ANNEX IISupplementary provisions
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