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					            ID                     Label                        Amount                          Legal References & Comments
                                                                  (a)
1                TOTAL OWN FUNDS FOR SOLVENCY                            =1.1+1.2+1.3+1.6+1.7
                 PURPOSES                                                =1.4+1.5+1.6+1.7
1.1              ORIGINAL OWN FUNDS                                      Eligible Tier 1 capital
                                                                         1.1.1+1.1.2+1.1.3+1.1.4+1.1.5
1.1.1             Eligible Capital                                       1.1.1.1+1.1.1.2+1.1.1.3+1.1.1.4
1.1.1*            Of which: Non-innovative instruments                   See item 1.1.5.2
                  subject to limit
1.1.1**           Of which: Innovative instruments subject to            Corresponds to the type of instruments referred to in the Basel Committee on
                  limit                                                  Banking Supervision' s press release (Sydney, October 1998). See item
                                                                         1.1.5.3
1.1.1.1             Paid up capital                                      Article 57, sentence 1 lit.(a) of Directive 2006/48/EC.
                                                                         ≈ FINREP: Paid in capital
1.1.1.2             (-) Own shares                                       Article 57, sentence 2 lit. (i) of Directive 2006/48/EC
                                                                         ≈ FINREP: Treasury shares
1.1.1.3             Share premium                                        Article 57, sentence 1 lit. (a) of Directive 2006/48/EC
                                                                         ≈ FINREP: Share premium
1.1.1.4             Other instruments eligible as capital                Article 57, sentence 1 lit.(a) of Directive 2006/48/EC
                                                                         See also Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                                                                         21.12.2004) due to the application of IAS-type accounting rules.
                                                                         This item includes the instruments eligible as original own funds but classified
                                                                         as debt under the IAS-type accounting rules
                                                                         ≈ FINREP: Includes amongst others the item "Other equity:other" and
                                                                         "share capital repayable on demand (e.g. cooperative shares)"

1.1.2             Eligible Reserves                                      1.1.2.1+1.1.2.2+1.1.2.3+1.1.2.4a+1.1.2.4b+1.1.2.5+1.1.2.6
1.1.2.1             Reserves                                             Article 57 sentence 1 lit.(b) of Directive 2006/48/EC , including profit and
                                                                         losses brought forward as a result of the application of the final profit or loss.
                                                                         Article 65 (1) lit. (b), (c) and (d) and (2) of Directive 2006/48/EC
                                                                         ≈ FINREP: Reserve+Revaluation reserves (excludes the valuation
                                                                         differences included in 1.1.2.6)

1.1.2.2             Minority interest                                    Article 65 (1) lit. (a) and (2) of Directive 2006/48/EC.
                                                                         ≈ FINREP: Minority interest (excludes the valuation differences
                                                                         included in 1.1.2.6)
1.1.2.2*            Of which: Non-innovative instruments                 See item 1.1.5.2
                    subject to limit
1.1.2.2**           Of which: Innovative instruments subject             Corresponds to the type of instruments referred to Basel Committee on
                    to limit                                             Banking Supervision' s press release (Sydney, October 1998). See item
                                                                         1.1.5.3
1.1.2.3       Interim profits                              = 1.1.2.3.01+1.1.2.3.02.
                                                           Article 57, sentence 3 of Directive 2006/48/EC (starting "For the
                                                           purposes….")
1.1.2.3.01        Income (positive) from current year      ≈ FINREP: Part of (positive Income from current year - interim
                                                           dividends), when verified by persons responsible for the auditing of
                                                           the accounts according to Article 57, sentence 3 of Directive 2006/48/EC.

1.1.2.3.02        Part of Income (positive) of the         Component of the Income (positive) from the current year subject to
                  current year to be filtered out to       prudential filter in 1.1.2.6 (1.1.2.6.07 and 1.1.2.6.11)
                  valuation differences
1.1.2.4a      (-) Material losses of the current           = Min [(1.1.2.4a.01+1.1.2.4a.02); 0] if material according to article 57,
              financial year                               sentence 2 lit. (k) of Directive 2006/48/EC.
1.1.2.4a.01       Income from current year when it is      ≈ FINREP: (Part of) Income - interim dividends when conditions in
                  unaudited                                Art 57, sentence 3 of Directive 2006/48/EC are not fulfilled and so
                                                           the amount has not been verified by persons responsible for the
                                                           auditing of the accounts.
1.1.2.4a.02       Part of the unaudited income from        Component of the unaudited Income from current year subject to prudential
                  the current year to be filtered out to   filter in 1.1.2.6 (1.1.2.6.07 and 1.1.2.6.11)
                  valuation differences
1.1.2.4b      Interim profits or material losses of        = 1.1.2.4b.01+1.1.2.4b.02
              the current financial year                   Article 57, sentence 3 of Directive 2006/48/EC if positive or Article 57,
                                                           sentence 2 lit (k) of Directive 2006/48/EC if negative
1.1.2.4b.01       (-) Income (negative) from current       ≈ FINREP: Negative Income from current year - interim dividends,
                  year                                     when verified by persons responsible for the auditing of the accounts

1.1.2.4b.02       Part of Income (negative) from           Component of the Income (negative) from current year subject to prudential
                  current year to be filtered out to       filter in 1.1.2.6 (1.1.2.6.07 and 1.1.2.6.11)
                  valuation differences
1.1.2.5       (-) Net gains from capitalisation of         Article 57, sentence 4 of Directive 2006/48/EC
              future margin income from
              securitisations
1.1.2.6       Valuation differences eligible as
              original own funds                           For reporting purposes all valuation differences must be included in this item.
                                                           Nevertheless, this does not preclude the whole amount of an item being
                                                           transferred to additional own funds
1.1.2.6.01        Valuation differences in AFS equities    Includes the cash flow hedges related to AFS equities (see also 1.1.2.6.09).
                                                           ≈ FINREP: Respective part of Revaluation reserves (valuation
                                                           differences) + Minority interest: revaluation reserves

1.1.2.6.02        Adjustment to Valuation differences      See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  in AFS equities                          21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.03   Valuation differences in AFS loans         Includes the cash flow hedges related to AFS loans and recievables. (see also
             and receivables                            1.1.2.6.09).
                                                        ≈ FINREP: Respective part of Revaluation reserves (valuation
                                                        differences) + Minority interest: revaluation reserves
1.1.2.6.04   Adjustment to Valuation differences        See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
             in AFS loans and receivables               21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.05   Valuation differences in other AFS         Includes the cash flow hedges related to other AFS assets (see also
             assets                                     1.1.2.6.09).
                                                        ≈ FINREP: Respective part of Revaluation reserves (valuation
                                                        differences) + Minority interest: revaluation reserves
1.1.2.6.06   Adjustment to Valuation differences        See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
             in other AFS assets                        21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.07   Valuation differences in FVO financial     ≈ FINREP: Respective part of Income from current year + Reserves
             liabilities (own credit risk)              (included retained earnings) + Minority interest: other (relationed to
                                                        income)
1.1.2.6.08   Adjustment to Valuation differences        Article 64, para 4 of Directive 2006/48/EC.
             in FVO financial liabilities (own credit   See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
             risk)                                      21.12.2004) due to the application of IAS-type accounting rules.
                                                        FINREP : table 15, fourth column "Amount of cumulative change in
                                                        fair values attributable to changes in credit risk"
1.1.2.6.09   Valuation differences in cash flow         In principle cash flow hedges related to AFS assets are excluded.
             hedges not related to AFS assets           Nevertheless, in case of neutralisation of AFS assets to which the cash flow
                                                        hedges are related, these cash flow hedges may be included in this item.
                                                        ≈ FINREP: Respective part of Revaluation reserves (valuation
                                                        differences) + Minority interest: revaluation reserves

1.1.2.6.10   Adjustment to Valuation differences        Article 64, paragraph 4 of Directive 2006/48/EC.
             in cash flow hedges                        See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                                                        21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.11   Valuation differences in investment        ≈ FINREP: Respective part of Income from current year + Reserves
             property                                   (included retained earnings) + Minority interest: other (in relation to
                                                        income)
1.1.2.6.12   Adjustment to Valuation differences        See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
             in investment property                     21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.13   Valuation differences in property,         ≈ FINREP: Respective part of Revaluation reserves (positive valuation
             plant and equipment                        differences in tangible assets) + Minority interest: revaluation
                                                        reserves (positive valuation differences in tangible assets)

1.1.2.6.14   Adjustment to Valuation differences        See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
             in property, plant and equipment           21.12.2004) due to the application of IAS-type accounting rules.
1.1.2.6.15   Other valuation differences affecting      ≈ FINREP: Respective part of Revaluation reserves (valuation
             the eligible reserves                      differences) + Minority interest: revaluation reserves
1.1.2.6.16         Adjustment to Other valuation            See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                   differences affecting the eligible       21.12.2004) due to the application of IAS-type accounting rules.
                   reserves
1.1.3         Funds for general banking risks               Article 57, sentence 1 lit. (c) of Directive 2006/48/EC. When applicable
                                                            according to accounting rules
1.1.4         Other country specific Original Own           =1.1.4.1+1.1.4.2+1.1.4.3+1.1.4.4
              Funds
1.1.4.1         Non-innovative instruments subject          See item 1.1.5.2
                to limit
1.1.4.2         Innovative instruments subject to           Corresponds to the type of instruments referred to Basel Committee on
                limit                                       Banking Supervision' s press release (Sydney, October 1998). See item
                                                            1.1.5.3
1.1.4.3         Positive filter of first time adoption      See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                of IAS-type accounting rules                21.12.2004) due to the application of IAS-type accounting rules.
1.1.4.4         Other                                       Includes those prudential filters not listed above that increase the original
                                                            own funds
1.1.5         (-) Other deductions from Original Own        =1.1.5.1+1.1.5.2+1.1.5.3+1.1.5.4
              Funds
1.1.5.1         (-) Intangible assets                       Article 57, sentence 2 lit. (j) of Directive 2006/48/EC.
                                                            Includes any goodwill not already deducted (first consolidation difference)
                                                            within 1.1.2.1 Reserves.
1.1.5.2         (-) Excess on limits for non                Is the result of the application of the limit on instruments referred to in
                innovative instruments                      1.1.1*, 1.1.2.2* and 1.1.4.1 in relation with item 1.1 following the
                                                            International Convergence of Capital Measurement and Capital Standards,
                                                            Basel Committee on Banking Supervision (July 1988).
1.1.5.3         (-) Excess on limits for innovative         Is the result of the application of the limit on instruments referred to 1.1.1**,
                instruments                                 1.1.2.2** and 1.1.4.2 in relation with item 1.1 following the Basel Committee
                                                            on Banking Supervision' s press release (Sydney, October 1998).

1.1.5.4         (-) Other country specific deductions       =1.1.5.4.1+1.1.5.4.2
                to Original Own Funds
1.1.5.4.1           (-) Negative filter of first time       See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                    adoption of IAS-type accounting rules   21.12.2004) due to the application of IAS-type accounting rules.

