Outstanding Amount

Carrying Amount

Row

Item

0060

0061

0070

0071

0080

0081

0090

0091

0100

0101

0110

0111

0100

LIABILITIES EXCLUDED FROM BAIL-IN

0110

Covered deposits

0120

Secured liabilities - collateralized 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

Uncollateralized 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

0800

TOTAL EQUITY

Amount or Percentage

0010

0100

Total Risk Exposure Amount

0120

Total Exposure Measure

0210

Initial capital

0220

Leverage Ratio Requirement

0300

Total SREP Capital Requirement (TSCR) ratio

0400

Combined Buffer Requirement

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

Amount

0010

0100

Total own funds requirement

0110

Own funds requirement

0120

Additional own funds requirement

0130

Additional own funds guidance

Issuer or guaranteed entity

Creditor, holder or guarantee provider

Financial interconnection

Entity name

Code

Type of code

Entity name

Code

Type of code

Outstanding amount

Type

of which issued under 3rd country law

of which MREL eligible

0010

0020

0025

0030

0040

0045

0050

0060

0070

0080

Counterparty

Type

Amount

Entity name

Code

Type of code

Group or individual

Country

Sector

0010

0020

0025

0030

0040

0050

0060

0070

Counterparty

Type

Amount

Entity name

Code

Type of Code

Group or individual

Country

Sector

0010

0020

0025

0030

0040

0050

0060

0070

Legal Entity

DGS Membership

Institutional Protection Scheme

Additional protection under contractual scheme

Entity name

Code

DGS

Amount of covered deposits

0010

0020

0030

0040

0050

0060

Country:

Sheet per Country plus (sub)region

Economic functions

Quantitative Data

ID

Economic function

Description of economic function

Market share

Total

Number of Clients

Total

Cross border value

Value on Accounts

Of which uninsured

Of which recurrent

Number of Accounts

Of which recurrent

Row

0010

0020

0030

0035

0036

0040

0050

0055

0060

1

Deposits

0010

1,1

Households

0020

1,2

Non-financial corporations - SMEs

0030

1,3

Non-financial corporations - non-SMEs

0040

1,4

General Governments

0050

1,5

Other sectors / counterparties (1)

0060

1,6

Other sectors / counterparties (2)

0070

1,7

Other sectors / counterparties (2)

Economic functions

Impact and substitutability analyses

Onboarding Capacity

Criticality assessment

Comments from the group

ID

Economic function

Nature and reach

Relevance

Market Structure

Timing

Ability for substitution

Number of accounts

Size indicator 1 (based on values)

Size indicator 2 (based on numbers)

Cross border indicator

Market share

Market concentration

Expected time for substitution

Legal barriers to market entry or expansion

Operational requirements

Number of applications from new customersover 1 working day (Number of accounts)

Impact on market

Substitutability

Critical Function

Row

0070

0080

0090

0100

0110

0120

0130

0140

0145

150

0160

0170

0180

1

Deposits

0010

1,1

Households

0020

1,2

Non-financial corporations - SMEs

0030

1,3

Non-financial corporations - non-SMEs

0040

1,4

General Governments

0050

1,5

Other sectors / counterparties (1)

0060

1,6

Other sectors / counterparties (2)

0070

1,7

Other sectors / counterparties (2)

Country:

Sheet per Country plus (sub)region

Economic functions

Quantitative Data

ID

Economic function

Description of economic function

Market share

Value outstanding

Number of Clients

Value outstanding – cross-border value

Row

0010

0020

0030

0040

0060

2

Lending

0080

2,1

Households - lending for house purchase

0090

2,2

Households - other lending

0100

2,3

Non-financial corporations - SMEs

0110

2,4

Non-financial corporations - non-SMEs

0120

2,5

General Governments

0130

2,6

Other sectors / counterparties (1)

0140

2,7

Other sectors / counterparties (2)

0150

2,8

Other sectors / counterparties (3)

Economic functions

Impact and substitutability analyses

Criticality assessment

ID

Economic function

Nature and reach

Relevance

Market Structure

Timing

Ability for substitution

Comments from the group

Size indicator 1 (based on values)

Size indicator 2 (based on numbers)

Cross border indicator

Market share

Market concentration

Expected time for substitution

Legal barriers to market entry or expansion

Operational requirements

Impact on market

Substitutability

Critical Function

Row

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0180

0190

2

Lending

0080

2,1

Households - lending for house purchase

0090

2,2

Households - other lending

0100

2,3

Non-financial corporations - SMEs

0110

2,4

Non-financial corporations - non-SMEs

0120

2,5

General Governments

0130

2,6

Other sectors / counterparties (1)

0140

2,7

Other sectors / counterparties (2)

0150

2,8

Other sectors / counterparties (3)

Country:

