ANNEX IVSupplementary provisions
ANNEX IV STATISTICAL DATA List of templates Part 1 Data on national financial sector Part 2 Data on credit risk Part 3 Data on market risk Part 4 Data on operational risk Part 5 Data on supervisory measures and administrative penalties Part 6 Data on waivers PART 1 Data on national financial sector (year 20XX) Reference to COREP template ( *1 ) Data Number and size of credit institutions Number of credit institutions ( 1 ) [Value] Total assets (in MEUR) ( 2 ) [Value] Total assets as % of GDP [Value] Number and size of foreign credit institutions From EEA countries Number of branches ( 3 ) [Value] Total assets of branches (in MEUR) [Value] Number of subsidiaries ( 4 ) [Value] Total assets of subsidiaries (in MEUR) [Value] From third countries Number of branches ( 3 ) [Value] Total assets of branches (in MEUR) [Value] Number of subsidiaries ( 4 ) [Value] Total assets of subsidiaries (in MEUR) [Value] Total capital and capital requirements of credit institutions Total Common Equity Tier 1 capital as % of total capital CA1 (row 020 / row 010) [Value] Total Additional Tier 1 capital as % of total capital CA1 (row 530 / row 010) [Value] Total Tier 2 capital as % of total capital CA1 (row 750 / row 010) [Value] Total capital requirements (in MEUR) CA2 (row 010) ( *1 ) 8 % [Value] Total capital ratio CA3 (row 050) [Value] Number and size of investment firms Number of investment firms ( 1 ) [Value] Total assets (in MEUR) ( 2 ) [Value] Total assets as % of GDP [Value] Total capital and capital requirements of investment firms Total Common Equity Tier 1 capital as % of total capital CA1 (row 020 / row 010) [Value] Total Additional Tier 1 capital as % of total capital CA1 (row 530 / row 010) [Value] Total Tier 2 capital as % of total capital CA1 (row 750 / row 010) [Value] Total capital requirements (in MEUR) CA2 (row 010) ( *1 ) 8 % [Value] Total capital ratio CA3 (row 050) [Value] Index : N/A: not available C: confidential Instructions for the template: ( 1 ) The figure includes domestically incorporated institutions, branches of the EEA as well as non-EEA institutions. Any number of places of business set up in the respective country by an institution with headquarters in another country, is counted as one institution. The definition includes branches/subsidiaries of foreign institutions but not foreign branches/subsidiaries of domestic institutions (host country approach). ( 2 ) Non-consolidated data required. Calculated on a residential basis (host country approach, with a population that corresponds to the principles, as laid down under (1)). ( 3 ) Any number of places of business set up in the same country by a credit institution with headquarters in another country should be counted as a single branch ( 4 ) Any subsidiary of a subsidiary undertaking shall be regarded as a subsidiary of the parent undertaking which is at the head of those undertakings PART 2 Data on credit risk (year 20XX) Credit risk data Reference to COREP template ( *3 ) data Credit institutions: Own funds requirements for credit risk Credit institutions: own funds requirements for credit risk % of total own funds requirements CA2 (row 040) / (row 010) [Value] Credit institutions: breakdown by approach % based on the total number of credit institutions ( *2 ) Standardised Approach (SA) [Value] Foundation Internal Ratings Based Approach (FIRB) [Value] Advanced Internal Ratings Based Approach (AIRB) [Value] % based on total own funds requirements for credit risk SA CA2 (row 050) / (row 040) [Value] FIRB CR IRB, Foundation IRB (row 010, col 260) / CA2 (row 040) [Value] AIRB CR IRB, Advanced IRB (row 010, col 260) / CA2 (row 040) [Value] Credit institutions: breakdown by IRB exposure class % based on total IRB risk weighted exposure amount IRB Approach when neither own estimates of Loss Given Default nor conversion factors are used [Value] Central governments and central banks CA2 (row 260 / row 010) [Value] Institutions CA2 (row 270 / row 010) [Value] Corporates - SME CA2 (row 280 / row 010) [Value] Corporates - Specialised Lending CA2 (row 290 / row 010) [Value] Corporates - Other CA2 (row 300 / row 010) [Value] IRB