1.1.5.4.2           (-) Other                               Includes those prudential filters not listed above that reduce the original own
                                                            funds
1.2          ADDITIONAL OWN FUNDS                           Article 66 para. 1 lit. (a) of Directive 2006/48/EC. Eligible Tier 2 capital
                                                            =1.2.1+1.2.2+1.2.3
1.2.1         Core Additional Own Funds                     Eligible Upper Tier 2 capital.
                                                            =1.2.1.1+1.2.1.2+1.2.1.3+1.2.1.4+1.2.1.5+1.2.1.6+1.2.1.7+1.2.1.8
1.2.1.1       Excess on limits for original own           The excess on limits for original own funds (see items 1.1.5.2 and 1.1.5.3)
              funds transferred to core additional        that are eligible for inclusion within core additional own funds.
              own funds                                   = -(1.1.5.2+1.1.5.3)
1.2.1.2       Adjustments made to valuation               Guidelines on Prudential Filters for Regulatory Capital (CEBS, 21.12.2004)
              differences in original own funds
              transferred to core additional own
              funds
1.2.1.2.01        Adjustment to Valuation differences     See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  in AFS equities transferred to core     21.12.2004) due to the application of IAS-type accounting rules.
                  additional own funds                    The amount or part of the amount in 1.1.2.6.02
1.2.1.2.02        Adjustment to Valuation differences     See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  in other AFS assets transferred to      21.12.2004) due to the application of IAS-type accounting rules. The amount
                  core additional own funds               or part of the amount in 1.1.2.6.06
1.2.1.2.03        Adjustment to Valuation differences     See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  in investment property transferred to   21.12.2004) due to the application of IAS-type accounting rules. The amount
                  additional own funds                    or part of the amount in 1.1.2.6.12
1.2.1.2.04        Adjustment to Valuation differences     See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  in property, plant and equipment        21.12.2004) due to the application of IAS-type accounting rules. The amount
                  transferred to additional own funds     or part of the amount in 1.1.2.6.14
1.2.1.2.05        Other adjustments to valuation          See Guidelines on Prudential Filters for Regulatory Capital (CEBS,
                  differences affecting the eligible      21.12.2004) due to the application of IAS-type accounting rules. The amount
                  reserves transferred to core            or part of the amount in 1.1.2.6.16 and any other adjusments not explicitly
                  additional own funds                    listed above.
1.2.1.3       Revaluation reserves                        Article 57, sentence 1 lit. (d) of Directive 2006/48/EC , net of valuation
                                                          differences airising from IAS-type accounting rules which have already been
                                                          included and filtered within the original own funds, some of them having been
                                                          transferred to core additional own funds (item 1.2.1.2)

1.2.1.4       Value adjustments for credit risk           Art. 57, sentence 1 lit.(e) of Directive 2006/48/EC.
              positions in standardised approach
1.2.1.5       Other items                                 Article   57, sentence 1 lit. (f) of Directive 2006/48/EC in conjunction with
                                                          Article   63 para. (1) of Directive 2006/48/EC.
1.2.1.6        Securities of indeterminate duration       Article   57, sentence 1 lit. (f) of Directive 2006/48/EC in conjunction with
               and other instruments                      Article   63 para. (2) of Directive 2006/48/EC.
1.2.1.7        IRB Provision excess                       Article   63 para. (3) of Directive 2006/48/EC.
1.2.1.8        Country specific Core Additional Own
               Funds
1.2.2        Supplementary Additional Own Funds           Article 66 para. 1 lit. (b) of Directive 2006/48/EC. Eligible Lower Tier 2
                                                          capital.
                                                          =1.2.2.1+1.2.2.2+1.2.2.3+1.2.2.4+1.2.2.5
1.2.2.1       Commitments of the members of               Article 57, sentence 1 lit. (g) of Directive 2006/48/EC.
              credit institutions set up as co-
              operative societies
1.2.2.2       Fixed-term cumulative preferential      Article 57, sentence 1 lit. (h) of Directive 2006/48/EC in conjunction with
              shares                                  Article 64 (3), sentence 1 of Directive 2006/48/EC.
1.2.2.3       Subordinated loan capital               Article 57, sentence 1 lit. (h) of Directive 2006/48/EC in conjunction with
                                                      Article 64 (3), sentence 2 of Directive 2006/48/EC, paying particular attention
                                                      to letter (c) whose calendar effects have been considered."

1.2.2.4       Country specific Supplementary
              Additional Own Funds
1.2.2.5       (-) Excess on limits for                Article 66 (1) lit. (b) of Directive 2006/48/EC.
              Supplementary Additional Own
              Funds
1.2.3       (-) Deductions from Additional Own        =1.2.3.1+1.2.3.2
            Funds
1.2.3.1       (-) Excess on limits for Additional     Article 66 (1) lit. (a) of Directive 2006/48/EC. According to the particular rules
              Own Funds                               governing the deductions in 1.2.3.2, the latter may be deducted before
                                                      calculating the excess on limits for additional own funds.

1.2.3.2       (-) Other country-specific deductions
              to Additional Own Funds

1.3       (-) DEDUCTIONS FROM ORIGINAL AND
          ADDITIONAL OWN FUNDS                        Also=1.3.T1*+1.3.T2*
          Of which: (-) From Original Own Funds       Article 66, paragraph 2 of Directive 2006/48/EC .
1.3.T1*                                               Deduction from original own funds (item 1.1) is, at least, 50% of (1.3 less
                                                      1.3.11) (see 1.3.T2*). See also item 1.4.
                                                      In the case of item 1.3.11, the competent authorities may decide to apply
                                                      deductions from original or additional own funds in different proportions
                                                      according to Article 61, paragraph 1 of Directive 2006/48/EC.

1.3.T2*   Of which: (-) From Additional Own Funds     Article 66, para 2 of Directive 2006/48/EC.
                                                      When 50% of item 1.3 exceeds item 1.2, the excess will also be deducted
                                                      from item 1.1, so being included in 1.3.T1*. See item 1.5
                                                      In the case of item 1.3.11, the competent authorities may decide to apply
                                                      deductions from original or additional own funds in different proportions
                                                      according to Article 61, paragraph 1 of Directive 2006/48/EC.

1.3.1       (-) Holdings in other credit and          Article 66 (2) of Directive 2006/48/EC in conjunction with Article 57 sentence
            financial institutions amounting to       2 lit. (l) of Directive 2006/48/EC.
            more than 10% of their capital
1.3.2       (-) Subordinated claims and other         Article 66 (2) of Directive 2006/48/EC in conjunction with Article 57 sentence
            items in other credit and financial       2 lit. (m) of Directive 2006/48/EC.
            institutions in which holdings exceed
            10% of their capital
1.3.3      (-) Excess on limit for holdings,          Article 66 (2) of Directive 2006/48/EC in conjunction with Article 57 sentence
           subordinated claims and other items in     2 lit. (n), 1st alternative of Directive 2006/48/EC.
           credit and financial institutions in
           which holdings are up to 10% of their
           capital
1.3.4      (-) Participations hold in insurance       Article 57, sentence 2 lit. (o) of Directive 2006/48/EC.
           undertakings, reinsurance                  It must be noted that supervisors may not apply deductions referred in this
           undertakings and insurance holding         line (see article 59 of Directive 2006/48/EC ) and apply mutatis mutandis
           companies                                  methods 1, 2 or 3 of annex I to Directive 2002/87 .
                                                      The issue as to how credit institutions considered as conglomerate apply for
                                                      reporting purposes the joint forum method should be dealt with (further
                                                      clarification necessary)
1.3.5      (-) Other instruments hold in respect of   Article 57, sentence 2 lit. (p) of Directive 2006/48/EC.
           insurance undertakings, reinsurance        It must be noted that supervisors may not apply deductions referred in this
           undertakings and insurance holding         line (see article 59 of Directive 2006/48/EC ) and apply mutatis mutandis
           companies in which a participation is      methods 1, 2 or 3 of annex I to Directive 2002/87 .
           maintained                                 The issue as how credit institutions considered as conglomerate apply for
                                                      reporting purposes the joint forum method should be dealt with (further
                                                      clarification necessary)
1.3.6      (-) Country-specific deductions from
           Original and Additional Own Funds
1.3.LE   Memorandum item:                             =1.1+(1.2-1.2.1.7)+1.3.1+1.3.2+1.3.3+1.3.4+1.3.5+1.3.6
         Own Funds relevant for limits to large       Nonetheless, if specific local rules are applied for the definition of capital
         exposures when additional capital to cover   relevant for large exposures or for limits to qualifying participating interests,
         market risks is not used AND for limits to   other components might be taken into account in the formula above.
         qualifying participating interests
1.3.7      (-) Certain securitisation exposures not   Article 57, sentence 2 lit (r) of Directive 2006/48/EC , unless Article 66,
           included in risk-weighted assets           paragraph 2, sentence 3 of Directive 2006/48/EC applies.
1.3.8      (-) IRB Provision shortfall and IRB        Article 57 sentence 2 lit. (q) of Directive 2006/48/EC.
           equity expected loss amounts
1.3.9      (-) Qualified participating interest in    Article 120 of Directive 2006/48/EC, Article 122 (2) of Directive 2006/48/EC.
           non financial institutions
1.3.10     (-) Free deliveries from 5 business days   Annex II paragraph 2 Table 2 of Directive 2006/49/EC
           post second contractual payment or
           delivery leg until extinction of the
           transaction
1.3.11     (-) Other country specific deductions      Article 61, paragraph 1 of Directive 2006/48/EC.
           from Original and Additional Own
           Funds
1.4      TOTAL ORIGINAL OWN FUNDS FOR                 =1.1+1.3.T1*
         GENERAL SOLVENCY PURPOSES
1.5      TOTAL ADDITIONAL OWN FUNDS FOR               =1.2+1.3.T2*
         GENERAL SOLVENCY PURPOSES
1.6          TOTAL ADDITIONAL OWN FUNDS                               Tier 3 capital
             SPECIFIC TO COVER MARKET RISKS                           =1.6.1+1.6.2+1.6.3+1.6.4+1.6.5+1.6.6+1.6.7
1.6.1          Excess on limits for additional own                    Article 13 paragraph 5 of Directive 2006/49/CE in conjunction with para 2 lit.
               funds transferred to additional own                    (c) . The excess on limits for additional own funds (see items 1.2.3.1) that is
               funds specific to cover market risks                   allowed to be eligible for inclusion within additional own funds specific to
                                                                      cover market risks.
1.6.2          Net trading book profits                               Article 13 paragraph 2 lit. (b) of Directive 2006/49/EC . Includes the
                                                                      profits/losses originating from valuation adjustments/reserves as laid down in
                                                                      annex VII, part B, points 14-15 of Directive 2006/49/EC.
1.6.3          Short term subordinated loan capital                   Article 13 paragraph 2 lit. (c) of Directive 2006/49/EC.
1.6.4          (-) Illiquid assets                                    Article 13 paragraph 2 lit. (d) of Directive 2006/49/EC.
1.6.5          (-) Excess on limit for Own Funds                      Article 13, paragraph 4 of Directive 2006/49/EC in conjunction with Article
               Specific to Cover Market Risks                         14 of Directive 2006/49/EC .
1.6.LE       Memorandum item:                                         =1.3.LE+1.3.9+1.3.10+1.6.1+1.6.2+1.6.3+1.6.5
             Total own funds relevant for the limits of large         Nonetheless, if specific local rules are applied for the definition of capital
             exposures when additional capital to cover               relevant for large exposures, other components might be taken into account
             market risks is used                                     in the formula above.
1.6a         Memorandum item : total of residual original own funds
             after capital requirements related to credit risk and
             operational risk are covered.
1.6.6          (-) Country specific deductions from                   For instance, capital amounts for backing any overshooting of the large
               Own Funds Specific to Cover Market                     exposure limits in the trading book as those mentioned in article 31 lit (b) of
               Risks                                                  Directive 2006/49/EC.
1.6.7          (-) Unused but eligible Own Funds                      Article 13, paragraph 2 of Directive 2006/49/EC .
               Specific to Cover Market Risks                         =-Max[1.6.1+1.6.2+1.6.3+1.6.4+1.6.5+1.6.6-2.3 ; 0]
1.7          (-) DEDUCTIONS FROM TOTAL OWN                            =1.7.1+1.7.2
             FUNDS
1.7.1          Country specific deductions from total                 Country specific deductions from own funds not allocated to original,
               own funds                                              additional or addtional to cover market risks own funds
1.7.2          Participations in insurance                            Transitional treatment under article 154 paragraph 4 of Directive 2006/48/EC.
               undertakings
1.8          MEMORANDUM ITEMS:
1.8.1        IRB provision excess (+) / shortfall (-)                 =1.8.1.1+1.8.1.2

