+MEMORANDUM ITEMS

MEMORANDUM ITEMS

Section 17 - Size Items Amount

  • a. Exposure of insurance subsidiaries already included in prudential regulatory scope of consolidation
  • b. Quarterly average value of total exposures
  • c. Monthly average value of total exposures

Section 18 - Interconnectedness Items Amount

  • a. Intra-financial system assets indicator (old indicator)
  • b. Quarterly average value of intra-financial system assets
  • c. Monthly average value of intra-financial system assets
  • d. Intra-financial system liabilities indicator (old indicator)
  • e. Quarterly average value of intra-financial system liabilities
  • f. Monthly average value of intra-financial system liabilities
  • g. Securities outstanding indicator (old indicator)
  • h. Quarterly average value of securities outstanding
  • i. Monthly average value of securities outstanding

Section 19 - Substitutability/Financial Infra. Items Amount

  • a. Trading volume of securities issued by sovereigns, excluding intragroup transactions
  • b. Initial margin posted to central counterparties (CCPs) on behalf of clients
  • c. Initial margin posted to CCPs for the reporting group’s own account
  • d. Default fund contributions to CCPs
  • e. Other facilities to CCPs
  • f. Provision of settlement services in connection with centrally cleared transactions
  • g. Quarterly average value of assets under custody
  • h. Monthly average value of assets under custody

1. Przegląd

,

1.1 Odwołania

1.2 Zidentyfikowane wymagania

1.3 Powiązane normy

2. Zidentyfikowane wymagania

Wymagania

3. Powiązane normy

Normy
  • EBA -

    EN: Guidelines and other publications of the European Banking Authority (EBA), https://www.eba.europa.eu/. © European Banking Authority. Reproduction is authorised provided the source is acknowledged (EBA legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the versions published by the EBA are authoritative.

    DE: Leitlinien und weitere Veröffentlichungen der Europäischen Bankenaufsichtsbehörde (EBA), https://www.eba.europa.eu/. © European Banking Authority. Wiedergabe mit Quellenangabe gestattet (Rechtlicher Hinweis der EBA). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Maßgeblich sind allein die von der EBA veröffentlichten Fassungen.