approach when own estimates of Loss Given Default and/or conversion factors are used [Value] Central governments and central banks CA2 (row 320 / row 010) [Value] Institutions CA2 (row 330 / row 010) [Value] Corporates - SME CA2 (row 340 / row 010) [Value] Corporates - Specialised Lending CA2 (row 350 / row 010) [Value] Corporates - Other CA2 (row 360 / row 010) [Value] Retail - Secured by real estate SME CA2 (row 370 / row 010) [Value] Retail - Secured by real estate non-SME CA2 (row 380 / row 010) [Value] Retail - Qualifying revolving CA2 (row 390 / row 010) [Value] Retail - Other SME CA2 (row 400 / row 010) [Value] Retail - Other non-SME CA2 (row 410 / row 010) [Value] Equity IRB CA2 (row 420 / row 010) [Value] Securitisation positions IRB CA2 (row 430 / row 010) [Value] Other non credit-obligation assets CA2 (row 450 / row 010) [Value] Credit institutions: breakdown by SA exposure class ( *2 ) % based on total SA risk weighted exposure amount Central governments or central banks CA2 (row 070 / row 010) [Value] Regional governments or local authorities CA2 (row 080 / row 010) [Value] Public sector entities CA2 (row 090 / row 010) [Value] Multilateral Development Banks CA2 (row 100 / row 010) [Value] International Organisations CA2 (row 110 / row 010) [Value] Institutions CA2 (row 120 / row 010) [Value] Corporates CA2 (row 130 / row 010) [Value] Retail CA2 (row 140 / row 010) [Value] Secured by mortgages on immovable property CA2 (row 150 / row 010) [Value] Exposures in default CA2 (row 160 / row 010) [Value] Items associated with particular high risk CA2 (row 170 / row 010) [Value] Covered bonds CA2 (row 180 / row 010) [Value] Claims on institutions and corporates with a short-term credit assessment CA2 (row 190 / row 010) [Value] Collective investment undertakings CA2 (row 200 / row 010) [Value] Equity CA2 (row 210 / row 010) [Value] Other items CA2 (row 211 / row 010) [Value] Securitisation positions SA CA2 (row 220 / row 010) [Value] Credit institutions: breakdown by credit risk mitigation (CRM) approach % based on the total number of credit institutions ( *2 ) Financial collateral simple method [Value] Financial collateral comprehensive method [Value] Investment firms: Own funds requirements for credit risk Investment firms: own funds requirements for credit risk % of total own funds requirements CA2 (row 040) / (row 010) [Value] Investment firms: breakdown by approach % based on the total number of investment firms ( *2 ) SA [Value] IRB [Value] % based on total own funds requirements for credit risk SA (CA2 (row 050) / (row 040) [Value] IRB (CA2 (row 240) / row 040) [Value] Additional information on securitisation Reference to COREP template ( *3 ) data Credit institutions: originator Total amount of securitisation exposures originated on balance sheet and off-balance sheet CR SEC SA (row 030, col 010) + CR SEC IRB (row 030, col 010) [Value] [Value] Total amount of securitisation positions retained (securitisation positions - original exposure pre conversion factors) on balance sheet and off-balance sheet CR SEC SA (row 030, col 050) + CR SEC IRB (row 030, col 050) [Value] [Value] Exposures and losses from lending collateralised by immovable property Reference to COREP template ( *3 ) data Use of residential property as collateral Sum of exposures secured by residential property CR IP Losses (row 010, col 050) [Value] Sum of losses stemming from lending up to the reference percentages CR IP Losses (row 010, col 010) [Value] Of which: immovable property valued with mortgage lending value CR IP Losses (row 010, col 020) [Value] Sum of overall losses CR IP Losses (row 010, col 030) [Value] Of which: immovable property valued with mortgage lending value CR IP Losses (row 010, col 040) [Value] Use of commercial immovable property as collateral Sum of exposures secured by immovable commercial property CR IP Losses (row 020, col 050) [Value] Sum of losses stemming from lending up to the reference percentages CR IP Losses (row 020, col 010) [Value] Of which: immovable property valued with mortgage lending value CR IP Losses (row 020, col 020) [Value] Sum of overall losses CR IP Losses (row 020, col 