Commission Implementing Regulation (EU) 2026/1757 of 20 July 2026 laying down implementing technical standards for the application of Directive 2013/36/EU of the European Parliament and of the Council with regard to third country branches reporting
Commission Implementing Regulation (EU) 2026/1757 of 20 July 2026 laying down implementing technical standards for the application of Directive 2013/36/EU of the European Parliament and of the Council with regard to third country branches reporting
Data as of 2026-08-20 · Compiled from an official source version. Later amendments or repeals may not be reflected; the official text prevails. · Read the official text ↗
1. Third-country branches shall submit the information referred to in this Regulation to competent authorities as that information stands on the following reporting reference dates:
(a)
monthly reporting: on the last day of each month;
(b)
quarterly reporting: 31 March, 30 June, 30 September and 31 December;
(c)
semi-annual reporting: 30 June and 31 December;
(d)
annual reporting: 31 December.
2. Third-country branches shall report the financial information on the third-country branch itself referred to in Annex I to this Regulation in accordance with Regulation (EC) No 1606/2002 of the European Parliament and of the Council ( 4 ) or the applicable generally accepted accounting principles of the Member State and referring to a certain period cumulatively from the first day of the accounting year to the reference date.
3. Where third-country branches are permitted by national laws to report their financial and regulatory information based on their accounting year-end, which deviates from the calendar year-end, reporting reference dates may be adjusted accordingly so that the reporting is also done every one, three, six or twelve months from their accounting year-end.
The first subparagraph shall apply also to information on the head undertaking, provided that the relevant third-country jurisdiction permits the reporting of regulatory information using the fiscal year end as the reference date.
1. Third-country branches shall submit information referred to in Annex I to competent authorities by close of business on the following remittance dates:
(a)
monthly reporting: 15th calendar day after the reporting reference date;
(b)
quarterly reporting: 12 May, 11 August, 11 November and 11 February;
(c)
semi-annual reporting: 11 August and 11 February;
(d)
annual reporting: 11 February.
2. Third-country branches shall submit information referred to in Annex II to competent authorities by close of business on the following remittance dates:
(a)
quarterly reporting: 11 June, 11 September, 11 December and 11 March;
(b)
semi-annual reporting: 11 September and 11 March;
(c)
annual reporting: 11 March.
3. Where the remittance day is a public holiday in the Member State of the competent authority to which the report is to be provided, or a Saturday or a Sunday, data shall be submitted on the following working day.
4. Where third-country branches report their financial information or information on the head undertaking using adjusted reporting reference dates based on their accounting year-end as set out in Article 1(3), the remittance dates may also be adjusted accordingly so that the same remittance period from the adjusted reporting reference date is maintained.
5. Third-country branches may submit unaudited figures (i.e. figures that have not received an external auditor’s opinion). Where audited figures (i.e figures audited by an external auditor expressing an audit opinion) deviate from submitted unaudited figures, the revised, audited figures shall be submitted without undue delay.
6. Other corrections to the submitted reports shall also be submitted to the competent authorities without undue delay.
Reporting on regulatory and financial information on third-country branches
1. Third-country branches that meet the criteria set out in Article 48a(1) of Directive 2013/36/EU (class 1) shall submit the templates with information on their own regulatory and financial information as specified in Annex I to this Regulation as follows:
(a)
template 9.1 with a monthly frequency;
(b)
templates 1.1, 2, 7.1 and 8.1 with a quarterly frequency;
(c)
templates 3.1, 4.1, 5.1, 6.1 and 10 with a semi-annual frequency.
2. Third-country branches that do not meet the criteria set out in Article 48a(1) of Directive 2013/36/EU (class 2) shall submit the templates with information on their own regulatory and financial information as set out in Annex I to this Regulation, as follows:
(a)
template 9.2 with a monthly frequency;
(b)
templates 1.2, 2, 7.2 and 8.2 with a quarterly frequency;
(c)
templates 3.2, 4.2, 5.2, 6.2 and 10 with an annual frequency.
