ANNEX II
Third Country Branches' head undertaking reporting
HEAD UNDERTAKING TEMPLATES | ||||
Template number | Template code | Adressees | Legal basis | Name of the template /group of templates |
Quantitative information | ||||
1 | H 01.00 | Class 1 and 2 TCBs | Point (a) of Art.48k(2) CRD | Information on the head undertaking's group |
2 | H 02.00 | Class 1 and 2 TCBs | Point (a) of Art.48k(2) CRD | Information on selected subsidiaries and on other third-country branches of the third-country group in the Union |
3,1 | H 03.01 | Class 1 and 2 TCBs | Point (b) of Art.48k(2) CRD | Head undertaking’s compliance with the applicable prudential requirements in the third country (Basel III) |
4 | H 04.00 | Class 1 and 2 TCBs | Point (f) of Art.48k(2) CRD | Services provided by the head undertaking on the basis of reverse solicitation of services |
Qualitative information | ||||
3,2 | H 03.02 | Class 1 and 2 TCBs | Point (b) of Art.48k(2) CRD | Head undertaking’s compliance with the applicable prudential requirements in the third country (other than Basel III) |
5 | H 05.00 | Class 1 and 2 TCBs | Point (c) of Art.48k(2) CRD | Head undertaking’s significant supervisory reviews and assessments |
6 | H 06.00 | Class 1 and 2 TCBs | Point (d) of Art.48k(2) CRD | Head undertaking’s recovery plans |
7 | H 07.00 | Class 1 and 2 TCBs | Point (e) of Art.48k(2) CRD | Head undertaking’s business strategy |
H 01.00 - Information on the head undertaking's group |
Name | Country | Code | Type of code | Total assets | Total liabilities | ||
0010 | 0020 | 0030 | 0040 | 0050 | 0060 | ||
Ultimate head undertaking | 0010 | ||||||
Entities reported in H 02.00 | 0020 | ||||||
All other entities not reported in H 02.00 | 0030 | ||||||
Reporting TCB | 0040 | ||||||
Direct head undertaking of the reporting TCB | 0050 | ||||||
Other applicable head undertaking of the reporting TCB | 0060 | ||||||
H 02.00 - Information on selected subsidiaries and on other third-country branches of the TCG in the Union |
Selected subsidiaries and other TCBs of HU’s group in the Union | |||||||||
Name | Code | Type of code | National code | Type of entity | Member State of establishment | Competent authority | Total assets | Total liabilities | Is this entity an IPU? |
0010 | 0020 | 0030 | 0040 | 0050 | 0060 | 0070 | 0080 | 0090 | 0100 |
H 03.01 - Head undertaking’s compliance with the applicable prudential requirements in the third country (Basel III) |
Head undertaking: | ||
Consolidation level: | ||
Value / Percentage | ||
0010 | ||
Own funds and own funds requirements | ||
CET1 | ||
Capital Amount | 0010 | |
Capital ratio | 0020 | |
Requirement imposed by the jurisdiction | 0030 | |
Tier 1 | ||
Capital Amount | 0040 | |
Capital ratio | 0050 | |
Requirement imposed by the jurisdiction | 0060 | |
Total capital | ||
Capital Amount | 0070 | |
Capital ratio | 0080 | |
Requirement imposed by the jurisdiction | 0090 | |
Risk Weighted assets | ||
Amount | 0100 | |
Liquidity coverage ratio | ||
High quality liquid assets | 0110 | |
Net cash outflows | 0120 | |
LCR | 0130 | |
Net stable funding ratio | ||
Available amount of stable funding | 0140 | |
Required amount of stable funding | 0150 | |
NSFR | 0160 | |
Leverage ratio | ||
Capital measure | 0170 | |
Exposure measure | 0180 | |
Leverage ratio | 0190 | |
H 03.02 - Head undertaking’s compliance with the applicable prudential requirements in the third country (other than Basel III) |
Head undertaking: | ||
Consolidation level: | ||
Comment | ||
0010 | ||
Standards or legal framework applied for prudential requirements | 0010 | |
Own funds and own funds requirements | 0020 | |
Liquidity coverage ratio requirements | 0030 | |
Net stable funding ratio requirements | 0040 | |
Leverage ratio requirements | 0050 | |
H 04.00 - Services provided by the head undertaking to clients established or situated in the Union on the basis of reverse solicitation of services |
Head undertaking: | |||
Associated assets | Associated liabilities | Associated off-balance sheet items | ||
0010 | 0020 | 0030 | ||
1. Taking deposits and other repayable funds | 0010 | |||
2. Lending | 0020 | |||
6. Guarantees and commitments | 0030 | |||
H 05.00 - Significant supervisory reviews and assessments and the consequent supervisory decisions |
Head undertaking: | |||
Information item | Information value | Additional Comments | ||
0010 | 0020 | |||
Annual assessment performed by your home country supervisor on your head undertaking | Overall score | 0010 | ||
Risk elements assed by the third-country supervisor for the overall score: | 0020 | |||
Business Model & Profitability | 0021 | |||
Internal Governance | 0022 | |||
Capital adequacy | 0023 | |||
Credit Risk | 0024 | |||
Market Risk | 0025 | |||
IRR in the Banking Book | 0026 | |||
Operational Risk | 0027 | |||
Liquidity Risk | 0028 | |||
Inspections and other type of reviews performed by your home country supervisor on your head undertaking | On-site inspections | 0030 | ||
Thematic reviews | 0040 | |||
Deep dives | 0050 | |||
Decisions issued by the supervisor on the head undertaking | Capital decisions (additional Pillar II capital requirements, either binding or non-binding) | 0060 | ||
Liquidity decisions | 0070 | |||
Leverage decisions | 0080 | |||
Waivers | 0090 | |||
Approvals | 0100 | |||
Others | 0110 | |||
H 06.00 - Recovery plans and the specific measures that could be taken on the TCBs in accordance with those plans |
Head undertaking: | ||
1. Summary of the key features of the recovery plan of the head undertaking | 0010 | |
2. Measures that would impact the TCB in accordance with the recovery options designed by your head undertaking, in accordance with Article 48k(2), point (d) of Directive 2013/36/EU Please, provide the following details: - A summary of the recovery options that would impact the TCB. - For each recovery option, a quantification of its impact on the TCB in terms of capital, liquidity, assets & liabilities and profit & loss. | 0020 |
H 07.00 - Business strategy in relation to the TCBs |
Head undertaking: | ||
Summarise the key features of the head undertaking’s business strategy in relation to the TCB. | 0010 |