1.8.1.1              Amount of provisions for IRB                     Value adjustments and provisions related to the exposures mentioned in
                                                                      Annex VII Part 1 point 36 of Directive 2006/48/EC
                     Of which: General provision / Collective
1.8.1.1*             impairment
1.8.1.1**            Of which: Specific provision / Individual
                     Impairment
1.8.1.1***           Of which: Credit revaluation reserves
1.8.1.2            (-) IRB measurement of expected          Expected loss amounts calculated in accordance with Annex VII Part 1 points
                   losses                                   30, 31 and 35 of Directive 2006/48/EC as mentioned in Annex VII Part 1 point
                                                            36 of Directive 2006/48/EC
1.8.2         Gross amount of subordinated loan             Without taking into account the reduction in the eligible amount during the
              capital                                       five years before repayment. Article 64, paragraph 3 (c) of Directive
                                                            2006/48/EC.
1.8.3                                                       Articles 9, 10(2) and 10(4) of Directive 2006/48/EC and articles 5(1), 5(3),
              Minimum initial capital required
                                                            6, 9, 10(1) and 10(3) of Directive 2006/49/EC .

2                                                            =2.1+2.2+2.3+2.4+2.5+2.6
                                                            For investment firms under article 20(2) and 24 of Directive 2006/49/EC =
                                                            Max [2.1+2.2+2.3+2.6, 2.5]
              CAPITAL REQUIREMENTS                          For investment firms under article 20(3) and 25 of Directive 2006/49/EC =
                                                            2.1+2.2+2.3+2.5+2.6
                                                            For investment firms under article 46 of Directive 2006/49/EC = 2.1+2.2+
                                                            2.3+ Min[2.4,(12/88)*max(2.1+2.2+2.3, 2.5)] plus, if applicable, an
                                                            incremental increase + 2.6
2a            Of which: Investment firms under article      For investment firms under article 20(2) and 24 of Directive 2006/49/EC =
              20(2) and 24                                  Max [2.1+2.2+2.3+2.6, 2.5]
2b            Of which: Investment firms under article      For investment firms under article 20(3) and 25 of Directive 2006/49/EC =
              20(3) and 25                                  2.1+2.2+2.3+2.5+2.6
2c            Of which: Investment firms under article      For investment firms under article 46, paragraphs 1 to 3 of Directive
              46                                            2006/49/EC = 2.1+2.2+ 2.3+ Min[2.4,(12/88)*max(2.1+2.2+2.3, 2.5)]
                                                            plus, if applicable, an incremental increase + 2.6
2.1           TOTAL CAPITAL REQUIREMENTS FOR                =2.1.1+2.1.2
              CREDIT, COUNTERPARTY CREDIT AND
              DILUTION RISKS AND FREE DELIVERIES

                                                            CR SA template at the level of total exposures.
                                                             =(2.1.1.1a or 2.1.1.1b)+2.1.1.2
                                                            2.1.1.1a. or 2.1.1.1b because national supervisors may alternatively require
2.1.1          Standardised approach (SA)                   to apply the IRB exposure classes referred to in Article 86 of Directive
                                                            2006/48/EC , paragraph 1 for reporting the credit risk standardised approach
                                                            (e.g. in case of simoultaneous application of stardard and IRB approaches).

2.1.1.1a         SA exposure classes excluding              CR SA template at the level of total exposures.
                 securitization positions                   The SA exposure classes are those mentioned in Article 79, paragraph 1of
                                                            Directive 2006/48/EC , excluding securitisation positions.

2.1.1.1a.01          Central governments or central banks   CR SA. Claims or contingent claims

2.1.1.1a.02          Regional governments or local          CR SA. Claims or contingent claims
                     authorities
2.1.1.1a.03         Administrative bodies and non-          CR SA. Claims or contingent claims
                    commercial undertakings
2.1.1.1a.04         Multilateral Development Banks          CR   SA.   Claims   or   contingent   claims
2.1.1.1a.05         International Organisations             CR   SA.   Claims   or   contingent   claims
2.1.1.1a.06         Institutions                            CR   SA.   Claims   or   contingent   claims
2.1.1.1a.07         Corporates                              CR   SA.   Claims   or   contingent   claims
2.1.1.1a.08         Retail                                  CR   SA.   Claims   or   contingent   claims
2.1.1.1a.09         Secured by real estate property         CR   SA.   Claims   or   contingent   claims
2.1.1.1a.10         Past due items                          CR   SA.   Claims   or   contingent   claims
2.1.1.1a.11         Items belongning to regulatory high-    CR   SA.   Claims   or   contingent   claims
                    risk categories
2.1.1.1a.12         Covered bonds                           CR SA. Claims
2.1.1.1a.13         Short-term claims on institutions and   CR SA.
                    corporate
2.1.1.1a.14         Collective investments undertakings     CR SA. Claims
                    (CIU)
2.1.1.1a.15         Other items                             CR SA
2.1.1.1b         IRB exposure classes excluding             CR SA template at the level of total exposures+2.1.1.1.06b
                 securitization positions
                                                            See comment to item 2.1.1. For the mapping of SA into IRB exposures
                                                            classes particular attention may be paid to paragraphs 2, 3, 5, 6, 8 and 9 of
                                                            Article 86 of Directive 2006/48/EC and paragraphs 11 and 12 of Art. 87 of
                                                            Directive 2006/48/EC .
2.1.1.1b.01                                                 CR SA. Claims or contingent claims
                   Central governments and central banks
2.1.1.1b.02        Institutions                             CR SA. Claims or contingent claims
2.1.1.1b.03        Corporates                               CR SA. Claims or contingent claims
2.1.1.1b.04        Retail                                   CR SA. Claims or contingent claims
2.1.1.1b.05        Equity                                   CR SA. Claims or contingent claims
2.1.1.1b.06                                                 No link. In principle the capital requirement will be the 8% of the exposure to
                                                            non credit-obligation assets (see annex VII part 3 point 13 of Directive
                   Other non-credit obligation assets
                                                            2006/48/EC and annex VII part 1 point 27 of Directive 2006/48/EC ).

2.1.1.1b.06.a      Of which actual value of the residual    Articles 4.1.t) et 7.7 de l'arrêté [Réf.X].
                   value at risk deriving from leasing
                   operations
2.1.1.2          Securitization positions SA                CR SEC SA
2.1.2                                                       =2.1.2.1+2.1.2.2+2.1.2.3+2.1.2.4+2.1.2.5
                Internal ratings based Approach (IRB)
2.1.2.1          IRB approaches when neither own            CR IRB
                 estimates of LGD nor Conversion
                 Factors are used
2.1.2.1.01                                                CR IRB
                  Central governments and central banks
2.1.2.1.02        Institutions                            CR IRB
2.1.2.1.03        Corporates                              CR IRB
2.1.2.2         IRB approaches when own estimates         CR IRB
                of LGD and/or Conversion Factors
                are used
2.1.2.2.01                                                CR IRB
                  Central governments and central banks
2.1.2.2.02        Institutions                            CR IRB
2.1.2.2.03        Corporates                              CR IRB
2.1.2.2.04        Retail                                  CR IRB
2.1.2.3         Equity IRB                                CR EQU IRB
2.1.2.4         Securitization positions IRB              CR SEC IRB
2.1.2.5         Other non credit-obligation assets        No link. In principle the capital requirement will be the 8% of the exposure to
                                                          non credit-obligation assets.
2.1.2.5.a        Of which actual value of the residual    Articles 4.1.t) et 71 de l'arrêté [Réf.X].
                 value at risk deriving from leasing
                 operations
2.2          SETTLEMENT/DELIVERY RISK                     CR TB SETT
2.3.a.TB     Average amount of the ratio of trading       Voir article 293-1. Ces éléments ont été intégrés suite à la suppression de
             book positions accounting value on           l'état 4006
             balance sheet and off balance sheet total

2.3.b.TB     Maximal amount of the ratio of trading       Voir article 293-1. Ces éléments ont été intégrés suite à la suppression de
             book positions accounting value on           l'état 4006
             balance sheet and off balance sheet total

2.3.c.TB     Average amount of trading book               Voir article 293-1. Ces éléments ont été intégrés suite à la suppression de
             positions                                    l'état 4006
2.3.d.TB     Maximal amount of trading book               Voir article 293-1. Ces éléments ont été intégrés suite à la suppression de
             positions                                    l'état 4006
2.3          TOTAL CAPITAL REQUIREMENTS FOR               =2.3.1+2.3.2
             POSITION, FOREIGN EXCHANGE AND
             COMMODITY RISKS
2.3.1          Position, foreign exchange and             =2.3.1.1+2.3.1.2+2.3.1.3+2.3.1.4
               commodity risks under standardised
               approaches (SA)
2.3.1.1          Traded debt instruments                  MKR SA TDI
2.3.1.2          Equity                                   MKR SA EQU
2.3.1.3      Foreign Exchange                                  MKR SA FX / Conformément à l'article 293-2 l'ensemble des établissements
                                                               remettent un état MKR FX. Lorsque la position nette globale en devise et la
                                                               position sur l'or n'excéde pas 2% des fonds propres, l'établissement déclare
                                                               ce montant à la ligne 2.3.1.4.a. Ce montant n'entrant pas dans le calcul des
                                                               exigences de fonds propres.
2.3.1.a    Foreign exchange when net positions                 MKR SA FX /
           do not exceed 2% of Own funds
2.3.1.4      Commodities                                       MKR SA COM
2.3.2      Position, foreign exchange and                      =MKR IM
           commodity risks under internal models
           (IM)
2.3.a      Additional capital requirements related to the      Article 343.2 du chapitre VI du titre VII de l'arrêté [Réf. X]
           overshooting of large exposure limits
2.3.b      Total of clients positions                          Article 1 du règlement n° 97-04
2.3.c      Client positions exceeding 15 times the own funds   Article 5 du règlement n° 97-04