3. By way of derogation from paragraphs 1 and 2, third-country branches shall report template 10 only where required by national competent authority in accordance with Article 48k(1)(c) of Directive 2013/36/EU.
Regulatory and financial information on the head undertaking
1. Third-country branches that meet the criteria set out in Article 48a(1) of Directive 2013/36/EU (class 1) shall submit the templates with information on the regulatory and financial information of their head undertaking as set out in Annex II to this Regulation, as follows:
(a)
templates 1 and 2 with a quarterly frequency;
(b)
templates 3, 4, 5, 6 and 7 with a semi-annual frequency.
2. Third-country branches that do not meet the criteria set out in Article 48a(1) of Directive 2013/36/EU (class 2) shall submit the templates with information on the regulatory and financial information of their head undertaking as set out in Annex II to this Regulation, as follows:
(a)
templates 1 and 2 with a quarterly frequency;
(b)
templates 3, 4, 5, 6 and 7 with an annual frequency.
IT solutions, reporting templates and instructions
1. EBA shall ensure that the IT solutions, including instructions, developed pursuant to Article 48l(1) of Directive 2013/36/EU comply with the uniform reporting formats laid down in this Regulation at all times and include all the data points and information listed in Annexes I and II to this Regulation.
2. EBA shall make available on its website the IT solutions, including instructions referred to in paragraph 1. EBA shall keep those IT solutions up-to-date and available in all official languages of the Union.
Data exchange formats and information accompanying submissions
1. Third-country branches shall submit the information referred to in this Regulation in the data exchange formats and representations specified by the competent authorities, respect the data point definition of the data point model and the validation formulae referred to in the IT solutions made available on the EBA website, and comply with the following requirements:
(a)
they shall not include information in the data submission that is not required or not applicable;
(b)
they shall submit numerical values as follows:
(i)
they shall report data points with the data type ‘Monetary’ using a minimum precision equivalent to ten thousands of units;
(ii)
they shall express data points with the data type ‘Percentage’ as per unit with a minimum precision equivalent to four decimals;
(iii)
they shall not use decimals when reporting data points with the data type ‘Integer’ and shall use a precision equivalent to units;
(c)
they shall identify institutions and insurance undertakings solely by their Legal Entity Identifier (LEI);
(d)
they shall identify entities and counterparties other than institutions and insurance undertakings by their LEI, where available; and where not available, by their national code.
2. Third-country branches shall, together with the submitted information, submit the following information:
(a)
reporting reference date and reference period;
(b)
reporting currency;
(c)
accounting standard;
(d)
LEI of the reporting third-country branch, where available; and where not available, their national code;
This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union .
It shall apply from 28 March 2027.
ANNEX I
Third-country branches' reporting
Third-country branches templates
Template number
Template code
Adressees
Legal basis
Name of the template /group of templates
Financial information
1,1
E 01.01
Class 1 TCBs
Point (a) of Art.48k(1) CRD
Assets and liabilities booked and originated by the third country branch (Class 1)
1,2
E 01.02
Class 2 TCBs
Point (a) of Art.48k(1) CRD
Assets and liabilities booked and originated by the third country branch (Class 2)
2
E 02.00
Class 1 and 2 TCBs
Point (a) of Art.48k(1) CRD
Selected off-balance sheet items of the third country branch (Class 1 and Class 2)
3,1
E 03.01
Class 1 TCBs
Points (a)(i) and (ii) of Art.48k(1) CRD
Largest assets and significant exposure concentrations (Class 1)
3,2
E 03.02
Class 2 TCBs
Points (a)(i) and (ii) of Art.48k(1) CRD
