ANNEX IX

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

a

1

Total risk exposure amount

2

Institution specific countercyclical capital buffer rate

3

Institution specific countercyclical capital buffer requirement