Sheet per Country plus (sub)region

Economic functions

Quantitative Data

ID

Economic function

Description of economic function

Market share

Value of transactions

Value of transaction of which recurrent

Value of open positions

Value of assets under custody

Cross border activities

Number of transactions

Number of Clients

Value of transactions

Value of open positions

Value of assets under custody

Row

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

3

Payments, Cash, Settlement, Clearing, Custody services

0160

3,1

Payment services to MFIs

0170

3,2

Payment services to non-MFIs

0172

3.2.1

(1) Households

0174

3.2.2

(2) Non-financial corporations - SMEs

0176

3.2.3

(3) Non-financial corporations – non-SMEs

0180

3,3

Cash services

0190

3,4

Securities settlement services

0200

3,5

CCP clearing services

0210

3,6

Custody services

0220

3,7

Other services / activities / functions (1)

0230

3,8

Other services / activities / functions (2)

0240

3,9

Other services / activities / functions (3)

Economic functions

Impact and substitutability analyses

Onboarding capacity

Criticality assessment

ID

Economic function

Nature and reach

Relevance

Market Structure

Timing

Ability for substitution

Number of accounts

Comments from the group

Size indicator 1 (based on values)

Size indicator 2 (based on numbers)

Cross border indicator

Market share

Market concentration

Expected time for substitution

Legal barriers to market entry or expansion

Operational requirements

Number of applications from new customersover 1 working day (Number)

Number of applications from new customersover 7 working days (Number)

Impact on market

Substitutability

Critical Function

Row

0120

0130

0140

0150

0160

0170

0180

0190

0200

0210

0230

0240

0250

0260

3

Payments, Cash, Settlement, Clearing, Custody services

0160

3,1

Payment services to MFIs

0170

3,2

Payment services to non-MFIs

0172

3.2.1

(1) Households

0174

3.2.2

(2) Non-financial corporations - SMEs

0176

3.2.3

(3) Non-financial corporations – non-SMEs

0180

3,3

Cash services

0190

3,4

Securities settlement services

0200

3,5

CCP clearing services

0210

3,6

Custody services

0220

3,7

Other services / activities / functions (1)

0230

3,8

Other services / activities / functions (2)

0240

3,9

Other services / activities / functions (3)

Country:

Sheet per Country plus (sub)region

Economic functions

Quantitative Data

ID

Economic function

Description of economic function

Market share

Notional amount

Carrying amount

Fee income

Cross border value

Number of Counterparties

Number of transactions

Notional amount

Carrying amount

Fee income

Row

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

4

Capital Markets

0250

4,1

Derivatives held for trading - OTC

0260

4,2

Derivatives held for trading - non-OTC

0270

4,3

Secondary markets / trading (held-for-trading only)

0280

4,4

Primary Markets / underwriting

0290

4,5

Other services / activities / functions (1)

0300

4,6

Other services / activities / functions (2)

0310

4,7

Other services / activities / functions (3)

Economic functions

Impact and substitutability analyses

Criticality assessment

ID

Economic function

Nature and reach

Relevance

Market Structure

Timing

Ability for substitution

Comments from the group

Size indicator 1 (based on values)

Size indicator 2 (based on numbers)

Cross border indicator

Market share

Market concentration

Expected time for substitution

Legal barriers to market entry or expansion

Operational requirements

Impact on market

Substitutability

Critical Function

Row

0110

0120

0130

0140

0150

0160

0170

0180

0190

0200

0210

0220

4

Capital Markets

0250

4,1

Derivatives held for trading - OTC

0260

4,2

Derivatives held for trading - non-OTC

0270

4,3

Secondary markets / trading (held-for-trading only)

0280

4,4

Primary Markets / underwriting

0290

4,5

Other services / activities / functions (1)

0300

4,6

Other services / activities / functions (2)

0310

4,7

Other services / activities / functions (3)

Country:

Sheet per Country plus (sub)region

Economic functions

Quantitative Data

ID

Economic function

Description of economic function

Market share

Gross carrying amount

Number of Counterparties

(Reverse) repurchase agreements

Cross border value

Value at Credit Institutions

Row

0010

0020

0030

0040

0050

0060

0070

5

Wholesale Funding

0320

5,1

Borrowing

0330

5,2

Derivatives (assets)

0340

5,3

Lending

0350

5,4

Derivatives (liabilities)

0360

5,5

Other product types (1)

0370

5,6

Other product types (2)

0380

5.7

Other product types (3)

Economic functions

Impact and substitutability analyses

Criticality assessment

ID

Economic function

Nature and reach

Relevance

Market Structure

Timing

Ability for substitution

Comments from the group

Size indicator 1 (based on values)

Size indicator 2 (based on numbers)