Largest assets and significant exposure concentrations (Class 2)
4,1
E 04.01
Class 1 TCBs
Points (a)(i) and (ii) of Art.48k(1) CRD
Largest liabilities and significant funding sources concentrations (Class 1)
4,2
E 04.02
Class 2 TCBs
Points (a)(i) and (ii) of Art.48k(1) CRD
Largest liabilities and significant funding sources concentrations (Class 2)
5,1
E 05.01
Class 1 TCBs
Point (a)(iii) of Art.48k(1) CRD
Significant internal transactions with the head undertaking and with members of the head undertaking’s group - Amounts payable to and amounts receivable (Class 1)
5,2
E 05.02
Class 2 TCBs
Point (a)(iii) of Art.48k(1) CRD
Significant internal transactions with the head undertaking and with members of the head undertaking’s group - Amounts payable to and amounts receivable (Class 2)
6,1
E 06.01
Class 1 TCBs
Point (a)(iii) of Art.48k(1) CRD
Significant internal transactions with the head undertaking and with members of the head undertaking’s group - Expenses and income generated by transactions (Class 1)
6,2
E 06.02
Class 2 TCBs
Point (a)(iii) of Art.48k(1) CRD
Significant internal transactions with the head undertaking and with members of the head undertaking’s group - Expenses and income generated by transactions (Class 2)
Regulatory information
7,1
E 07.01
Class 1 TCBs
Point (b) of Art.48k(1) and Art. 48e CRD
Computation of the capital endowment requirements (Class 1)
7,2
E 07.02
Class 2 TCBs
Point (b) of Art.48k(1) and Art. 48e CRD
Computation of the capital endowment requirements (Class 2)
8,1
E 08.01
Class 1 TCBs
Point (b) of Art.48k(1) and Art. 48e CRD
Deposited assets covering for the MCER and monitoring of the evolution of the escrow account (Class 1)
8,2
E 08.02
Class 2 TCBs
Point (b) of Art.48k(1) and Art. 48e CRD
Deposited assets covering for the MCER and monitoring of the evolution of the escrow account (Class 2)
9,1
E 09.01
Class 1 TCBs
Point (b) of Art.48k(1) and Art. 48f CRD
Liquidity coverage - calculations (Class 1)
9,2
E 09.02
Class 2 TCBs
Point (b) of Art.48k(1) and Art. 48f CRD
Liquidity coverage - calculations (Class 2)
10
E 10.00
Class 1 and 2 TCBs
Point (c) of Art.48k(1) CRD
Deposit protection arrangements available to depositors in the third-country branches in accordance with Article 15(2) and (3) of DGSD
E 01.01 - Assets and liabilities booked and originated by the third country branch (Class 1)
Amount booked by the TCB
Amount originated by the TCB
of which: deposited assets covering for the OCER
of which: intragroup positions
0010
0020
0030
0040
Total Assets
0010
Financial assets
0020
Cash on hand
0030
Cash balances at central banks
0040
Other demand deposits
0050
Derivatives
0060
Equity instruments
0070
Debt securities
0080
Loans and advances
0090
Non-Financial assets
0100
Property, Plant and Equipment
0110
Investment property
0120
Goodwill
0130
Other intangible assets
0140
Current tax assets
0150
Deferred tax assets
0160
Other assets
0170
Total Liabilities
0180
Financial liabilities
0190
Short positions
0200
Deposits
0210
Derivatives
0220
Debt securities issued
0230
Other financial liabilities
0240
Non-financial liabilities
0250
Provisions
0260
Current tax liabilities
0270
Deferred tax liabilities
0280
Share capital repayable on demand
0290
Other liabilities
0300
Equity
0310
E 01.02 - Assets and liabilities booked and originated by the third country branch (Class 2)
Amount booked by the TCB
Amount originated by the TCB
of which: deposited assets covering for the OCER
0010
0020
0040
Total Assets
0010
Financial assets
0020
Cash on hand
0030
Cash balances at central banks
0040
Other demand deposits
0050
Derivatives
0060
Equity instruments
0070
Debt securities
0080
Loans and advances
0090
Non-Financial assets
0100
Total Liabilities
0180
Financial liabilities
0190
Short positions
0200
Deposits
0210
Derivatives
0220
Debt securities issued
0230
Other financial liabilities
0240
Non-financial liabilities
0250
Equity
0310
E 02.00 - Selected off-balance sheet items (Class 1 and Class 2)
Nominal amount
Maximum amount that can be considered
0010
0020
Selected off-balance sheet items given
0010
Loan commitments given
0020
Financial guarantees given
0030
Other Commitments given
