Definitions and guidance in the SRB 2016 Contributions Reporting Form reporting form prevail over the information in the slides
|
|
- Calvin Lindsey
- 6 years ago
- Views:
Transcription
1 2016 ex-ante contributions to the SRF Additional guidance for the industry 30 November 2015 Definitions and guidance in the SRB 2016 Contributions Reporting Form reporting form prevail over the information in the slides
2 Agenda 1 The Single Resolution Fund 2 Principals of ex-ante contributions Reporting data of ex-ante contributions Calculation of ex-ante contributions 2
3 The Single Resolution Fund Objective of the Fund The Single Resolution Fund ( The Fund ) is an essential element of the Single Resolution Mechanism (SRM) which harmonises resolution of credit institutions and certain investment firms within the 19 participating Member States. The Fund will be built up during the first eight years ( ) and shall reach at least 1% of covered deposits (approx. 55bn in 2024). 3
4 The Single Resolution Fund Contributions to the Fund The Fund is financed from ex-ante contributions paid annually at individual (solo) level by all credit institutions and some investment firms established in the 19 Member States participating to the SRM. The SRB is responsible for the calculation of the ex-ante contributions. The NRAs are responsible for the collection and transfer of contributions from the entities located in their respective territories to the Fund. Where ex-ante contributions are insufficient to cover the losses or costs incurred by the use of the Fund, additional ex-post contributions should be collected. 4
5 1 The Single Resolution Fund 2 Principals of ex-ante contributions Reporting data of ex-ante contributions Calculation of ex-ante contributions 5
6 Principals of ex-ante contributions Harmonised rules for all the institutions contributing to the Fund The SRB is empowered to calculate the individual ex-ante contributions to the Fund annually due from credit institutions and some investment firms authorised in the 19 Member States participating to the SRM. For the purpose of calculating these contributions, the Board applies the methodology set out in Delegated Regulation (EU) 2015/63 and Implementing Regulation 2015/81, which ensure harmonised calculation rules for all the institutions in scope. The calculation of ex-ante contributions is based on the latest available reported data, in majority of cases: for contributions calculated in year N (e.g. 2016) the reference date is 31 December N-2 (e.g. 2014). 6
7 Principals of ex-ante contributions Contributions to the Fund take into account the annual target level as well as the size and the risk profile of institutions. Annual target level Distribute the target among the institutions Non-risky / small institutions Lump-sum treatment Risky / large institutions Base/size of institution and risk of all institutions under the SRF x Risk of institution Total base/size and risk of all institutions under the SRF Calculation of base/size of institution: Total Liabilities - - Derivative Own funds Covered Deposits - - Intra-group adjustment liabilities -+ Institution s specific deductions X Risk factor adjustment 7
8 Principals of ex-ante contributions Data necessary for calculation (summarized view) Medium and large institution Small (non-risky) institutions 1. Basic Annual Contribution: Total Liabilities (= Total Balance Sheet) Source Annual financial statements Own Funds EU COREP (Capital) Covered Deposits DGSs / Institution Accounting on-balance sheet derivative liabilities Annual financial statements + Derivative liabilities (leverage methodology) after floor Institution Deductions (if any) Institution 2. Risk adjustment: i. Risk Exposure: a) MREL Not reported in all MS for 2014 b) Leverage Ratio EU COREP (Leverage) c) Common Equity Tier 1 Capital (CET1) Ratio EU COREP (Capital) d) Total Risk Exposure (TRE) EU COREP (RWAs) e) Total Assets (TA) Annual financial statements ii. NSFR & LCR Not reported in all MS for 2014 iii. Interbank loans and deposits Not reported in all MS for 2014 iv. a) Risk exposure on traded debt and equity (out of TRE, CET1, TA) EU COREP (manual if IRB) Off-balance sheet nominal (out of TRE, CET1, TA) EU COREP (Leverage) Derivative exposure (out of TRE, CET1, TA) EU COREP (Leverage) Of which: CCP exposure (risk reducing) Institution Complexity of business model (Y/N) Not reported in all MS for 2014 b) IPS membership and authorisation (Y/N) Institution c) Extent of previous extraordinary public financial support (Y/N) Institution 8
9 Principals of ex-ante contributions Timeline for 2016 contributions Ongoing Institutions are being requested data 1 February 24:00 Deadline for institutions to submit data 1 May Institutions are notified of annual contribution amounts 30 June Deadline for institutions to pay annual contribution amounts Oct Nov Dec Jan Feb Mar Apr May Jun Jul National Resolution Authorities are: First contact point for institutions in case of any questions or need of clarification Collecting the data and contributions for the SRF Single Resolution Board is: Applying harmonised rules Giving guidance for data collection and calculations to the NRAs 9
10 Principals of ex-ante contributions What happens if (some) data are not submitted by 1 February 2016 Where an institution does not submit the data by 1 February 2016: the Board will use estimates or its own assumptions in order to calculate the annual contribution of the institution. the Board may assign the institution concerned to the highest risk adjusting multiplier, i.e. 1.5 Institutions shall submit all the data required by the National Resolution Authorities by 1 February :00 at the latest. 10
11 1 The Single Resolution Fund 2 Principals of ex-ante contributions Reporting data of ex-ante contributions Calculation of ex-ante contributions 11
