+ANNEX IX

ANNEX IX



ANNEX IX



Template EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer

 

a

b

c

d

e

f

g

h

i

j

k

l

m

General credit exposures

Relevant credit exposures – Market risk

Securitisation exposures Exposure value for non-trading book

Total exposure value

Own fund requirements

Risk-weighted exposure amounts

Own fund requirements weights (%)

Countercyclical buffer rate (%)

Exposure value under the standardised approach

Exposure value under the IRB approach

Sum of long and short positions of trading book exposures for SA

Value of trading book exposures for internal models

Relevant credit risk exposures - Credit risk

Relevant credit exposures – Market risk

Relevant credit exposures – Securitisation positions in the non-trading book

Total

010

Breakdown by country:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Country: 001

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Country: 002

 

 

 

 

 

 

 

 

 

 

 

 

 

 

…

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Country: NNN

 

 

 

 

 

 

 

 

 

 

 

 

 

020

Total

 

 

 

 

 

 

 

 

 

 

 

 

 



Template EU CCyB2 - Amount of institution-specific countercyclical capital buffer

 

a

1

Total risk exposure amount

 

2

Institution specific countercyclical capital buffer rate

 

3

Institution specific countercyclical capital buffer requirement

 

1. Ħarsa ġenerali

,

1.1 Referenzi

1.2 Rekwiżiti identifikati

1.3 Standards relatati

2. Rekwiżiti identifikati

Rekwiżiti

3. Standards relatati

Standards
  • Builddate: 08.01.2023 00:00:00 -Doknr: CELEX:32021R0637
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