0040
Selected off-balance sheet items received
0050
Loan commitments received
0060
Financial guarantees received
0070
Other Commitments received
0080
E 03.01 - Largest assets and significant exposure concentrations (Class 1)
Counterparty type:
Counterparty
Amount
Code / Group code
Type of code
Name of the counterparty
National code
Residence of the counterparty
Exposure concentrations
Selected assets
Selected off-balance sheet items given
Accumulated impairment
Debt instruments
Equity instruments
Derivatives
of which: defaulted
Loan commitments
Financial guarantees
Other commitments
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
0110
0120
0130
0140
1
0010
2
0020
3
0030
4
0040
5
0050
6
0060
7
0070
8
0080
9
0090
10
0100
E 03.02 - Largest assets and significant exposure concentrations (Class 2)
Counterparty type:
Countrparty
Amount
Code / Group code
Type of code
Name of the counterparty
National code
Residence of the counterparty
Exposure concentrations
Selected assets
Selected off-balance sheet items given
Accumulated impairment
Debt instruments
Equity instruments
Derivatives
of which: defaulted
Loan commitments
Financial guarantees
Other commitments
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
0110
0120
0130
0140
1
0010
2
0020
3
0030
4
0040
5
0050
E 04.01 - Largest liabilities and significant funding sources concentrations (Class 1)
Counterparty type:
Counterparty
Amount
Code / Group Code
Type of code
Name of the counterparty
National code
Residence of Counterparty
Funding souces concentrations
Selected liabilities
Deposits
Debt securities issued
Other financial liabilities
0010
0020
0030
0040
0050
0060
0070
0080
0090
1
0010
2
0020
3
0030
4
0040
5
0050
6
0060
7
0070
8
0080
9
0090
10
0100
E 04.02 - Largest liabilities and significant funding sources concentrations (Class 2)
Counterparty type:
Counterparty
Amount
Code / Group Code
Type of code
Name of the counterparty
National code
Residence of Counterparty
Funding souces concentrations
Selected liabilities
Deposits
Debt securities issued
Other financial liabilities
0010
0020
0030
0040
0050
0060
0070
0080
0090
1
0010
2
0020
3
0030
4
0040
5
0050
E 05.01 - Significant internal transactions with the head undertaking and with members of the head undertaking’s group (Class 1)
Transactions with:
Outstanding balances for all transactions
Significant transactions
Highest
2nd highest
3rd highest
4th highest
5th highest
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
0110
0120
0130
0140
0150
0160
Selected financial assets
0010
Equity instruments
0020
Debt securities
0030
Loans and advances
0040
Selected financial liabilities
0050
Deposits
0060
Debt securities issued
0070
Selected off-balance sheet items given
0080
Selected off-balance sheet items received
0090
Notional amount of derivatives
0100
E 05.02 - Significant internal transactions with the head undertaking and with members of the head undertaking’s group (Class 2)
Transactions with:
Outstanding balances for all transactions
Significant transactions
Highest
2nd highest
3rd highest
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
Outstanding balance
Name of the counterparty
Code
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
Selected financial assets
0010
Equity instruments
0020
Debt securities
0030
Loans and advances
0040
Selected financial liabilities
0050
Deposits
0060
Debt securities issued
0070
Selected off-balance sheet items given
0080
Selected off-balance sheet items received
0090
Notional amount of derivatives
0100
E 06.01 - Significant internal transactions with the head undertaking and with members of the head undertaking’s group (Class 1)
Transactions with:
Amounts for all transactions
Significant transactions
Highest
2nd highest
3rd highest
4th highest
5th highest
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
0110
0120
0130
0140
0150
0160
Interest income
0010
Interest expenses
0020
Fee and commission income
0030
Fee and commission expenses
0040
Administrative expenses
0050
Other income
0060
Other expenses
0070
E 06.02 - Significant internal transactions with the head undertaking and with members of the head undertaking’s group (Class 2)
