ANNEX XVII
Table EU CRC – Qualitative disclosure requirements related to CRM techniques
Free format text boxes for disclosure of qualitative information
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Legal basis
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Row number
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Free format
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Article 453 (a) CRR
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(a)
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A description of the core features of the policies and processes for on- and off-balance sheet netting and an indication of the extent to which institutions make use of balance sheet netting;
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Article 453 (b) CRR
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(b)
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The core features of policies and processes for eligible collateral evaluation and management;
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Article 453 (c) CRR
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(c)
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A description of the main types of collateral taken by the institution to mitigate credit risk;
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Article 453 (d) CRR
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(d)
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For guarantees and credit derivatives used as credit protection, the main types of guarantor and credit derivative counterparty and their creditworthiness used for the purposes of reducing capital requirements, excluding those used as part of synthetic securitisation structures;
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Article 453 (e) CRR
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(e)
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Information about market or credit risk concentrations within the credit mitigation taken;
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Template EU CR3 – CRM techniques overview: Disclosure of the use of credit risk mitigation techniques
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Unsecured carrying amount
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Secured carrying amount
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Of which secured by collateral
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Of which secured by financial guarantees
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Of which secured by credit derivatives
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a
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b
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c
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d
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e
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1
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Loans and advances
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2
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Debt securities
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3
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Total
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4
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Of which non-performing exposures
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EU-5
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Of which defaulted
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