2.4       TOTAL CAPITAL REQUIREMENTS FOR                       =2.4.1+2.4.2+2.4.3
          OPERATIONAL RISKS (OpR )                             For investment firms under article 20(2), 24, 20(3) and 25 of Directive
                                                               2006/49/EC this element will be zero.
2.4.1      OpR Basic indicator approach (BIA)                  See OPR
2.4.2                                                          See OPR
           OpR Standardised (STA) / Alternative
           Standardised (ASA) approaches
2.4.3       OpR Advanced measurement                           See OPR
            approaches (AMA)
2.5       CAPITAL REQUIREMENTS RELATED TO                      Only for investment firms under articles 20(2), 24, 20(3), 25 and 46 of
          FIXED OVERHEADS                                      Directive 2006/49/EC . See also article 21 of Directive 2006/49/EC .
2.6       OTHER AND TRANSITIONAL CAPITAL                       =2.6.1+2.6.2+2.6.3
          REQUIREMENTS
2.6.1                                                          Includes complements to capital requirements stemming from provisions in
           Complements to overall floor for
                                                               article 152 of Directive 2006/48/EC.
           Capital Requirements
                                                               Without link to any template. ≥ 0
2.6.1a     Memo items: capital requirements calculated         Exigences de fonds propres déterminées conformément aux règlements n°91-
           following the Basel 1 rules                         05 et n°95-02, dans le cadre de l'article 391.
2.6.2                                                          For investment firms under article 46 of Directive 2006/49/EC , the amount
           Complement to capital requirements
                                                               referred to in paragraph 4 of article 46 of Directive 2006/49/EC (starting
           for investment firms under article 46
                                                               "Applying this ….") .
2.6.3                                                          Without link to any template. Among others, additional capital requirements
           Other own funds requirements                        mentioned in article 31 lit (b) might be included. It also introduces national
                                                               flexibility.
3         MEMORANDUM ITEMS:
3.1                            Surplus (+) / Deficit (-) of own funds,
                               before other and transitional capital
                               requirements                                               =1-(2-2.6)
3.1.a                          Solvency ratio (%), before other and                       =1/(2-2.6)*8%
                               transitional capital requirements
3.2                            Surplus (+) / Deficit (-) of own funds                     =1-2
3.2.a                          Solvency ratio (%)                                         =1/2*8%
3.3                                                                                       Includes the effect of the review and evaluation performed by competent
                               Surplus (+) / Deficit (-) of own funds                     authorities as indicated in article 124 and annex XI of Directive 2006/48/EC.
                               taking into account the supervisory                        Accordingly it takes into account the specific own funds requirements
                               review process                                             laid down in paragraph 2 of article 136 of Directive 2006/48/EC .

3.3.a                                                                                     Total own funds for solvency purposes/ capital requirements* 100%.
                               Solvency index ratio (%) taking into
                                                                                          Both figures are those used for assessing the surplus (+) / deficit (-) in 3.3
                               account the supervisory review process
3.4                            Internal assessment Surplus (+) /                          =3.4.1-3.4.2
                               Deficit (-) of capital
3.4.1                              Internal assessment of capital                         Article 123 of Directive 2006/48/EC.
3.4.2                              Internal assessment of capital needs                   Article 123 of Directive 2006/48/EC.

(a) Convention on signs: Any amount that increases the own funds or the capital requirements will be reported as a positive figure. On the contrary, any amount
that reduces the total own funds or the capital requirements will be reported as a negative figure. Where there is a negative sign (-) preceding the label of an item no
positive figure is expected to be reported for that item.

NARRATIVE DESCRIPTIONS
GROUP Solvency Details


 CONSOLIDATED SUB-GROUPS AND REGULATED
                ENTITIES



                                             Total capital
                                           Requirements for
        NAME                 CODE        credit, counterparty
                                         credit, dilution risks
                                          and free deliveries


          1                   2                    3
           ...


NARRATIVE DESCRIPTIONS




LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                                                     GROUP SOLVENCY DETAILS: I




                        Total capital
Settlement/Delivery   requirements for                      Other and transitional
                                         Operational risk
       risk           position, FX and                      capital requirements
                      commodity risks



        4                    5                  6                     7
in national version
P SOLVENCY DETAILS: INFORMATION ON AFFILIATES




                         TOTAL OWN FUNDS                        SURPLUS (+) /
             CAPITAL
                           FOR SOLVENCY       OF WHICH:       DEFICIT (-) OF OWN
          REQUIREMENTS
                             PURPOSES       TOTAL ORIGINAL          FUNDS
                                            OWN FUNDS FOR
                                           GENERAL SOLVENCY
                                               PURPOSES


               8                9                 10               11=9-8
S




      SURPLUS (+) /
    DEFICIT (-) OF OWN
    FUNDS TAKING INTO
       ACCOUNT THE
       SUPERVISORY
     REVIEW PROCESS




            12
 CR SA
                                                                                              CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: STANDARDISED APPROACH TO CAPITAL REQUIREMENTS

SA Exposure class / IRB Exposure class:


                                                                                                                                                                                     CREDIT RISK MITIGATION TECHNIQUES
                                      ORIGINAL EXPOSURE PRE                            CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE                    AFFECTING THE AMOUNT OF THE EXPOSURE:                    BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE OF OFF-
                                       CONVERSION FACTORS                                                              EXPOSURE                                                     FUNDED CREDIT PROTECTION. FINANCIAL                        BALANCE SHEET ITEMS BY CONVERSION FACTORS
                                                              (-) VALUE                                                                                                  NET
                                                                                                                                                                                     COLLATERAL COMPREHENSIVE METHOD
                                                            ADJUSTMENTS                                                                                               EXPOSURE
                                                                          EXPOSURE
                                                                 AND                     UNFUNDED CREDIT                                                              AFTER CRM                                                  FULLY                                                                       RISK
                                                                        NET OF VALUE                                                       SUBSTITUTION OF THE                                                                                                                                                          CAPITAL
                                                             PROVISIONS               PROTECTION: ADJUSTED     FUNDED CREDIT PROTECTION                              SUBSTITUTIO                                               ADJUSTED                                                        EXPOSURE    WEIGHTED
                                                 OF WHICH:              ADJUSTMENTS                                                        EXPOSURE DUE TO CRM                                                                                                                                                        REQUIREMENT
                                                             ASSOCIATED                    VALUES (Ga)                                                                N EFFECTS                                                EXPOSURE                                                          VALUE     EXPOSURE
                                                  ARISING                    AND                                                                                                    VOLATILITY   (-) FINANCIAL                                                                                                             S
                                                              WITH THE                                                                                                   PRE                                                   VALUE (E*)                                                                   AMOUNT
                                                    FROM                 PROVISIONS                                                                                                ADJUSTMENT    COLLATERAL:          (-)
                                                              ORIGINAL                                          FINANCIAL       OTHER                                CONVERSION                                                                0%          20%          50%          100%
                                                COUNTERPART   EXPOSURE                                                                                                 FACTORS        TO THE       ADJUSTED       VOLATILITY
                                                  Y CREDIT                                          CREDIT     COLLATERAL:     FUNDED      (-) TOTAL      TOTAL                     EXPOSURE     VALUE (Cvam)
                                                                                     GUARANTEES                                                                                                                      AND
                                                    RISK                                         DERIVATIVES      SIMPLE       CREDIT     OUTFLOWS     INFLOWS (+)
                                                                                                                                                                                                                   MATURITY
                                                                                                                 METHOD      PROTECTION
                                                                                                                                                                                                                 ADJUSTMENTS

                                                                                                                                                                                                                               15=11+12+1                                                      20=15-16-
                                         1            2          3         4=1+3          5           6             7            8            9            10        11=4+9+10         12             13             14                        16           17           18           19        0,8*17-       21             22
                                                                                                                                                                                                                                    3
                                                                                                                                                                                                                                                                                                 0,5*18
                                                                                                                                                                                                                                                                                                                      CELL LINKED TO CA
 TOTAL EXPOSURES                                                                                                                                                                                                                                                                                                          TEMPLATE



  BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:


  On balance sheet items



  Off balance sheet items

  Securities Financing
 Transactions & Long
 Settlement Transactions

  Derivatives


  From Contractual Cross
 Product Netting

  BREAKDOWN OF TOTAL EXPOSURES BY RISK WEIGHTS:


                0%


                10%


                20%


                35%


                50%


 of which:             past due (a)


   without credit assessment by a
              nominated ECAI (a)

      secured by commercial real
                      estate(a)


                75%


                100%


    of which:             past due
                                (a)

   without credit assessment by a
              nominated ECAI (a)


         secured by real estate (a)


                150%


    of which:             past due
                                (a)


                200%


       Other risk weights


 (a) These rows would be applicable if the Institution reports the data for the IRB exposure classes and for the Total exposure class.
CR IRB
                                                                                                                                                                            CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS


IRB Exposure class:

Own estimates of LGD and/or conversion factors:




                                                                                                                                                                                                                                                                                                                                                                                         SUBJECT TO
                                                                                        CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH SUBSTITUTION EFFECTS ON THE EXPOSURE                                                                                                CREDIT RISK MITIGATION TECHNIQUES TAKEN INTO ACCOUNT IN LGD ESTIMATES EXCLUDING DOUBLE DEFAULT TREATMENT      DOUBLE DEFAULT                                                                                          MEMORANDUM ITEMS:
                                           INTERNAL RATING   ORIGINAL EXPOSURE PRE                                                                                                                                                                                                                                                                                                       TREATMENT
                                               SYSTEM         CONVERSION FACTORS
                                                                                                                                         SUBSTITUTION OF THE EXPOSURE DUE EXPOSURE AFTER     Breakdown of the                                                       OWN ESTIMATES OF LGD'S ARE USED:
                                                                                         UNFUNDED CREDIT PROTECTION                                                                                                                                                                                                              FUNDED CREDIT PROTECTION                                                                   EXPOSURE-
                                                                                                                                                       TO CRM                   CRM        exposure after CRM                                                         UNFUNDED CREDIT PROTECTION
                                                                                                                                                                                                                                                                                                                                                                                                           EXPOSURE         WEIGHTED       RISK WEIGHTED
                                                                                                                                                                           SUBSTITUTION       techniques with                                                                                                                                                                                                                                                 CAPITAL
                                                                                                                                                                                                                                   EXPOSURE VALUE                                                                                                                                                          WEIGHTED          AVERAGE          EXPOSURE
                                                                                                                         OTHER FUNDED                                       EFFECTS PRE     substitution effects                                                                                                                                  OTHER ELIGIBLE COLLATERAL              UNFUNDED                                                          REQUIREMENTS                            (-) VALUE
                                                                                                                                                                                                                                                                                                       OWN ESTIMATES                                                                                    AVERAGE LGD (%)   MATURITY VALUE       AMOUNT
                                                                                                                                                                            CONVERSION     according to the PD                                                                                                                                                                                                                                                                 EXPECTED LOSS                       NUMBER OF
                                           PD ASSIGNED TO                  OF WHICH:                                        CREDIT                                                                                                                                                                      OF LGD'S ARE                                                                      CREDIT                              (DAYS)                                                             ADJUSTMENTS
                                                                                                                                                                              FACTORS      of the CRM provider.    OF WHICH: OFF                    OF WHICH: OFF                                                        ELIGIBLE                                                                                                                                                 AMOUNT                           OBLIGORS
                                            THE OBLIGOR                  ARISING FROM                      CREDIT         PROTECTION         (-) TOTAL     TOTAL INFLOWS                                                                                                                CREDIT             USED:                                                                        PROTECTION                                                                                              AND PROVISIONS
                                                                                         GUARANTEES                                                                                                                BALANCE SHEET                    BALANCE SHEET     GUARANTEES                                        FINANCIAL                      OTHER PHYSICAL
                                           GRADE OR POOL                 COUNTERPARTY                    DERIVATIVES                        OUTFLOWS            (+)                                                                                                                   DERIVATIVES      OTHER FUNDED                     REAL ESTATE                      RECEIVABLES
                                                                                                                                                                                                                       ITEMS                            ITEMS                                                          COLLATERAL                        COLLATERAL
                                                 (%)                      CREDIT RISK                                                                                                                                                                                                                      CREDIT
                                                                                                                                                                                                                                                                                                        PROTECTION


                                                  1           2                3              4                5               6                7                8            9=2+7+8               9a                  10               11              12               13               14               15              16              17               18               19             20               21                22              23                24                25                26              27




1. TOTAL EXPOSURES                                                                                                                                                                                                                                                                                                                                                                                                                                         CELL LINKED TO CA
                                                                                                                                                                                                                                                                                                                                                                                                                                                               TEMPLATE




BREAKDOWN OF TOTAL EXPOSURES BY EXPOSURE TYPES:



On balance sheet items




Off balance sheet items




Securities Financing Transactions
& Long Settlement Transactions




Derivatives




From Contractual Cross Product
Netting



 1.1 EXPOSURES ASSIGNED TO OBLIGOR
       GRADES OR POOLS: TOTAL



BREAKDOWN OF TOTAL EXPOSURES ASSIGNED TO OBLIGOR GRADES OR POOLS:



      OBLIGOR GRADE OR POOL(a):1




                                      2




                                   .....