Cross border indicator

Market share

Market concentration

Expected time for substitution

Legal barriers to market entry or expansion

Operational requirements

Impact on market

Substitutability

Critical Function

Row

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0180

0190

5

Wholesale Funding

0320

5,1

Borrowing

0330

5,2

Derivatives (assets)

0340

5,3

Lending

0350

5,4

Derivatives (liabilities)

0360

5,5

Other product types (1)

0370

5,6

Other product types (2)

0380

5.7

Other product types (3)

Economic function

Legal entity

Monetary importance

Country

ID

Entity name

Code

Type of code

Monetary amount

0010

0020

0030

0040

0045

0050

Core Business line

Legal entity

Core business line

Business Line ID

Description

Entity name

Code

Type of code

0010

0020

0030

0040

0050

0060

Economic functions

Core Business line

Country

ID

Core Business line

Business Line ID

0010

0020

0030

0040

Service Identifier

Service type

Unique service title as per bank taxonomy

Service recipient

Service provider

Criticality

Contract ID

Governing law

Resolution-resilience

Critical ICT third party service provider under DORA

ICT service under DORA

Entity

Parent

Service delivery

Name

Code

Name

Code

Type of code

Name

Code

Type of code

Resolution-resilience features

Business Reorganization Plan (BRP)

Alternative mitigating actions

0005

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

0180

0190

Service Identifier

Service type

Unique service title as per bank taxonomy

Asset identifier

Type of asset

Name of asset

Criticality

Legal/contract type

Contract ID

Governing law

Resolution-resilient features

Resolution-resilience features

Business Reorganization Plan (BRP)

Alternative mitigating actions

0005

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

Service Identifier

Service type

Unique service title as per bank taxonomy

Role ID

Role Name

Department

Criticality

0005

0010

0020

0030

0040

0050

0060

Service Identifier

Service type

Unique service title as per bank taxonomy

Critical function

Country

ID

0005

0010

0020

0030

0040

Service Identifier

Service type

Unique service title as per bank taxonomy

Core business line

Name

ID

0005

0010

0020

0030

0040

ID representing combination of user, FMI, system type and intermediary

User

Provider

Entity name

Entity code

FMI

Intermediary

System type

FMI name (included in predefined list)

FMI name (not included in predefined list)

FMI Code

Operator of the FMI

Participation mode

Intermediary name

Intermediary code

Contract ID

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

Provider

Communication

Contracts and Services

Point of contact at FMI/ intermediary

Governing law

Resolution-resilient contract

Currencies relevant for reporting entity

Services provided to FMI/ intermediary

Services provided by FMI/ intermediary

Communication service providers

Other service providers enabling access to FMI

EUR

GBP

USD

CHF

JPY

Other currencies

FMI proprietary

SWIFT

Other communication service providers - Name

Name of additional service providers

Additional services

0130

0140

0150

0160

0170

0180

0190

0200

0210

0220

0230

0240

0250

0260

0270

0280

ID representing combination of user, FMI, system type and intermediary (IDFMI)

Critical FMI

Essential FMI

Country

Critical Function ID

Core Business Line ID

0010

0020

0030

0040

0050

0060

ID representing combination of user, FMI, system type and intermediary (IDFMI)

Segment (only for CCPs) (SEG)

Key metrics

Contribution to default fund

Initial margin on proprietary account

Initial margin on client accounts

Value of positions on proprietary accounts

Value of positions on client accounts

Number of clients covered by omnibus accounts

Number of clients covered by segregated accounts

Number of transactions on proprietary accounts

Number of transactions on client accounts

Value of transactions on proprietary accounts

Value of transactions on client accounts

Cumulated notional amount

Credit line

Peak of liquidity or collateral requirements

Estimated additional liquidity or collateral requirements in a stress situation

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

0110

0120

0130

0140

0150

0160

0170

ID representing combination of user, FMI, system type and intermediary (CCP only)

Product Type

Substitutability (Y/N)

Alternative provider

ID alternative provider

0010

0020

0030

0040

0050

N°

Reconciliation with aggregated data

Z11.00 - Intragroup Liabilities, excluding Derivatives

Row

Column

Insolvency Ranking

Contract Identifier

Name of the counterparty

Identifier of the counterparty

Type of identifier

Relationship with counterparty

Type of Liabillity

0010

0020

0021

0030

0040

0045

0050

0053

0055

0056

Z11.00 - Intragroup Liabilities, excluding Derivatives

Governing Law

If Third Country, Contractual Recognition

Outstanding Principal Amount

Accrued Interest

Currency

Issuance Date

Earliest Redemption Date

Legal Maturity

Amount of pledge, lien or collateral

Guarantor if applicable

Amount meeting the conditions for MREL eligibility

Qualifying as Own Funds

Amount Qualifying as Owns Funds

0060

0070

0080

0090

0100

0110

0120

0130

0150

0160

0175

0180

0190

N°

Reconciliation with aggregated data

Z12.00 - Securities (Including CET1, AT1 & Tier 2 Instruments; Excluding intragroup) (LIAB-G 2)

