ANNEX
C 16.01 – OPERATIONAL RISK – OWN FUNDS REQUIREMENTS (OPR OF):
‘ C 16.01 – OPERATIONAL RISK – OWN Funds Requirements (OPR OF)
Value
Own fund requirements
Risk exposure amount
of which: adjustments due to merge/acquisition of entities or activities
(Adjustments due to disposal of entities or activities)
0010
0020
0030
0040
0050
0010
Business indicator component and ASA
0020
Business indicator
0030
Interest, leases and dividend component
0040
ILDC related to the individual institution/consolidated Group (excluding entities considered by Article 314(3)
0050
ILDC for entities considered by Article 314(3)
0060
Services component
0070
Financial component
0080
ASA under Article 314(4) (Retail banking)
0090
ASA under Article 314(4) (Commercial banking)
0100
Memorandum Item :ILDC related to the Individual institution/consolidated Group, including entities considered by Article 314(3)
Other information
0110
Approach used for calculating FC
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C 16.02 – OPERATIONAL RISK – Business Indicator Component (OPR BIC):
‘ C 16.02 – OPERATIONAL RISK – Business Indicator Component (OPR BIC)
YEAR-3
YEAR-2
LAST YEAR
Accounting Value
Value – Prudential Boundary Approach
Accounting Value
Value – Prudential Boundary Approach
Accounting Value
Value – Prudential Boundary Approach
Average Value
0010
0020
0030
0040
0050
0060
0070
0010 – 0210
1.
Interest, leases and dividend component (ILDC)
0010
Interest component
0020
Net Income
0030
Interest Income (including from leased assets (Financial & Operating))
0040
Interest Income
0050
Income from leased assets (Financial&Operating) other than Interest income
0060
Profits from leased assets (Financial&Operating)
0070
(Interest expenses (including from leased assets (Financial&Operating)))
0080
(Interest expenses)
0090
(Expenses for operating leased assets other than Interest expenses)
0100
(Losses from operating leased assets)
0110
Asset component
0120
Total assets
0130
Cash balances at central banks and other demand deposits
0140
Debt securities
0150
Loans and advances
0160
Derivatives
0170
Trading and economic hedges
0180
Hedge accounting
0190
Assets subject to leases
0200
Dividend component
0210
Dividend income
0220 – 0360
2.
Services component (SC)
0220
Other operating income
0230
Other operating income from members belonging to the same IPS
0240
Profit from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations
0250
Other
0260
(Other operating expenses)
0270
(Other operating expenses to members belonging to the same IPS)
0280
(Total losses, expenses, provisions and other financial impacts due to operational risk events)
0290
(Losses from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations)
0300
(Other)
0310
Fee and commission income component
0320
Fee and commission income
0330
of which: from members belonging to the same IPS
0340
(Fee and commission expenses component)
0350
(Fee and commission expenses)
0360
(of which: to members belonging to the same IPS)
0370 – 0480
3.
Financial component (FC)
0370
Trading book component
0380
Net profit or (-)loss applicable to trading book
0390
Gains or (-) losses on financial assets and liabilities held for trading or trading, net
0400
Trading book – Gains or (-) losses from hedge accounting, net
0410
Trading book – Exchange differences [gain or (-) loss], net
0420
Banking book component
0430
Net profit or (-)loss applicable to banking book
0440
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, net
0450
Gains or (-) losses on non-trading financial assets mandatorily at fair value through profit or loss, net
0460
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net
0470
Banking book – Gains or (-) losses from hedge accounting, net
0480
Banking book – Exchange differences [gain or (-) loss], net
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C 16.03 – OPERATIONAL RISK BREAKDOWN (OPR BD) – Losses, expenses, provisions and other financial impacts resulting from operational risk events
‘ C 16.03 – OPERATIONAL RISK BREAKDOWN (OPR BD) – Losses, expenses, provisions and other financial impacts resulting from operational risk events
Accounting Value
YEAR-3
YEAR-2
LAST YEAR
0010
0020
0030
0010 – 0080
Losses, expenses, provisions and other financial impacts due to operational risk events as follows:
0010
(Interest expenses)
0020
(Other Operating Expenses)
0030
(Administrative expenses)
0040
(Depreciation due to operational risk events)
0050
(Provisions or (-) reversal of provisions)
0060
(Impairment or (-) reversal of impairment)
0070
(Other)
0080
(Total)
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C 16.04 – OPERATIONAL RISK – Information on subsidiaries subject to Article 314(3) CRR
‘ C 16.04 – OPERATIONAL RISK – Information on subsidiaries subject to Article 314(3) CRR
Legal Entity name
LEI Code
ILDC
IC
AC
DC
Rows
0010
0020
0030
0040
0050
0060
…
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