                                     N



  1.2 SPECIALIZED LENDING SLOTTING
          CRITERIA (b): TOTAL


BREAKDOWN BY RISK WEIGHTS OF TOTAL EXPOSURES UNDER SPECIALIZED LENDING SLOTTING CRITERIA:


                    RISK WEIGHT: 0%




                                  50%




                                  70%




                Of which: in category 1




                                  90%




                                115%




                                250%



1.3 ALTERNATIVE TREATMENT: SECURED
           BY REAL ESTATE


 1.4 EXPOSURES FROM FREE DELIVERIES
  APPLYING RISK WEIGHTS UNDER THE
   ALTERNATIVE TREATMENT OR 100%


 1.5 DILUTION RISK: TOTAL PURCHASED
            RECEIVABLES




(a) Order from the lower to the higher according to the PD assigned to the obligor grade or pool. PD of obligors in default shall be 100%. Exposures subject to the alternative treatment for real estate collateral (only available when not using own estimates for the LGD) will not be assigned according to the PD of the obligor.

(b) This row will be available for the specialized lending, corporate and total exposure classes
CR EQU IRB                                                                                 CREDIT RISK: EQUITY - IRB APPROACHES TO CAPITAL REQUIREMENTS


                                                                          CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH
                                                                                                                                                                                                                                    MEMORANDUM ITEM:
                                              INTERNAL                       SUBSTITUTION EFFECTS ON THE EXPOSURE
                                               RATING                                                                         EXPOSURE
                                                         ORIGINAL          UNFUNDED CREDIT          SUBSTITUTION OF THE       AFTER CRM
                                               SYSTEM
                                                                             PROTECTION             EXPOSURE DUE TO CRM                                                          EXPOSURE
                                                         EXPOSURE                                                            SUBSTITUTIO                                                      RISK WEIGHTED
                                                                                                                                                       EXPOSURE                  WEIGHTED                        CAPITAL                         (-) VALUE
                                                            PRE                                                               N EFFECTS                                                          EXPOSURE
                                            PD ASSIGNED                                                                                                  VALUE                  AVERAGE LGD                   REQUIREMENTS     EXPECTED LOSS   ADJUSTMENTS
                                                        CONVERSION                                                               PRE                                                              AMOUNT
                                               TO THE                                                                                     OF WHICH:                OF WHICH:        (%)                                           AMOUNT            AND
                                                          FACTORS                      CREDIT      (-) TOTAL      TOTAL      CONVERSION
                                              OBLIGOR                  GUARANTEES                                                        OFF BALANCE              OFF BALANCE                                                                   PROVISIONS
                                                                                     DERIVATIVES   OUTFLOWS    INFLOWS (+)     FACTOR
                                               GRADE                                                                                     SHEET ITEMS              SHEET ITEMS
                                                (%)

                                                 1             2            3              4          5            6             7            8           9           10            11             12              13               14             15

                                                                                                                                                                                                              CELL LINKED TO
TOTAL IRB EQUITY EXPOSURES                                                                                                                                                                                        THE CA
                                                                                                                                                                                                                 TEMPLATE

1. PD/LGD APRROACH: TOTAL

BREAKDOWN OF TOTAL EXPOSURES UNDER THE PD/LGD APRROACH BY OBLIGOR GRADES:

          OBLIGOR GRADE(a): 1


                                 2


                              .....


                                 N

2. SIMPLE RISK WEIGHT APPROACH:
TOTAL
BREAKDOWN OF TOTAL EXPOSURES UNDER THE SIMPLE RISK WEIGHT APRROACH BY RISK WEIGHTS:

            RISK WEIGHT: 190%


                           290%


                           370%


3. INTERNAL MODELS APPROACH



(a) Order from the lower to the higher according to the PD assigned to the obligor grade
CR SEC SA
                                                                                                                                                                               CREDIT RISK: SECURITISATIONS - STANDARDISED APPROACH TO CAPITAL REQUIREMENTS


 Securitization type:




                                                SYNTHETIC SECURITIZATIONS: CREDIT                                                                                                              (-) CREDIT RISK                BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE VALUE (E*)
                                                                                       SECURITISATIO                            CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH                     MITIGATION                                                                                                                BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS ACCORDING                                 MEMORANDUM
                                                  PROTECTION TO THE SECURITISED                                                                                                                                               OF OFF BALANCE SHEET ITEMS ACCORDING TO CONVERSION
                                                                                        N POSITIONS                                SUBSTITUTION EFFECTS ON THE EXPOSURE                          TECHNIQUES                                                                                                                                        TO RISK WEIGHTS                                                                ITEM:
                                                           EXPOSURES                                                                                                                                                                                FACTORS
                                                                                                                                                                                    NET        AFFECTING THE                                                                                                                                                                                                                    CAPITAL
                                                                                                                   EXPOSURE                                                      EXPOSURE     AMOUNT OF THE                                                                                                                                                                                                                  REQUIREMENTS
                               TOTAL AMOUNT
                                                                                                        (-) VALUE   NET OF                                                       AFTER CRM        EXPOSURE:        FULLY                                                                                                                                                                                           TOTAL    CORRESPONDING
                                     OF                     (-) TOTAL                                                                                   SUBSTITUTION OF THE                                                                                                                                                            RATED                                                   RISK WEIGHTED                               TOTAL CAPITAL
                                                                                                       ADJUSTMENT    VALUE                                                      SUBSTITUTIO    FUNDED CREDIT     ADJUSTED                                                           EXPOSURE                                                                      1250%        LOOK-THROUGH                       CAPITAL        TO THE
                                SECURITISED                OUTFLOWS        NOTIONAL                                                                     EXPOSURE DUE TO CRM                                                                                                                                                 (CREDIT QUALITY STEPS 1 TO 4)                                         EXPOSURE                                 REQUIREMENT
                                              (-) FUNDED                                                  S AND   ADJUSTMENT  UNFUNDED                                           N EFFECTS       PROTECTION      EXPOSURE                                                             VALUE                                                                                                                    REQUIREMENT OUTFLOWS FROM
                                 EXPOSURES                                  AMOUNT       ORIGINAL                                                                                                                                                                                                  (-)                                                                                             AMOUNT                                   S AFTER CAP
                                                CREDIT                                                 PROVISIONS    S AND     CREDIT      FUNDED                                   PRE           FINANCIAL      VALUE (E*)                                                                               SUBJECT TO                                                                                           S BEFORE CAP      THE SA
                                ORIGINATED                               RETAINED OR   EXPOSURE PRE                                                                                                                               0%     >0% and <=20%
                                                                                                                                                                                                                                                     >20% and <=50%
                                                                                                                                                                                                                                                                 >50% and <=100%               DEDUCTED
                                              PROTECTIO                                                           PROVISIONS PROTECTION:   CREDIT                               CONVERSION       COLLATERAL                                                                                                  RISK                                                                                                           SECURITISATION
                                                            UNFUNDED     REPURCHASED    CONVERSION                                                                                                                                                                                             FROM OWN                                                                                OF
                                               N (Cvam)                                                                       ADJUSTED   PROTECTION                               FACTORS     COMPREHENSIVE                                                                                                WEIGHTS                                                                                                             TO OTHER
                                                             CREDIT        OF CREDIT      FACTORS                                                                                                                                                                                                FUNDS                                                                               WHICH:
                                                                                                                             VALUES (Ga)                (-) TOTAL      TOTAL                       METHOD                                                                                                                                                                                                                      EXPOSURE
                                                           PROTECTION     PROTECTION                                                                                                                                                                                                                                       20%      50%     100%    350%    RATED    UNRATED         SECOND
                                                                                                                                                       OUTFLOWS      INFLOWS                  ADJUSTED VALUE                                                                                                                                                                                                                    CLASSES
                                                            ADJUSTED                                                                                                                                                                                                                                                                                                                 LOSS IN
                                                                                                                                                                                                    (Cvam)
                                                           VALUES (Ga)                                                                                                                                                                                                                                                                                                                ABCP

                                    1             2            3             4              5              6        7=5+6         8            9           10          11           12              13              14            15           16            17           18          19          20      21=19+20          22      23       24       25     26           27   28      29           30             31             32              33

                                                                                                                                                                                                                                                                                                                                                                                                                                           cell linked to
TOTAL EXPOSURES                                                                                                                                                                                                                                                                                                                                                                                                                            CA
                                                                                                                                                                                                                                                                                                                       º




ORIGINATOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS



               MOST SENIOR



               MEZZANINE



               FIRST LOSS


 OFF BALANCE SHEET ITEMS AND
 DERIVATIVES


 EARLY AMORTIZATION



INVESTOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS



               MOST SENIOR



               MEZZANINE



               FIRST LOSS


 OFF BALANCE SHEET ITEMS AND
 DERIVATIVES


SPONSOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS


 OFF BALANCE ITEMS AND
 DERIVATIVES
 CR SEC IRB
                                                                                                                                                                        CREDIT RISK: SECURITISATIONS - IRB APPROACH TO CAPITAL REQUIREMENTS


 Securitization type:




