Annex I to Delegated Regulation (EU) 2015/63 is amended as follows:
(1) | the table in STEP 1 is replaced by the following: ‘Pillar | Indicator | Measures | Risk exposure | Leverage Ratio | Leverage Ratio as defined in Article 429 of Regulation (EU) No 575/2013 and reported in accordance with Annex X of Implementing Regulation (EU) 2021/451. | Risk exposure | Common Equity Tier 1 Capital Ratio | Common Equity Tier 1 Capital Ratio as defined in Article 92 of Regulation (EU) No 575/2013 and reported in accordance with Annex I to Implementing Regulation (EU) 2021/451. | Risk exposure | TRE/Total Assets | \left(\frac{\mathrm{TRE}}{\text{Total assets}}\right) where: TRE means the total risk exposure amount as defined in Article 92(3) of Regulation (EU) No 575/2013. Total assets are defined in Article 3(12) of this Regulation. | Stability and Variety of Funding | Net Stable Funding Ratio | Net Stable Funding Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013. | Stability and Variety of Funding | Liquidity Coverage Ratio | Liquidity Coverage Ratio as reported in accordance with Article 415 of Regulation (EU) No 575/2013 and with Delegated Regulation (EU) 2015/61. | Importance of an institution to the stability of the financial system or economy | Total amount of interbank loans and deposits in the Union | \mathrm{Interbank\ loans} + \mathrm{Interbank\ deposits} where: Interbank loans are defined as the sum of the carrying amounts of loans and advances to credit institutions and other financial corporations as reported in the relevant reporting templates under Annexes III and IV to Implementing Regulation (EU) 2021/451. Interbank deposits are defined as the carrying amount of the deposits of credit institutions and other financial corporations as reported in the relevant reporting templates under Annexes III and IV to Implementing Regulation (EU) 2021/451.’ |
|
(2) | in STEP 4, point 1, the table is replaced by the following: ‘Pillar | Indicator | Sign | Risk exposure | Leverage Ratio | – | Risk exposure | Common Equity Tier 1 Capital Ratio | – | Risk exposure | TRE/Total Assets | + | Stability and Variety of Funding | Net Stable Funding Ratio | – | Stability and Variety of Funding | Liquidity Coverage Ratio | – | Importance of an institution to the stability of the financial system or economy | Total amount of interbank loans and deposits in the Union | + | Additional risk indicators to be determined by the resolution authority | IPS Membership | – | Additional risk indicators to be determined by the resolution authority | Extent of previous extraordinary public financial support | +’ |
|