Transactions with:
Amounts for all transactions
Significant transactions
Highest
2nd highest
3rd highest
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
Amount
Name of the counterparty
Code
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
Interest income
0010
Interest expenses
0020
Fee and commission income
0030
Fee and commission expenses
0040
Administrative expenses
0050
Other income
0060
Other expenses
0070
E 07.01 - Computation of the capital endowment requirements (Class 1)
Currency:
Liabilities
MCER
ACER
OCER
Assets deposited in escrow in fulfilment with OCER
T-1
T-2
T-3
Unweighted average
Weighted average
0010
0020
0030
0040
0050
0060
0070
0080
0090
Amount
0010
E 07.02 - Computation of the capital endowment requirements (Class 2)
Liabilities
MCER
ACER
OCER
Assets deposited in escrow in fulfilment with OCER
T-1
T-2
T-3
Unweighted average
Weighted average
0010
0020
0030
0040
0050
0060
0070
0080
0090
Amount
0010
E 08.01 - Deposited assets covering for the OCER and monitoring of the evolution of the escrow account (Class 1)
Currency:
Opening balance
Closing balance
Counterparty name
Code
Type of code
National code
Residence of the counterparty
0010
0020
0030
0040
0050
0060
0070
Assets deposited in escrow in fulfilment with OCER
0010
Cash or cash assimilated instruments
0020
Debt securities
0030
of which: 1st largest counterpaty
0040
of which: 2nd largest counterpaty
0050
of which: 3rd largest counterpaty
0060
Other eligible instruments
0070
of which: 1st largest counterpaty
0080
of which: 2nd largest counterpaty
0090
of which: 3rd largest counterpaty
0100
E 08.02 - Deposited assets covering for the OCER and monitoring of the evolution of the escrow account (Class 2)
Opening balance
Closing balance
0010
0020
Assets deposited in escrow in fulfilment with the OCER
0010
Cash or cash assimilated instruments
0020
Debt securities
0030
Other eligible instruments
0070
E 09.01 - Liquidity coverage - calculations (Class 1)
Currency:
Amount
Value/Inflow/Outflow
Percentage
0010
0020
0030
CALCULATIONS
Numerator, denominator, ratio
Liquidity buffer
0010
Net liquidity outflow
0020
Liquidity coverage ratio (%)
0030
Numerator calculations
Level 1 assets
L1 excl. EHQCB liquidity buffer (value in accordance with Article 9): unadjusted
0040
L1 excl. EHQCB collateral 30 day outflows
0050
L1 excl. EHQCB collateral 30 day inflows
0060
Secured cash 30 day outflows
0070
Secured cash 30 day inflows
0080
L1 excl. EHQCB "adjusted amount"
0091
L1 EHQCB value in accordance with Article 9: unadjusted
0100
L1 EHQCB collateral 30 day outflows
0110
L1 EHQCB collateral 30 day inflows
0120
L1 EHQCB "adjusted amount"
0131
Level 2A assets
L2A value in accordance with Article 9: unadjusted
0160
L2A collateral 30 day outflows
0170
L2A collateral 30 day inflows
0180
L2A "adjusted amount"
0191
Level 2B assets
L2B value in accordance with Article 9: unadjusted
0220
L2B collateral 30 day outflows
0230
L2B collateral 30 day inflows
0240
L2B "adjusted amount"
0251
Excess liquid asset amount
0280
Denominator calculations
Outflows
Total Outflows
0300
From retail deposits
0301
From other unsecured transactions
0302
From secured lending and capital-market-driven transactions
0303
From others
0304
Inflows
Fully Exempt Inflows
0310
Inflows Subject to 90 % Cap
0320
Inflows Subject to 75 % Cap
0330
Reduction for Fully Exempt Inflows
0340
Reduction for Inflows Subject to 90 % Cap
0350
Reduction for Inflows Subject to 75 % Cap
0360
Additional liquidity requirements
Additional liquidity requirements
0381
E 09.02 - Liquidity coverage - calculations (Class 2)
Amount
Value/Inflow / Outflow
0010
0020
Total Outflows
0300
From retail deposits
0301
From other unsecured transactions
0302
From secured lending and capital-market-driven transactions
0303
From others
0304
Total Inflows without Inflows Cap
0305
Net Liquidity Outflow without Inflows Cap
0306
Unencumbered and liquid assets
0390
Credit Institutions
0400
Central Banks
0410
Additional liquidity requirements
Additional liquidity requirements
0381
E 10.00 - Deposit protection arrangements available to depositors in the third-country branches