030) [Value] Of which: immovable property valued with mortgage lending value CR IP Losses (row 020, col 040) [Value] Index : N/A: not available C: confidential PART 3 Data on market risk (year 20XX) Market risk data Reference to COREP template ( *5 ) data Credit institutions: Own funds requirements for market risk Credit institutions: own funds requirements for market risk % of total own funds requirements CA2 (row 520) / (row 010) [Value] Credit institutions: breakdown by approach % based on the total number of credit institutions ( *4 ) Standardised approach [Value] Internal models [Value] % based on total own funds requirements for market risk Standardised approach CA2 (row 530) / (row 520) [Value] Internal models CA2 (row 580) / (row 520) [Value] Investment firms: Own funds requirements for market risk Investment firms: own funds requirements for market risk % of total own funds requirements CA2 (row 520) / (row 010) [Value] Investment firms: breakdown by approach % based on the total number of investment firms ( *4 ) Standardised approach [Value] Internal models [Value] % based on total own funds requirements for market risk Standardised approach CA2 (row 530) / (row 520) [Value] Internal models CA2 (row 580) / (row 520) [Value] Index : N/A: not available C: confidential PART 4 Data on operational risk (year 20XX) Operational risk data Reference to COREP template ( *7 ) data Credit institutions: Own funds requirements for operational risk Credit institutions: own funds requirements for operational risk % of total own funds requirements CA2 (row 590) / (row 010) [Value] Credit institutions: breakdown by approach % based on the total number of credit institutions ( *6 ) Basic Indicator Approach (BIA) [Value] Standardised Approach (TSA) / Alternative Standardised Approach (ASA) [Value] Advanced Measurement Approach (AMA) [Value] % based on total own funds requirements for operational risk BIA CA2 (row 600) / (row 590) [Value] TSA/ASA CA2 (row 610) / (row 590) [Value] AMA CA2 (row 620) / (row 590) [Value] Credit institutions: Losses due to operational risk Credit institutions: total gross loss Total gross loss as % of total gross income OPR Details (row 920, col 080) / OPR ((sum (row 010 to row 130), col 030) [Value] Investment firms: Own funds requirements for operational risk Investment firms: own funds requirements for operational risk % of total own funds requirements CA2 (row 590) / (row 010) [Value] Investment firms: breakdown by approach % based on the total number of investment firms ( *6 ) BIA [Value] TSA/ASA [Value] AMA [Value] % based on total own funds requirements for operational risk BIA CA2 (row 600) / (row 590) [Value] TSA/ASA CA2 (row 610) / (row 590) [Value] AMA CA2 (row 620) / (row 590) [Value] Investment firms: Losses due to operational risk Investment firms: total gross loss Total gross loss as % of total gross income OPR Details (row 920, col 080) / OPR ((sum (row 010 to row 130), col 030) [Value] Index : N/A: not available C: confidential PART 5 Data on supervisory measures and administrative penalties (year 20XX) Supervisory actions and measures ( *8 ) data Credit institutions Supervisory actions Number of on-site inspections [Value] Number of overall assessments performed [Value] Supervisory measures taken in accordance with Article 102(1)(a) Total number of supervisory measures taken in accordance with Article 104(1) of Directive 2013/36/EU: [Value] to hold own funds in excess of the minimum capital requirements [Article 104(1)(a)] [Value] to reinforce governance arrangements and internal capital management [Article 104(1)(b)] [Value] to present a plan to restore compliance with supervisory requirements [Article 104(1)(c)] [Value] to apply a specific provisioning policy or treatment of assets [Article 104(1)(d)] [Value] to restrict/limit business or activities [Article 104(1)(e)] [Value] to reduce the risk inherent in the activities, products and systems [Article 104(1)(f)] [Value] to limit variable remuneration [Article 104(1)(g)] [Value] to strengthen own funds by using net profits [Article 104(1)(h)] [Value] to restrict/prohibit distributions or interest payments [Article 104(1)(i)] [Value] to