Section 20 - Complexity Items Amount

• a. OTC derivatives indicator (old indicator)
• b. Notional amount of over-the-counter (OTC) derivatives, including insurance subsidiaries: (1) Cleared through a CCP where the group (including ins. subs.) acts as a financial intermediary (CCP-leg) (2) Cleared through a CCP where the group (including ins. subs.) acts as a financial intermediary (client-leg) (3) Cleared through a CCP where the group, including insurance subsidiaries, acts as an agent (4) Cleared through a CCP where the group, including insurance subsidiaries, trades on its own account
• c. OTC derivatives cleared through a central counterparty (LIBOR transition exclusion)
• d. Quarterly average value of the notional amount of over-the-counter (OTC) derivatives
• e. Monthly average value of the notional amount of over-the-counter (OTC) derivatives
• f. Quarterly average value of trading and available-for-sale securities
• g. Monthly average value of trading and available-for-sale securities
• h. Level 3 assets indicator (old indicator)
• i. Quarterly average value of Level 3 Assets
• j. Monthly average value of Level 3 Assets
• k. Level 2 assets, including insurance subsidiaries (1) Level 2 assets, including insurance subsidiaries, cleared through a CCP (2) Level 2 assets, including insurance subsidiaries, settled bilaterally (3) Other Level 2 assets, including insurance subsidiaries
• l. Average value of Level 2 assets, including insurance subsidiaries

Section 21 - Cross-Jurisdictional Activity Items Amount

• a. Cross-jurisdictional liabilities indicator (old indicator) (1) Foreign liabilities (excluding derivatives and local liabilities in local currency) (2) Any foreign liabilities to related offices included in item 21.a.(1) (3) Local liabilities in local currency (excluding derivatives activity)
• b. Local liabilities in local currency (including derivatives activity)
• c. Cross-jurisdictional local claims in local currency (excluding derivatives activity)
• d. Cross-jurisdictional local claims in local currency (including derivatives activity)
• e. Total foreign claims on an ultimate risk basis (considering SRM as a single jurisdiction)
• f. Foreign derivatives claims on an ultimate risk basis (considering SRM as a single jurisdiction)
• g. Foreign liabilities on an immediate risk basis, including derivatives (considering SRM as a single jurisdiction) (1) Foreign derivatives liabilities on an immediate risk basis (considering SRM as a single jurisdiction)
• h. Cross-jurisdictional local claims in local currency, excluding derivatives activity (considering SRM as a single jurisdiction)
• i. Cross-jurisdictional local claims in local currency, including derivatives activity (considering SRM as a single jurisdiction)
• j. Foreign liabilities, excluding derivatives and local liabilities in local currency (considering SRM as a single jurisdiction) (1) Any foreign liabilities to related offices included in item 20.j. (considering SRM as a single jurisdiction)
• k. Local liabilities in local currency excluding derivatives (considering SRM as a single jurisdiction)
• l. Local liabilities in local currency including derivatives (considering SRM as a single jurisdiction)
• m. Total net local positions in local currency including derivatives, if net positive
• n. Total net local positions in local currency including derivatives, if net negative
• o. Total net local positions in local currency in non-SRM countries including derivatives, if net positive (c. SRM as a s. j.)
• p. Total net local positions in local currency in non-SRM countries including derivatives, if net negative (c. SRM as a s. j.)
• q. Total net local positions in local currency in SRM countries including derivatives (considering SRM as a single jurisdiction)
• r. Intra-office claims booked by foreign subsidiaries
• s. Intra-office claims booked by foreign branches
• t. Intra-office liabilities booked by foreign subsidiaries
• u. Intra-office liabilities booked by foreign branches
• v. Quarterly average value of cross-jurisdictional claims
• w. Monthly average value of cross-jurisdictional claims
• x. Quarterly average value of cross-jurisdictional liabilities
• y. Monthly average value of cross-jurisdictional liabilities

Section 22 - Ancillary Indicators

• a. Foreign net revenue (considering SRM as a single jurisdiction)
• b. Number of jurisdictions (considering SRM as a single jurisdiction)

1. Prezentare generală

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

3. Standarde asociate

• EBA - Published by the European Banking Authority at https://www.eba.europa.eu/