Type of information
Information item
Answer
0010
1. Type of DGS
1.1. Is the membership of the DGS in your home country mandatory for credit institutions?
0010
i. Name of the DGS to which your head undertaking is affiliated to in its home third country
0020
ii. If applicable, specify the administration type of the DGS to which the head undertaking is affiliated
0030
1.2. Is there any deposit-taking financial institution (other than credit institutions) to which the affiliation to that DGS is either mandatory or voluntary?
0040
i. If applicable, specify the type of financial institutions and if the affiliation is mandatory or voluntary
0050
2. Coverage of the third country DGS
2.1. Coverage scope: list of exclusions
0060
2.2.i. Coverage limit: maximum aggregated amount of eligible deposits covered per deposit holder - as expressed in the local currency of the third country.
0070
2.2.ii. Denomination of local currency
0080
2.3. How does the third country DGS treat joint accounts?
0090
2.4. What are the main traits of your home DGS' reimbusement policy in the event of bank failure?
0100
2.5. Creditor hierarchy of deposits: main aspects
0110
2.6. Similarity of treatment: does the third country DGS fully guarantees similarity of treatment?
0120
3. Funding mechanisms and arrangements
3.1.Funding: on what recurrent basis is the DGS's fund built?
0130
3.2. Does the DGS currently have a minimum target fund size?
0140
i. If applicable, quantify it and explain if it is legally mandated or set by the DGS or another authority
0150
3.3. Premiums: what type of premiums does your third country DGS impose on your head undertaking?
0160
3.4. Emergency contributions and additional funding sources in times of stress
0170
i. If applicable, explain what those alternative funding arrangements consist of
0180
ANNEX II
Third Country Branches' head undertaking reporting
HEAD UNDERTAKING TEMPLATES
Template number
Template code
Adressees
Legal basis
Name of the template /group of templates
Quantitative information
1
H 01.00
Class 1 and 2 TCBs
Point (a) of Art.48k(2) CRD
Information on the head undertaking's group
2
H 02.00
Class 1 and 2 TCBs
Point (a) of Art.48k(2) CRD
Information on selected subsidiaries and on other third-country branches of the third-country group in the Union
3,1
H 03.01
Class 1 and 2 TCBs
Point (b) of Art.48k(2) CRD
Head undertaking’s compliance with the applicable prudential requirements in the third country (Basel III)
4
H 04.00
Class 1 and 2 TCBs
Point (f) of Art.48k(2) CRD
Services provided by the head undertaking on the basis of reverse solicitation of services
Qualitative information
3,2
H 03.02
Class 1 and 2 TCBs
Point (b) of Art.48k(2) CRD
Head undertaking’s compliance with the applicable prudential requirements in the third country (other than Basel III)
5
H 05.00
Class 1 and 2 TCBs
Point (c) of Art.48k(2) CRD
Head undertaking’s significant supervisory reviews and assessments
6
H 06.00
Class 1 and 2 TCBs
Point (d) of Art.48k(2) CRD
Head undertaking’s recovery plans
7
H 07.00
Class 1 and 2 TCBs
Point (e) of Art.48k(2) CRD
Head undertaking’s business strategy
H 01.00 - Information on the head undertaking's group
Name
Country
Code
Type of code
Total assets
Total liabilities
0010
0020
0030
0040
0050
0060
Ultimate head undertaking
0010
Entities reported in H 02.00
0020
All other entities not reported in H 02.00
0030
Reporting TCB
0040
Direct head undertaking of the reporting TCB
0050
Other applicable head undertaking of the reporting TCB
0060
H 02.00 - Information on selected subsidiaries and on other third-country branches of the TCG in the Union
Selected subsidiaries and other TCBs of HU’s group in the Union
Name
Code
Type of code
National code
Type of entity
Member State of establishment
Competent authority
Total assets
Total liabilities
Is this entity an IPU?