impose additional or more frequent reporting requirements [Article 104(1)(j)] [Value] to impose specific liquidity requirements [Article 104(1)(k)] [Value] to impose additional disclosure requirements [Article 104(1)(l)] [Value] Number and nature of other supervisory measures taken (not listed in Article 104(1) of Directive 2013/36/EU) [Value] Supervisory measures taken in accordance with Article 102(1)(b) and other provisions of Directive 2013/36/EU or Regulation (EU) No 575/2013 Total number of supervisory measures taken in accordance with Article 104(1) of Directive 2013/36/EU: [Value] to hold own funds in excess of the minimum capital requirements [Article 104(1)(a)] [Value] to reinforce governance arrangements and internal capital management [Article 104(1)(b)] [Value] to present a plan to restore compliance with supervisory requirements [Article 104(1)(c)] [Value] to apply a specific provisioning policy or treatment of assets [Article 104(1)(d)] [Value] to restrict/limit business or activities [Article 104(1)(e)] [Value] to reduce the risk inherent in the activities, products and systems [Article 104(1)(f)] [Value] to limit variable remuneration [Article 104(1)(g)] [Value] to strengthen own funds by using net profits [Article 104(1)(h)] [Value] to restrict/prohibit distributions or interest payments [Article 104(1)(i)] [Value] to impose additional or more frequent reporting requirements [Article 104(1)(j)] [Value] to impose specific liquidity requirements [Article 104(1)(k)] [Value] to impose additional disclosure requirements [Article 104(1)(l)] [Value] Number and nature of other supervisory measures taken (not listed in Article 104(1) of Directive 2013/36/EU) [Value] Index : N/A: not available C: confidential Supervisory actions and measures ( *9 ) data Investment firms Supervisory actions Number of on-site inspections [Value] Number of overall assessments performed [Value] Supervisory measures taken in accordance with Article 102(1)(a) Total number of supervisory measures taken in accordance with Article 104(1) of Directive 2013/36/EU: [Value] to hold own funds in excess of the minimum capital requirements [Article 104(1)(a)] [Value] to reinforce governance arrangements and internal capital management [Article 104(1)(b)] [Value] to present a plan to restore compliance with supervisory requirements [Article 104(1)(c)] [Value] to apply a specific provisioning policy or treatment of assets [Article 104(1)(d)] [Value] to restrict/limit business or activities [Article 104(1)(e)] [Value] to reduce the risk inherent in the activities, products and systems [Article 104(1)(f)] [Value] to limit variable remuneration [Article 104(1)(g)] [Value] to strengthen own funds by using net profits [Article 104(1)(h)] [Value] to restrict/prohibit distributions or interest payments [Article 104(1)(i)] [Value] to impose additional or more frequent reporting requirements [Article 104(1)(j)] [Value] to impose specific liquidity requirements [Article 104(1)(k)] [Value] to impose additional disclosure requirements [Article 104(1)(l)] [Value] Number and nature of other supervisory measures taken (not listed in Article 104(1) of Directive 2013/36/EU) [Value] Supervisory measures taken in accordance with Article 102(1)(b) and other provisions of Directive 2013/36/EU or Regulation (EU) No 575/2013 Total number of supervisory measures taken in accordance with Article 104(1) of Directive 2013/36/EU: [Value] to hold own funds in excess of the minimum capital requirements [Article 104(1)(a)] [Value] to reinforce governance arrangements and internal capital management [Article 104(1)(b)] [Value] to present a plan to restore compliance with supervisory requirements [Article 104(1)(c)] [Value] to apply a specific provisioning policy or treatment of assets [Article 104(1)(d)] [Value] to restrict/limit business or activities [Article 104(1)(e)] [Value] to reduce the risk inherent in the activities, products and systems [Article 104(1)(f)] [Value] to limit variable remuneration [Article 104(1)(g)] [Value] to strengthen own funds by using net profits [Article 104(1)(h)] [Value] to restrict/prohibit distributions or interest payments [Article 104(1)(i)] [Value] to impose additional or more frequent reporting requirements [Article 104(1)(j)] [Value] to impose specific liquidity requirements [Article 104(1)(k)] [Value] to impose additional disclosure requirements [Article 104(1)(l)] [Value] Number and nature of other supervisory measures taken (not listed in Article 104(1) of Directive 2013/36/EU) [Value] Index : N/A: not available C: confidential Administrative penalties data Credit institutions Administrative penalties (for breaches of authorisation/ acquisitions of qualifying holding requirements) Total number of administrative penalties from Article 66(2) of Directive 2013/36/EU applied: [Value] public statements identifying the natural/legal person responsible and the nature of the breach [Article 66(2)(a)] [Value] orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 66(2)(b)] [Value] administrative pecuniary penalties imposed on legal/natural person [points (c) to (e) of Article 66(2)] [Value] suspensions of the voting rights of shareholders [Article 66 (2)(f)] [Value] Number and nature of other administrative penalties applied (not specified in Article 66(2) of Directive 2013/36/EU) [free text] Administrative penalties (for other breaches of requirements imposed by Directive 2013/36/EU or Regulation (EU) No 575/2013) Total number of administrative penalties from Article 67(2) of Directive 2013/36/EU applied: [Value] public statements identifying the natural/legal person responsible and the nature of the breach [Article 67(2)(a)] [Value] orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 67(2)(b)] [Value] withdrawals of authorisation of credit institution [Article 67(2)(c)] [Value] temporary bans against natural person from exercising functions in credit institutions [Article 67(2)(d)] [Value] administrative pecuniary penalties imposed on legal/natural person [points (e) to (g) of Article 67(2)] [Value] Number and nature of other administrative penalties applied (not specified in Article 67(2) of Directive 2013/36/EU) [free text] Investment firms Administrative penalties (for breaches of authorisation/ acquisitions of qualifying holding requirements) Total number of administrative penalties from Article 66(2) of Directive 2013/36/EU applied: [Value] public statements identifying the natural/legal person responsible and the nature of the breach [Article 66(2)(a)] [Value] orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 66(2)(b)] [Value] administrative pecuniary penalties imposed on a legal person [points (c) to (e) of Article 66(2)] [Value] suspensions of the voting rights of shareholders [Article 66(2)(f)] [Value] Number and nature of other administrative penalties applied (not specified in Article 66(2) of Directive 2013/36/EU) [Value] Administrative penalties (for other breaches of requirements imposed by Directive 2013/36/EU or Regulation (EU) No 575/2013) Total number of administrative penalties from Article 66(2) of Directive 2013/36/EU applied: [Value] public statements identifying the natural/legal person responsible and the nature of the breach [Article 67(2)(a)] [Value] orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 67(2)(b)] [Value] withdrawals of authorisation of investment firms [Article 67(2)(c)] [Value] temporary bans against natural person from exercising functions in investment firms [Article 67(2)(d)] [Value] administrative pecuniary penalties imposed on legal/natural person [points (e) to (g) of Article 67(2)] [Value] Number and nature of other administrative penalties applied (not specified in Article 67(2) of Directive 2013/36/EU) [free text] (*) Due to differences in national regulations as well as in supervisory practices and approaches across the Member States the figures provided in this table might not allow for a meaningful comparison between countries and any conclusions without carefully considering these differences can be misleading Index : N/A: not available C: confidential PART 6 Data on waivers (year 20XX) Exemption from the application on an individual basis of prudential requirements set out in Parts Two to Five, Seven and Eight of Regulation (EU) No 575/2013 Legal reference in