                                                                                                                                                                        (-) CREDIT RISK                BREAKDOWN OF THE FULLY ADJUSTED EXPOSURE
                                                 SYNTHETIC SECURITIZATIONS: CREDIT    SECURITISATION      CREDIT RISK MITIGATION (CRM) TECHNIQUES WITH                    MITIGATION                      VALUE (E*) OF OFF BALANCE SHEET ITEMS                                                   BREAKDOWN OF THE EXPOSURE VALUE SUBJECT TO RISK WEIGHTS ACCORDING TO RISK WEIGHTS
                                              PROTECTION TO THE SECURITISED EXPOSURES   POSITIONS             SUBSTITUTION EFFECTS ON THE EXPOSURE
                                                                                                                                                                          TECHNIQUES                    ACCORDING TO CREDIT CONVERSION FACTORS                                                                                                                                                       (-)                                       MEMORANDUM
                                                                                                                                                                         AFFECTING THE                                                                                                                                                                                                         REDUCTION IN                                        ITEM:
                                                                                                                                                           EXPOSURE
                                                                                                                                                                        AMOUNT OF THE                                                                                                                                                                                                              RISK                                           CAPITAL
                               TOTAL AMOUNT                                                                                                                AFTER CRM                                                                                                                              RATINGS BASED METHOD                                                             INTERNAL
                                                             (-) TOTAL                                                             SUBSTITUTION OF THE                     EXPOSURE:        FULLY                                                                                                                                                            SUPERVISORY                         WEIGHTED                                      REQUIREMENTS
                                     OF                                                                                                                   SUBSTITUTIO                                                                                                                (CREDIT QUALITY STEPS 1 TO 11 IN LONG TERM TABLE         1250%                               ASSESMENT                 RISK WEIGHTED   TOTAL CAPITAL                     TOTAL CAPITAL
                                                            OUTFLOWS                                                               EXPOSURE DUE TO CRM                  FUNDED CREDIT     ADJUSTED                                                EXPOSURE                                                                                                 FORMULA METHOD                        EXPOSURE                                     CORRESPONDING
                                SECURITISED                                 NOTIONAL                                                                       N EFFECTS                                                                                                                          OR 1 TO 3 IN SHORT TERM TABLE)                                                      APPROACH                     EXPOSURE     REQUIREMENTS                      REQUIREMENTS
                                                                                                        UNFUNDED                                                          PROTECTION      EXPOSURE                                                  VALUE                                                                                                                                       AMOUNT DUE                                   TO THE OUTFLOWS
                                 EXPOSURES     (-) FUNDED                    AMOUNT       ORIGINAL                                                            PRE                                                                                                (-)                                                                                                                                            AMOUNT       BEFORE CAP                         AFTER CAP
                                                                                                         CREDIT        FUNDED                                              FINANCIAL      VALUE (E*)                                                                    SUBJECT TO                                                                                        LOOK-                  TO VALUE                                      FROM THE IRB
                                ORIGINATED       CREDIT                   RETAINED OR   EXPOSURE PRE                                                      CONVERSION                                                                                         DEDUCTED
                                                             UNFUNDED                                  PROTECTION:     CREDIT                                             COLLATERAL                    0%              >20%
                                                                                                                                                                                                              >0% and <=20% and <=50% and <=100%
                                                                                                                                                                                                                                  >50%                                     RISK                                                                                                                ADJUSTMENTS                                  SECURITISATION TO
                                              PROTECTION                  REPURCHASED    CONVERSION                                                         FACTORS                                                                                          FROM OWN                                                                                             AVERAG THROUG        AVERAGE
                                                              CREDIT                                    ADJUSTED     PROTECTION                                         COMPREHENSIVE                                                                                    WEIGHTS                                                                                            H                       AND                                      OTHER EXPOSURE
                                                 (Cvam)                     OF CREDIT     FACTORS                                 (-) TOTAL      TOTAL                                                                                                         FUNDS                  6-   12 -   20 -   50 -                                    UNRATE           E RISK                 RISK
                                                            PROTECTION                                 VALUES (Ga)                                                          METHOD                                                                                                                              100% 250% 425% 650%     RATED                                                   PROVISIONS                                        CLASSES
                                                                           PROTECTION                                             OUTFLOWS      INFLOWS                                                                                                                              10%   18%    35%    75%                                       D              WEIGHT               WEIGHT
                                                             ADJUSTED                                                                                                   ADJUSTED VALUE
                                                                                                                                                                                                                                                                                                                                                                    (%)                  (%)
                                                            VALUES (Ga)                                                                                                      (Cvam)


                                    1             2             3             4              5             6             7            8            9          10              11             12         13          14         15          16       17         18       19=17+18     20    21     22     23     24   25    26     27     28           29     30     31      32    33     34        35            36              37                38               39


TOTAL EXPOSURES                                                                                                                                                                                                                                                                                                                                                                                                                                              cell linked to CA




ORIGINATOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS



                MOST SENIOR



                MEZZANINE



                FIRST LOSS


 OFF BALANCE SHEET ITEMS AND
 DERIVATIVES


 EARLY AMORTIZATION



INVESTOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS



                MOST SENIOR



                MEZZANINE



                FIRST LOSS


 OFF BALANCE SHEET ITEMS AND
 DERIVATIVES


SPONSOR: TOTAL EXPOSURES



 ON BALANCE SHEET ITEMS


 OFF BALANCE SHEET ITEMS AND
 DERIVATIVES
CR SEC Details                                                                                                                                                CREDIT RISK: DETAILED INFORMATION ON SECURITISATIONS BY ORIGINATORS AND SPONSORS



                                                                        NON ABCP PROGRAMS                                       SECURITISED EXPOSURES ORIGINATED                         SECURITISATION                        SECURITISATION POSITIONS (ORIGINAL EXPOSURE PRE CONVERSION FACTORS)
                                                                                                                                                                                           STRUCTURE                                                                                                                         (-)
                                         SECURITISAT                                  TOTAL                                                                                                                                                                                                                                          TOTAL
                           IDENTIFIER OF                ROLE OF THE                                                                                                                                                                                                OFF-BALANCE SHEET ITEMS AND                           EXPOSURE                TOTAL
                                           ION TYPE:                                AMOUNT OF                                                                                                                            ON BALANCE SHEET ITEMS                                                      EARLY AMORTISATION             CAPITAL
                               THE                     INSTITUTION:                                                                                                       OWN FUNDS                                                                                        DERIVATIVES                                     VALUE                CAPITAL
           INTERNAL CODE                 (TRADITIONA                               SECURITISED    TOTAL                                                        (-) VALUE                                                                                                                                                          REQUIREMEN
                           SECURITISATIO                (SPONSOR /    ORIGINATIO                          INSTITUTION'           APPROACH                                REQUIREMENTS                                                                                                                                    DEDUCTED            REQUIREMEN
                                              L/                                    EXPOSURES    AMOUNT                                      NUMBER OF   ELGD ADJUSTMENT                                                                                                                                                           TS BEFORE
                                 N                     ORIGINATOR)      N DATE                              S SHARE      TYPE     APPLIED                                   BEFORE         FIRST LOSS      MOST SENIOR         MEZZANINE          FIRST LOSS      DIRECT                                                 FROM OWN            TS AFTER CAP
                                          SYNTHETIC)                                                                                         EXPOSURES    %      S AND                                                                                                        ELIGIBLE                        CONVERSION              CAP
                                                                      (mm/yyyy)    ORIGINATED                 (%)               (SA/IRB/MIX)                             SECURITISATIO                                                                            CREDIT                          CONTROLLED               FUNDS
                                                                                                                                                              PROVISIONS                                                                                                     LIQUIDITY    OTHER                 FACTOR
                                                                                        AT                                                                                   N%                                                                                  SUBSTITUT                         ? (yes/No)
                                                                                                                                                                                                                  UNRATE                                                     FACILITIES                         APPLIED
                                                                                   ORIGINATION                                                                                                            RATED             RATED   UNRATED   RATED    UNRATED       E
                                                                                       DATE                                                                                                                         D
                 1              2             3             4             5             6          7           8          9          10         11       12        13         14              15           16       17       18        19         20      21        22          23         24          25         26        27         28         29




                 ...                                                                                                                                                                           ...
CR TB SETT                     SETTLEMENT/DELIVERY RISK IN THE TRADING BOOK



                                                                            PRICE
                                                          UNSETTLED
                                                                         DIFFERENCE
                                                        TRANSACTIONS                   Multiplying
                                                                        EXPOSURE DUE
                                                        AT SETTLEMENT                  coefficients
                                                                        TO UNSETTLED
                                                            PRICE
                                                                        TRANSACTIONS

                                                             (1)            (2)
1. Total unsettled transactions in the Trading Book
    1.1 Transactions unsettled up to 4 days                                                        0
    1.2 Transactions unsettled between 5 and 15 days                                               8
    1.3 Transactions unsettled between 16 and 30 days                                             50
    1.4 Transactions unsettled between 31 and 45 days                                             75
    1.5 Transactions unsettled for 46 days or more                                               100
   CAPITAL
REQUIREMENTS



      (3)
  Link to CA
MKR SA TDI

Currency:




TRADED DEBT INSTRUMENTS IN TRADING BOOK
 1 General risk. Maturity-based approach

                             1.1 Zone 1
                                   0≤   1 month
                                   >1   ≤ 3 months
                                   >3   ≤ 6 months
                                   >6   ≤ 12 months
                             1.2 Zone 2
                                   > 1 ≤ 2 (1,9 for cupon of less than 3%) years
                                   > 2 ≤ 3 (> 1,9 ≤ 2,8 for cupon of less than 3%) yea
                                   > 3 ≤ 4 (> 2,8 ≤ 3,6 for cupon of less than 3%) yea
                             1.3 Zone 3
                                   >   4 ≤ 5 (> 3,6 ≤ 4,3 for cupon of less than 3%) y
                                   >   5≤7     (> 4,3 ≤ 5,7 for cupon of less than 3%) y
                                   >   7 ≤ 10 (> 5,7 ≤ 7,3 for cupon of less than 3%) y
                                   >   10 ≤ 15 (> 7,3 ≤ 9,3 for cupon of less than 3%) y
                                   >   15 ≤ 20 (> 9,3 ≤ 10,6 for cupon of less than 3%)
                                   >   20      (> 10,6 ≤ 12,0 for cupon of less than 3%
                                                (> 12,0 ≤ 20,0 for cupon of less than 3%
                                                (> 20 for cupon of less than 3%) years
                             1.a Matched weighted position in all maturity bands

                             1.b Matched weighted position in zone 1
                           1.c Matched weighted position in zone 2

                           1.d Matched weighted position in zone 3

                           1.e1 Matched weighted position between zone 1 and 2

                           1.e2 Matched weighted position between zone 2 and 3

                           1.f Matched weighted position between zone 1 and 3

                           1.g Residual unmatched weighted positions

2 General risk. Duration-based approach

                           2.1 Zone 1

                           2.2 Zone 2

                           2.3 Zone 3

                           2.a Matched duration-weighted position in all zones

                           2.b1 Matched duration-weighted position between zone 1 a

                           2.b2 Matched duration-weighted position between zone 2 a

                           2.c Matched duration-weighted position between zone 1 an

                           2.d Residual unmatched duration-weighted positions

3 Specific risk

                           3.1 Debt securities under the first category in Table 1 (poin
                           2006/49/EC) or article 19, paragraph 1

                           3.2 Debt securities under the second category in Table 1 (p

                                  3.2.a With residual term ≤ 6 months

                                  3.2.b With a residual term > 6 months and ≤ 24 mo

                                  3.2.c With a residual term > 24 months

                           3.3 Debt securities under the third category in Table 1 (poin

                           3.4 Debt securities under the fourth category in Table 1 (po
                                     3.5 Securitisation exposures subject to 1250% risk weightin

