Annex 1

‘C 16.01 – OPERATIONAL RISK – OWN Funds Requirements (OPR OF)

Value

Own fund requirements

Risk exposure amount

of which: adjustments due to merge/acquisition of entities or activities

(Adjustments due to disposal of entities or activities)

0010

0020

0030

0040

0050

0010

Business indicator component and ASA

0020

Business indicator

0030

Interest, leases and dividend component

0040

ILDC related to the individual institution/consolidated Group (excluding entities considered by Article 314(3)

0050

ILDC for entities considered by Article 314(3)

0060

Services component

0070

Financial component

0080

ASA under Article 314(4) (Retail banking)

0090

ASA under Article 314(4) (Commercial banking)

0100

Memorandum Item:ILDC related to the Individual institution/consolidated Group, including entities considered by Article 314(3)

Other information

0110

Approach used for calculating FC

’

‘C 16.02 – OPERATIONAL RISK – Business Indicator Component (OPR BIC)

YEAR-3

YEAR-2

LAST YEAR

Accounting Value

Value – Prudential Boundary Approach

Accounting Value

Value – Prudential Boundary Approach

Accounting Value

Value – Prudential Boundary Approach

Average Value

0010

0020

0030

0040

0050

0060

0070

0010 – 0210

0010

Interest component

0020

Net Income

0030

Interest Income (including from leased assets (Financial & Operating))

0040

Interest Income

0050

Income from leased assets (Financial&Operating) other than Interest income

0060

Profits from leased assets (Financial&Operating)

0070

(Interest expenses (including from leased assets (Financial&Operating)))

0080

(Interest expenses)

0090

(Expenses for operating leased assets other than Interest expenses)

0100

(Losses from operating leased assets)

0110

Asset component

0120

Total assets

0130

Cash balances at central banks and other demand deposits

0140

Debt securities

0150

Loans and advances

0160

Derivatives

0170

Trading and economic hedges

0180

Hedge accounting

0190

Assets subject to leases

0200

Dividend component

0210

Dividend income

0220 – 0360

0220

Other operating income

0230

Other operating income from members belonging to the same IPS

0240

Profit from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations

0250

Other

0260

(Other operating expenses)

0270

(Other operating expenses to members belonging to the same IPS)

0280

(Total losses, expenses, provisions and other financial impacts due to operational risk events)

0290

(Losses from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations)

0300

(Other)

0310

Fee and commission income component

0320

Fee and commission income

0330

of which: from members belonging to the same IPS

0340

(Fee and commission expenses component)

0350

(Fee and commission expenses)

0360

(of which: to members belonging to the same IPS)

0370 – 0480

0370

Trading book component

0380

Net profit or (-)loss applicable to trading book

0390

Gains or (-) losses on financial assets and liabilities held for trading or trading, net

0400

Trading book – Gains or (-) losses from hedge accounting, net

0410

Trading book – Exchange differences [gain or (-) loss], net

0420

Banking book component

0430

Net profit or (-)loss applicable to banking book

0440

Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, net

0450

Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net

0460

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net

0470

Banking book – Gains or (-) losses from hedge accounting, net

0480

Banking book – Exchange differences [gain or (-) loss], net

’

‘C 16.03 – OPERATIONAL RISK BREAKDOWN (OPR BD) – Losses, expenses, provisions and other financial impacts resulting from operational risk events

Accounting Value

YEAR-3

YEAR-2

LAST YEAR

0010

0020

0030

0010 – 0080

Losses, expenses, provisions and other financial impacts due to operational risk events as follows:

0010

(Interest expenses)

0020

(Other Operating Expenses)

0030

(Administrative expenses)

0040

(Depreciation due to operational risk events)

0050

(Provisions or (-) reversal of provisions)

0060

(Impairment or (-) reversal of impairment)

0070

(Other)

0080

(Total)

’

‘C 16.04 – OPERATIONAL RISK – Information on subsidiaries subject to Article 314(3) CRR

Legal Entity name

LEI Code

ILDC

IC

AC

DC

Rows

0010

0020

0030

0040

0050

0060

...

’