Row

Column

Insolvency Ranking

ISIN

Type of Instrument

Governing Law

If Third Country Law, Contractual Recognition

Currency

Outstanding Principal Amount

0010

0020

0030

0040

0050

0060

0070

0080

0090

0110

Z12.00 - Securities (Including CET1, AT1 & Tier 2 Instruments; Excluding intragroup) (LIAB-G 2)

Accrued Interest

Coupon Type

Current coupon rate (%)

Issue date

Earliest Redemption Date

Legal Maturity

Public/Private Placement

Paying Agent

Counterparty identifier

Type of identifier

0120

0130

0140

0150

0160

0170

0180

0190

0210

0215

Z12.00 - Securities (Including CET1, AT1 & Tier 2 Instruments; Excluding intragroup) (LIAB-G 2)

Exchanges Securities are Listed On

Settlement Systems

Registrar

Central Securities Depository

Amount of pledge, lien or collateral

Guarantor

Amount meeting the conditions for MREL eligibility

Qualifying as Own Funds

Amount Qualifying as Owns Funds

0220

0230

0240

0250

0270

0280

0305

0310

0320

N°

Reconciliation with aggregated data

Z13.00 - All Deposits (excluding intragroup) (LIAB-G 3)

Row

Column

Insolvency Ranking

Contract Identifier

Counterparty identifier

Type of identifier

Governing Law

Currency

Outstanding Principal Amount

Accrued Interest

Current Interest Rate (%)

Amount of pledge, lien or collateral

Amount meeting the conditions for MREL eligibility

Issuance Date for Term Deposits

Earliest Redemption Date

0010

0020

0025

0030

0035

0040

0045

0050

0060

0070

0080

0090

0110

0115

0120

0130

N°

Reconciliation with aggregated data

Z14.00 - Other financial Liabilities (not included in other tabs, excluding intragroup) (LIAB-G 4)

Row

Column

Insolvency Ranking

Contract Identifier

Name of the counterparty

Counterparty identifier

Type of identifier

Governing Law

Type of financial liabilities

If Third Country, Contractual Recognition

0010

0020

0030

0040

0050

0055

0060

0065

0070

0075

0080

Z14.00 - Other financial Liabilities (not included in other tabs, excluding intragroup) (LIAB-G 4)

Outstanding Principal Amount

Accrued Interest

Current Interest Rate (%)

Currency

Issuance Date

Earliest Redemption Date

Legal Maturity

Amount of pledge, lien or collateral

Guarantor

Amount meeting the conditions for MREL eligibility

Qualifying as Own Funds

Amount Qualifying as Owns Funds

0090

0100

0110

0120

0130

0140

0150

0170

0180

0205

0210

0220

N°

Reconciliation with aggregated data

Z15.00 - Derivatives (LIAB-G 5)

Column

Insolvency Ranking

Master Agreement ID

Type of Master Agreement

ISDA Protocol Adherent - Entity

Resolution Stay Recognition

Name of counterparty

Counterparty identifier

0010

0020

0030

0040

0050

0061

0071

0075

0080

Z15.00 - Derivatives (LIAB-G 5)

Type of identifier

Country of Counterparty

Intragroup Transaction

Governing law of master agreement/single contract

Number of Transactions Covered

Net Mark-to-Market Value

Value of Net Collateral Posted

Estimated Close-Out Amount

Estimated Early Termination Amount

0085

0090

0095

0100

0110

0120

0130

0140

0150

N°

Reconciliation with aggregated data

Z16.00 - Secured Finance, excluding intragroup (LIAB-G 6)

Column

Insolvency Ranking

Master Agreement ID

Type of MA

Name of the counterparty

Counterparty identifier

Type of identifier

Country of Counterparty

Governing Law of MA/single deal

Number of Transactions Covered

Net Amount of Funding Received

Net Amount of Collateral Posted

0010

0020

0030

0040

0050

0055

0060

0065

0070

0080

0090

0100

0110

N°

Reconciliation with aggregated data

Z17.00 - Other Non-Financial (not included in other tabs, excluding intragroup) (LIAB-G-7)

Row

Column

Insolvency Ranking

Contract Identifier

Counterparty identifier

Type of identifier

Governing Law

Type of non financial liabilities

Outstanding Amount

Currency

Date of Recognition

Date of Maturity

Qualifying as Own Funds

Amount Qualifying as Owns Funds

0010

0020

0030

0040

0050

0060

0065

0070

0080

0090

0100

0110

0120

0130

0140