0010
0020
0030
0040
0050
0060
0070
0080
0090
0100
H 03.01 - Head undertaking’s compliance with the applicable prudential requirements in the third country (Basel III)
Head undertaking:
Consolidation level:
Value / Percentage
0010
Own funds and own funds requirements
CET1
Capital Amount
0010
Capital ratio
0020
Requirement imposed by the jurisdiction
0030
Tier 1
Capital Amount
0040
Capital ratio
0050
Requirement imposed by the jurisdiction
0060
Total capital
Capital Amount
0070
Capital ratio
0080
Requirement imposed by the jurisdiction
0090
Risk Weighted assets
Amount
0100
Liquidity coverage ratio
High quality liquid assets
0110
Net cash outflows
0120
LCR
0130
Net stable funding ratio
Available amount of stable funding
0140
Required amount of stable funding
0150
NSFR
0160
Leverage ratio
Capital measure
0170
Exposure measure
0180
Leverage ratio
0190
H 03.02 - Head undertaking’s compliance with the applicable prudential requirements in the third country (other than Basel III)
Head undertaking:
Consolidation level:
Comment
0010
Standards or legal framework applied for prudential requirements
0010
Own funds and own funds requirements
0020
Liquidity coverage ratio requirements
0030
Net stable funding ratio requirements
0040
Leverage ratio requirements
0050
H 04.00 - Services provided by the head undertaking to clients established or situated in the Union on the basis of reverse solicitation of services
Head undertaking:
Associated assets
Associated liabilities
Associated off-balance sheet items
0010
0020
0030
1. Taking deposits and other repayable funds
0010
2. Lending
0020
6. Guarantees and commitments
0030
H 05.00 - Significant supervisory reviews and assessments and the consequent supervisory decisions
Head undertaking:
Information item
Information value
Additional Comments
0010
0020
Annual assessment performed by your home country supervisor on your head undertaking
Overall score
0010
Risk elements assed by the third-country supervisor for the overall score:
0020
Business Model & Profitability
0021
Internal Governance
0022
Capital adequacy
0023
Credit Risk
0024
Market Risk
0025
IRR in the Banking Book
0026
Operational Risk
0027
Liquidity Risk
0028
Inspections and other type of reviews performed by your home country supervisor on your head undertaking
On-site inspections
0030
Thematic reviews
0040
Deep dives
0050
Decisions issued by the supervisor on the head undertaking
Capital decisions (additional Pillar II capital requirements, either binding or non-binding)
0060
Liquidity decisions
0070
Leverage decisions
0080
Waivers
0090
Approvals
0100
Others
0110
H 06.00 - Recovery plans and the specific measures that could be taken on the TCBs in accordance with those plans
Head undertaking:
1. Summary of the key features of the recovery plan of the head undertaking
0010
2. Measures that would impact the TCB in accordance with the recovery options designed by your head undertaking, in accordance with Article 48k(2), point (d) of Directive 2013/36/EU
Please, provide the following details:
- A summary of the recovery options that would impact the TCB.
- For each recovery option, a quantification of its impact on the TCB in terms of capital, liquidity, assets & liabilities and profit & loss.
0020
H 07.00 - Business strategy in relation to the TCBs
Head undertaking:
Summarise the key features of the head undertaking’s business strategy in relation to the TCB.
0010