   4 Particular approach for position risk in CIUs

   5 Margin-based approach for exchange traded futures and options

   6 Margin-based approach for OTC futures and options

   7 Other non-delta risks for options
7.a Other non-delta risk for options: simplified method
7.b Other non-delta risk for options: estimations algorithms of risks by scenarios



NARRATIVE DESCRIPTIONS

LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                                                       ALL POSITIONS


                                                 LONG
                                                 (1)




 for cupon of less than 3%) years
,9 ≤ 2,8 for cupon of less than 3%) years
,8 ≤ 3,6 for cupon of less than 3%) years


 3,6 ≤ 4,3 for cupon of less than 3%) years
> 4,3 ≤ 5,7 for cupon of less than 3%) years
> 5,7 ≤ 7,3 for cupon of less than 3%) years
  7,3 ≤ 9,3 for cupon of less than 3%) years
  9,3 ≤ 10,6 for cupon of less than 3%) years
  10,6 ≤ 12,0 for cupon of less than 3%) years
> 12,0 ≤ 20,0 for cupon of less than 3%) years
> 20 for cupon of less than 3%) years
ed position in all maturity bands

ed position in zone 1
ed position in zone 2

ed position in zone 3

ted position between zone 1 and 2

ted position between zone 2 and 3

ed position between zone 1 and 3

ched weighted positions




n-weighted position in all zones

 on-weighted position between zone 1 and 2

 on-weighted position between zone 2 and 3

n-weighted position between zone 1 and 3

ched duration-weighted positions



under the first category in Table 1 (point 14 annex I, Directive
cle 19, paragraph 1

under the second category in Table 1 (point 14 annex I, Directive2006/49/EC)

sidual term ≤ 6 months

residual term > 6 months and ≤ 24 months

residual term > 24 months

under the third category in Table 1 (point 14 annex I, Directive 2006/48/EC)

under the fourth category in Table 1 (point 14 annex I, Directive 2006/48/EC)
xposures subject to 1250% risk weighting or deduction and unrated liquidity facilities



tures and options




of risks by scenarios




national version
                      MARKET RISK: STANDARDISED APPROACHES FOR POSITI




                                               POSITIONS
                       (-) REDUCTION
                         EFFECT FOR
ALL POSITIONS                                 NET POSITIONS
                       UNDERWRITING
                         POSITIONS

            SHORT                      LONG
                (2)         (3)         (4)
NDARDISED APPROACHES FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS




      POSITIONS

                             (-) ALLOWANCE DUE TO TRADING
     NET POSITIONS         BOOK POSITIONS HEDGED BY CREDIT
                                      DERIVATIVES

                            TO LONG NET     TO SHORT NET
                  SHORT
                             POSITIONS       POSITIONS
                     (5)         (6)             (7)
S IN TRADED DEBT INSTRUMENTS




            NET POSITIONS
                            RISK CAPITAL
             SUBJECT TO                        CAPITAL
                              CHARGE
           CAPITAL CHARGE                   REQUIREMENTS
                                (%)


                (8)                                (9)
                                           Link to CA template




                               10.00

                               40.00
30.00

30.00

40.00

40.00

150.00

100.00




 2.00

40.00

40.00

150.00

100.00




 0.00




 0.25

  1

 1.6

 8.00

12.00
MKR SA EQU
National market:




EQUITIES IN TRADING BOOK

   1 General risk

      1.1 Exchange traded stock-index futures broadly diversified subject to particular a

      1.2 Other equities than exchange traded stock-index futures broadly diversified

   2 Specific risk

      2.1 High quality, liquid and diversified portfolios subject to lower capital requireme

      2.2 Other equities than high quality, liquid and diversified portfolios

   3 Particular approach for position risk in CIUs

   4 Margin-based approach for exchange-traded futures and options

   5 Margin-based approach for OTC futures and options

   6 Other non-delta risks for options
6.a Other non-delta risk for options: simplified method
6.b Other non-delta risk for options: estimations algorithms of risks by scenarios



NARRATIVE DESCRIPTIONS
LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                                                                      MARKET RISK: STANDA




                                                                ALL POSITIONS


                                                            LONG            SHORT
                                                             (1)             (2)




ex futures broadly diversified subject to particular approach

ge traded stock-index futures broadly diversified



ersified portfolios subject to lower capital requirements

ality, liquid and diversified portfolios

risk in CIUs

hange-traded futures and options

 futures and options




tions algorithms of risks by scenarios
 national version
P and added in national version
RISK: STANDARDISED APPROACH FOR POSITION RISK IN EQUITIES




                 POSITIONS
      (-) REDUCTION
                                                     NET POSITIONS
        EFFECT FOR
                                NET POSITIONS         SUBJECT TO
      UNDERWRITING
                                                    CAPITAL CHARGE
        POSITIONS
                             LONG           SHORT
           (3)                (4)            (5)         (6)
RISK CAPITAL
                   CAPITAL
  CHARGE
                REQUIREMENTS
    (%)


                       (7)
               Link to CA template

   8.00




   2.00

   4.00
MKR SA FX




TOTAL POSITIONS IN NON-REPORTING CURRENCIES

  1 Currencies in second stage of EMU

  2 Currencies subject to intergovernmental agreements

  3 Currencies closely correlated

   4 All other currencies (including CIUs treated as different
currencies)

  5 Gold

  6 Other non-delta risks for currency options

6.a. Exigences pour risques optionnels : méthode simplifiée
6.b. Exigences pour risques optionnels : algorithmes
d'estimation du risque par scénario
Memorandum items: Currency positions

Currency 1

Currency 2

Currency 3

Currency 4
Currency 5

      Euro

      ERM2 currencies

             DKK

             EEK

             LTL

             SIT

             CYP

             LVL

             MTL

             SKK

      GBP

      SEK

      CHF

      Other EEA currencies

      USD

      CAD

      AUD

      JPY

      Other non-EEA currencies

      CIUs treated as separate currencies
NARRATIVE DESCRIPTIONS

LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                    MARKET RISK STANDARDISED APPROA




              ALL POSITIONS
                               Memorandum items:

                       Hedging positions for capital ratio
LONG   SHORT

                              Long              Short

(1)     (2)                   (3)                (4)
onal version
DISED APPROACHES FOR FOREIGN EXCHANGE RISK




                                                POSITIONS SUBJECT TO CAPITAL CHARG
                 NET POSITIONS         (Including redistribution of unmatched positions in
                                            subject to special treatment for matched posi


          LONG              SHORT             LONG                SHORT

           (5)                   (6)           (7)                  (8)
TO CAPITAL CHARGE
                                   RISK CAPITAL CHARGE
 atched positions in currencies
                                           (%)                CAPITAL
nt for matched positions)
                                                           REQUIREMENTS

               MATCHED            LONG   SHORT   MATCHED

                   (9)                                         (10)

                                                             Link to Ca
                                                    1,6



                                                   4.00

                                  8.00    8.00

                                  8.00    8.00
MKR SA COM

Commodity:




TOTAL POSITIONS IN COMMODITIES

   1 Maturity ladder approach
         1.1 Maturity zone ≤ 1 year
               0≤   1 month
               >1   ≤ 3 months
               >3   ≤ 6 months
               >6   ≤ 12 months
         1.2 Maturity zone > 1 year and ≤ 3 years
               > 1 ≤ 2 years
               > 2 ≤ 3 years
         1.3 Maturity zone > 3 years

         1.a Matched long and short positions within each maturity band

         1.b Matched positions between two maturity bands

         1.c Residual unmatched positions

   2 Extended maturity ladder approach

         2.1 Maturity zone ≤ 1 year
               0≤   1 month
               >1   ≤ 3 months
               >3   ≤ 6 months
               >6   ≤ 12 months
           2.2 Maturity zone > 1 year and ≤ 3 years
                  > 1 ≤ 2 years
                  > 2 ≤ 3 years
           2.3 Maturity zone > 3 years

           2.a Matched long and short positions within each maturity band

           2.b Matched positions between two maturity bands

           2.c Residual unmatched positions

     3 Simplified approach: All positions

           3.a Net positions

           3.b Gross positions

     4 Margin-based approach for exchange traded futures and options

     5 Margin-based approach for OTC futures and options

     6 Other non-delta risks for commodity options

     6.a Other non-delta risk for options: simplified method

     6.b Other non-delta risk for options: estimations algorithms of risks by scena

     7 Risk of shortage of liquidity




NARRATIVE DESCRIPTIONS

LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                                                 ALL POSITIONS


                                   LONG   SHORT


                                   (1)     (2)




≤ 3 years




itions within each maturity band

two maturity bands
≤ 3 years




itions within each maturity band

two maturity bands




e traded futures and options

res and options



implified method

stimations algorithms of risks by scenarios




al version
dded in national version
      MARKET RISK STANDARDISED APPROACHES FOR COMMODITIES




ALL POSITIONS
                MEMORANDUM ITEMS:               NET POSITIONS
          Positions which are purely stock
                     financing
             Long                Short       LONG           SHORT
              (3)                  (4)        (5)            (6)
ODITIES




        POSITIONS      RISK CAPITAL
                                         CAPITAL
        SUBJECT TO       CHARGE
                                      REQUIREMENTS
      CAPITAL CHARGE       (%)


           (7)                             (8)

                                        Link to CA




                          1.50

                          0.60

                          15.00
15.00

3.00
MKR IM



                                   MULTIPLICATION
                                  FACTOR x AVERAGE
                                   OF PREVIOUS 60
                                  WORKING DAYS VaR


                                        (1)

TOTAL POSITIONS
Memorandum items: breakdown
of market risk

1 Traded debt instruments

  1.1 TDI - General risk

  1.2 TDI - Specific Risk

2 Equities

  2.1 Equities - General risk

  2.2 Equities - Specific Risk

3 Foreign Exchange risk

4 Commodity risk

5 Total amount for general risk
6 Total amount for specific risk



NARRATIVE DESCRIPTIONS

LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
               MARKET RISK INTERNAL MODELS




                               INCREMENTAL
PREVIOUS DAY   SPECIFIC RISK
                               DEFAULT RISK
     VaR        SURCHARGE
                                SURCHARGE



    (2)             (3)            (4)
nal version
DELS



                                     Memorandum items:
          CAPITAL                  Number of
       REQUIREMENTS              overshootings      Multiplication
                              during previous 250      Factor
                                 working days
            (5)=Max
                                      (6)                (7)
       [(1),(2)]+(3)+(4)
        Link to CA template
MKR IM Details                                                          MARKET RISKS INTERNAL MOD
TABLE A
                                                  BASIC INFORMATION

                              REGULATORY VaR                                            INTERNAL VaR
  INSTRUMENT       SPECIFIC RISK    SPECIFIC RISK DEBT     P&L CODE USED FOR
   CODE FOR          EQUITIES         INSTRUMENTS          THE CALCULATION OF
  REGULATORY       CALCULATION      CALCULATION CODE           NUMBER OF
     MODEL             CODE                                  OVERSHOOTINGS
       (1)              (2)                 (3)                       (4)




TABLE B
                                                   REGULATORY VaR

      Day               CONFIDENCE LEVEL = 99%
                                                              SPECIFIC RISK
                                                               SURCHARGE
                    VaR (T=10)          VaR (T=1)

       (7)              (8)                 (9)                     (10)