Regulation (EU) No 575/2013 Article 7(1) and (2) (waivers for subsidiaries) Article 7(3) (waivers for parent institutions) Total number of waivers granted [Value] [Value] Number of waivers granted to parent institutions with have or hold participations in subsidiaries established in third countries N/A [Value] Total amount of consolidated own funds held in the subsidiaries established in third countries (in MEUR) N/A [Value] Percentage of the total consolidated own funds held in subsidiaries established in third countries (%) N/A [Value] Percentage of the consolidated own funds requirements allocated to subsidiaries established in third countries (%) N/A [Value] Permission granted to parent institutions to incorporate subsidiaries in the calculation of their prudential requirements set out in Parts Two to Five and Eight of Regulation (EU) No 575/2013 Legal reference in Regulation (EU) No 575/2013 Article 9(1) (Individual consolidation method) Total number of permissions granted [Value] Number of permissions granted to parent institutions to incorporarte subsidiaries established in third countries in the calculation of their requirement [Value] Total amount of consolidated own funds held in the subsidiaries established in third countries (in MEUR) [Value] Percentage of the total consolidated own funds held in subsidiaries established in third countries (%) [Value] Percentage of the consolidated own funds requirements allocated to subsidiaries established in third countries (%) [Value] Exemption from the application on an individual basis of liquidity requirements set out in Part Six of Regulation (EU) No 575/2013 Legal reference in Regulation (EU) No 575/2013 Article 8 (Liquidity waivers for subsidiaries) Total number of waivers granted [Value] Number of waivers granted pursuant to Article 8(2) where all institutions within a single liquidity sub-group are authorised in the same Member State [Value] Number of waivers granted pursuant to Article 8(1) where all institutions within a single liquidity sub-group are authorised in several Member States [Value] Number of waivers granted pursuant to Article 8(3) to institutions which are members of the same Institutional Protection Scheme [Value] Exemption from the application on an individual basis of prudential requirements set out in Parts Two to Eight of Regulation (EU) No 575/2013 Legal reference in Regulation (EU) No 575/2013 Article 10 (Credit institutions permanently affiliated to a central body) Total number of waivers granted [Value] Number of waivers granted to credit institutions permanently affiliated to a central body [Value] Number of waivers granted to central bodies [Value] For competent authorities granting no waiver or permission the cells shall be put in orange ( *1 ) Reference data from COREP templates pursuant to the Commission implementing Regulation (EU) No 650/2014 ( *2 ) where an institution uses more than one approach, the institution shall be counted in each of these approaches ( *3 ) Reference data from COREP templates pursuant to the Commission implementing Regulation (EU) No 650/2014 ( *4 ) where an institution uses more than one approach, the institution shall be counted in each of these approaches ( *5 ) Reference data from COREP templates pursuant to the Commission implementing Regulation (EU) No 650/2014 ( *6 ) where an institution uses more than one approach, the institution shall be counted in each of these approaches ( *7 ) Reference data from COREP templates pursuant to the Commission implementing Regulation (EU) No 650/2014 ( *8 ) Due to differences in national regulations as well as in supervisory practices and approaches across the Member States the figures provided in this table might not allow for a meaningful comparison between countries and any conclusions without carefully considering these differences can be misleading ( *9 ) Due to differences in national regulations as well as in supervisory practices and approaches across the Member States the figures provided in this table might not allow for a meaningful comparison between countries and any conclusions without carefully considering these differences can be misleading