       1

       2

       3

       4

       5

       6

       7

       8

       9

       10

       …

       …

       91

       92


(a) To be filled out in case that the internal VaR calculation is based on a confidence interval diff
(b) To be filled out in case that the internal VaR calculation is based on a holding period differen
(c) To be filled out in case that the internal VaR calculation differs from (8) or (9)
NARRATIVE DESCRIPTIONS


LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
 MARKET RISKS INTERNAL MODELS DETAILS




                        INTERNAL VaR

             CONFIDENCE       HOLDING PERIOD
             INTERVAL OF      OF INTERNAL VaR
           INTERNAL VaR (a)         (b)

                 (5)                   (6)




                                                                 P&L EFFECTIVELY USED FOR
             INCREMENTAL        INTERNAL VaR    INTERNAL VaR           BACKTESTING
             DEFAULT RISK            (c)            LIMIT
              SURCHARGE                                        Hypothetical       Actual

                 (11)                  (12)         (13)           (14)            (15)




ased on a confidence interval different from 99 %
ased on a holding period different from 10 days
ers from (8) or (9)
al version
OPR



                                               GROSS INCOME




           BANKING ACTIVITIES         YEAR-3      YEAR-2




                                        1           2

1. TOTAL BANKING ACTIVITIES SUBJECT
TO BASIC INDICATOR APPROACH (BIA)

2. TOTAL BANKING ACTIVITIES SUBJECT
TO STANDARDISED (STA) / ALTERNATIVE
STANDARDISED (ASA) APPROACHES


  SUBJECT TO STA:



  CORPORATE FINANCE (CF)



  TRADING AND SALES (TS)



  RETAIL BROKERAGE (RBr)



  COMMERCIAL BANKING (CB)
  RETAIL BANKING (RB)



  PAYMENT AND SETTLEMENT (PS)



  AGENCY SERVICES (AS)



  ASSET MANAGEMENT (AM)



  SUBJECT TO ASA:



  COMMERCIAL BANKING (CB)



  RETAIL BANKING (RB)


3. TOTAL BANKING ACTIVITIES SUBJECT
TO ADVANCED MEASUREMENT
APPROACHES AMA (a)


(a) Information on the Gross Income for activities subject
Directive 2006/48/EC.

NARRATIVE DESCRIPTIONS
LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
                                          OPERATIONAL RISK



                       LOANS AND ADVANCES
SS INCOME
                   (IN CASE OF ASA APPLICATION)


                                                     CAPITAL
                                                  REQUIREMENTS
       LAST YEAR   YEAR-3    YEAR-2   LAST YEAR




            3        4          5         6               7

                                                  Cell linked to the
                                                    CA templae

                                                  Cell linked to the
                                                    CA templae
                                         Cell linked to the
                                           CA template



ctivities subject to AMA calculations will be provided in the case of co
NAL RISK



                                             AMA MEMORANDUM ITEMS TO BE REPO


                     CAPITAL REQUIREMENTS      (-) ALLEVIATION OF
        OF WHICH:
                    BEFORE ALLEVIATION DUE   CAPITAL REQUIREMENTS
        DUE TO AN
                     TO EXPECTED LOSS AND     DUE TO THE EXPECTED
       ALLOCATION
                         RISK TRANSFER         LOSS CAPTURED IN
       MECHANISM
                          MECHANISMS          BUSINESS PRACTICES


           8             9 = 7+10+11                  10
ovided in the case of combined use of different methodologies as ind
UM ITEMS TO BE REPORTED IF APPLICABLE

              (-) ALLEVIATION OF CAPITAL         EXCESS ON
          REQUIREMENTS DUE TO RISK TRANSFER       LIMIT FOR
                      MECHANISMS                   CAPITAL
                                               ALLEVIATION OF
                            OF WHICH: DUE TO   RISK TRANSFER
                               INSURANCE        MECHANISMS

                 11                12               13
odologies as indicated in Annex X part 4 of
OPR Details                                                 OPERATIONA



  MAPPING OF LOSSES TO BUSINESS LINES
                                                     INTERNAL
                                                       FRAUD


                                                        1

                               Number of events

CORPORATE FINANCE   [CF]       Total loss amount

                               Maximum single loss

                               Number of events

TRADING AND SALES   [TS]       Total loss amount

                               Maximum single loss

                               Number of events

RETAIL BROKERAGE   [RBr]       Total loss amount

                               Maximum single loss

                               Number of events

COMMERCIAL BANKING      [CB]   Total loss amount

                               Maximum single loss

                               Number of events

RETAIL BANKING   [RB]          Total loss amount

                               Maximum single loss

                               Number of events
PAYMENT AND SETTLEMENT
                               Total loss amount
[PS]
PAYMENT AND SETTLEMENT
[PS]
                                  Maximum single loss

                                  Number of events

AGENCY SERVICES     [AS]          Total loss amount

                                  Maximum single loss

                                  Number of events

ASSET MANAGEMENT       [AM]       Total loss amount

                                  Maximum single loss

                                  Number of events

TOTAL BUSINESS LINES              Total loss amount

                                  Maximum single loss




NARRATIVE DESCRIPTIONS


LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
OPERATIONAL RISK: GROSS LOSSES BY BUSINESS LINES AND EV

                                    EVENT TYPES

                EMPLOYMENT
                               CLIENTS, PRODUCTS   DAMAGE TO
    EXTERNAL   PRACTICES AND
                                   & BUSINESS       PHYSICAL
     FRAUD       WORKPLACE
                                   PRACTICES         ASSETS
                  SAFETY
       2             3                 4               5
l version
INESS LINES AND EVENT TYPES IN THE LAST YEAR

                                                    MEMORANDUM ITEM: THRESHOLD
                                                     APPLIED IN DATA COLLECTION
                         EXECUTION,   TOTAL EVENT
         BUSINESS                        TYPES
                         DELIVERY &
      DISRUPTION AND                                   LOWEST
                          PROCESS
      SYSTEM FAILURES
                        MANAGEMENT
             6               7             8             9
ANDUM ITEM: THRESHOLD
ED IN DATA COLLECTION


           HIGHEST


             10
OPR LOSS Details                                           MAJOR OPERATIO




                                                 STATUS:
                                                              LOSS
                                                            ALREADY
   INTERNAL REFERENCE                            ENDED?
                         GROSS LOSS    OF WHICH:            DIRECTLY
         NUMBER
                           AMOUNT     UNREALIZED YES/NO    RECOVERED



            1                 2           3           4        5




NARRATIVE DESCRIPTIONS


LEGEND
cell of European COREP not used in national version
cell not included in European COREP and added in national version
JOR OPERATIONAL RISK LOSSES RECORDED IN THE LAST YEAR OR WHICH AR


                      LOSS                     BREAKDOWN OF GROSS LOSS (%) BY
          LOSS     POTENTIALLY                        BUSINESS LINES
                                 RELATED
        ALREADY       TO BE
                                    TO
      RECOVERED    RECOVERED
                                   "CR"
       FROM RISK   DIRECTLY OR
                                    or     CF    TS   RBr   CB   RB   PS   AS   AM
       TRANSFER     FROM RISK
                                  "MKR"
      MECHANISMS    TRANSFER
                   MECHANISMS

          6            7            8      9     10   11    12   13   14   15   16
YEAR OR WHICH ARE STILL OPEN



                          RELEVANT DATES FOR THE EVENTS

        RISK
       EVENT                                FIRST        LATEST
        TYPE                               PAYMENT      PAYMENT
     (NUMBER) OCURRENCE    RECOGNITION    FROM RISK    FROM RISK
                                          TRANSFER     TRANSFER
                                         MECHANISMS   MECHANISMS

       17        18             19           20           21
Links to :

SOLVA GROUP
CRM Details
                               Solva Group template
          Details on the group entities contributions to the solvability ratio




     ENTITY                CONTRIBUTION TO RISKS            CONTRIBUTION TO OWN FUNDS
                     Total
                    capital
                  Requirem
                   ents for
                                                                   Contributi
                    credit,                              Regulator
                              Market Operation                       on to    Minority
NAME     CODE     counterpa                       Total   y own
                              Risks    al risk                     regulatory Interest
                  rty credit,                             funds
                                                                   own funds
                   dilution
                      and
                   delivery
                     risks
 1            2        3        4         5    6 = 3+4+5    7          8          9




        LEGEND
        cell of European COREP not used in national version
        cell not included in European COREP and added in national version
olvability ratio




IBUTION TO OWN FUNDS




                    of which
                    original
                   own funds




                      10




 national version
                                                                              CRM Détails template
                                                                 Details on credit protection providers and types

                                                                  CREDIT PROTECTION PROVIDERS
                                                      CENTRAL                CORPORATES
                                                     GOVERNME
                                                              INSTITUTIO
                                                       NT AND             OF WHICH  OTHER
                                                                  NS
                                                      CENTRAL            INSURANCE CORPORAT
                                                       BANKS               ENTITIES   ES
                                       Beneficiary
                                         of credit
                                       protection.
                                       Exposures
                                        benefiting       1        2          3          4
                                       from credit
 CREDIT                                 protection
                                        by type of
PROTECTI
                                          credit
ON TYPES
                                        protection
                                      CENTRAL
                                      GOVERNME
                                      NT AND
                                      CENTRAL
                                1.A
   GUARANTEES




                                      BANKS
                                      INSTITUTIO
                                1.B   NS
                                      CORPORAT
                                1.C   ES
                                1.D   RETAIL
                                1.E   EQUITIES
                                      SECURITIS
                                      ATION
                                1.F   POSITIONS
                                      CENTRAL
   UNFUNDED CREDIT PROTECTION




                                      GOVERNME
                                2.A   NT AND
                                      CENTRAL
                                      BANKS
                                      INSTITUTIO
                                2.B
                                      NS
                                      CORPORAT
                                2.C
                                      ES
                                2.D   RETAIL
                                2.E   EQUITIES
                                      SECURITIS
                                2.F   ATION
                                      POSITIONS
                                      CENTRAL
   FUNDED CREDIT PROTECTION




                                      GOVERNME
                                3.A   NT AND
                                      CENTRAL
                                      BANKS
FUNDED CREDIT PROTECTION
                                    INSTITUTIO
                              3.B
                                    NS
                                    CORPORAT
                              3.C
                                    ES
                              3.D   RETAIL
                              3.E   EQUITIES
                                    SECURITIS
                              3.F   ATION
                                    POSITIONS
                                    CENTRAL
                                    GOVERNME
                              4.A   NT AND
                                    CENTRAL
                                    BANKS
                                    INSTITUTIO
                              4.B
                                    NS
                                    CORPORAT
                              4.C
                                    ES
                              4.D   RETAIL
                              4.E   EQUITIES
                                    SECURITIS
                              4.F   ATION
                                    POSITIONS

                           LEGEND
                           cell of European COREP not used in national version
                           cell not included in European COREP and added in national version
CRM Détails template
edit protection providers and types




                                                                     OTHER PHYSICAL
OTECTION PROVIDERS




                                                       RECEIVABLES
                                         REAL ESTATE
                   OTHER




                                                                     COLLATERAL




                                                                                      COLLATERAL
                   CREDIT
                 PROTECTIO    TOTAL




                                                                                      CASH
                     N
                 PROVIDERS




                                6=
                     5                    7             8                9             10
                             1+2+3+4+5
d in national version

				
DOCUMENT INFO
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