12 Reporting data of ex-ante contributions The following slides complement the definitions and guidance included in the reporting form (especially in tab 5) developed for 2016 ex-ante contributions to the Single Resolution Fund, by providing: Key messages by main building blocks of the reporting form; Illustrations, especially for the derivative adjustment and deductions; Additional guidance on specific topics. 12
13 Reporting data of ex-ante contributions Overview of the building blocks of the reporting form for 2016 contributions Small (non-risky) institutions Medium and large institution Tab 1 Tab 2 Tab 3 Tab 4 Identification Base Deductions Total Liabilities Own Funds Covered deposits Derivatives Risk Adjustment CCPs & CSDs Investment firms Promotional loans Risk Exposure IPS & Intragroup Additional indicators Identifies the institution and its characteristics Collects data for the basic annual contribution Determines if the institution qualifies for a simplified calculation method Collects data to adjust derivatives (except credit derivatives), when applicable Collects data for the deduction of qualifying items from the basic annual contribution, where applicable Collects data regarding the risk profile of the institution in order to apply the risk adjustment Field filled in by the institution Field automatically generated in the reporting form 13
14 Reporting data of ex-ante contributions Functionalities integrated in the reporting form for 2016 contributions The reporting form allows to identify if the small institution qualifies for the lump sum approach so that it does not have to fill in the derivative adjustment, deductions and risk adjustment data. Tab 5. Definitions and guidance It also provides guidance for each data to be reported (tab 5), for deductions (tab 3) and for institutions with individual waiver for own funds and leverage ratio (tab 4). Tab 6. Validation rules It automatically consolidates in the tab 6 all the data reported by the institution with: Automatic completeness checks; Automatic consistency checks. 14
15 Reporting data of ex-ante contributions Read me tab of the reporting form for 2016 contributions Before filling in the reporting form, all institutions shall read the general instructions listed in the Section B of the Read me tab. This tab also contains information regarding: The submission deadline for the reporting form; Next steps for the institution; The scope of application of 2016 ex-ante contributions to the SRF; Legal references. 15
16 Reporting data of ex-ante contributions Tab 1 identifies characteristics for potential deductions and specific treatments Field ID 1C1 1C2 1C3-4 1C5 1C6 1C7 1C8 1C9 1C10 1D2 Field (rephrased here below) If the institution is a credit institution If the institution is a central body If the institution is a member of a qualifying Institutional Protection Scheme (IPS) If the institution is a central counterparty (CCP) If the institution is a central securities depository (CSD) If the institution is an investment firm If the institution is an investment firm authorized to carry out only limited services and activities If the institution operates promotional loans If the institution is a mortgage credit institution financed by covered bonds If the institution has merged with another institution after 2014 Impact Potential deduction of covered deposits All the data to be reported on a consolidated basis Potential deduction of qualifying IPS liabilities Potential deduction of qualifying clearing liabilities Potential deduction of qualifying CSD liabilities Potential deduction of qualifying liabilities that arise by virtue of holding client assets or client money It qualifies for a specific simplified approach Potential deduction of qualifying liabilities related to promotional loans It can qualify for a simplified calculation method Two reporting forms for the post-merger institution 1E1 Reference date for the data reported: Date of the latest approved annual financial statements available before 31 December 2015 (mainly 31 December 2014) 16
17 Reporting data of ex-ante contributions (Section A) collects data for the basic annual contribution. Calculation of base/size of institution: Total Liabilities - - Own funds Covered Deposits 2A1 Total liabilities = total balance sheet (sum of liabilities and equity items) at the reference date and as reported in the annual financial statements of the institution. 2A2 Own Funds = sum of Tier 1 and Tier 2 capital (EU COREP, Annex I, Template n.1, code c 01.00, row 010) 2A3-2A6 Covered Deposits (This field only applies to credit institutions) = As defined in the Deposit Guarantee Scheme Directive 2014/49/EU Guidance to be provided by each NRA Covered deposits (2014) Covered deposits (2015) Basic Annual Contribution Annual Target level No additional data is required if the institution qualifies for a simplified method!!!!!! (Section B.i and B.ii) 17
18 Reporting data of ex-ante contributions (Section C) adjusts derivative liabilities. Derivative adjustment intends to ensure a harmonised treatment of derivatives in the determination of the basic annual contribution allowing for the comparability of their valuation between institutions and for a level playing field across the Union. Credit derivative contracts are not adjusted. In order to adjust derivative liabilities in total liabilities, the following 5 steps should be performed Financial Statements (BS) A L 1 Identification of the "liabilities arising from derivatives" -excluding credit derivatives- in the total liabilities reported in the annual financial statements 2C2 2 Identification of the recognised netting agreements (except cross-product netting) under the CRR 575/ Application of the leverage ratio methodology (netting recognised in step 2 can be applied) to derivatives with negative replacement costs or market values. (*) 2C1 75% FLOOR Accounting value 4 Application of the floor; calculation of the floor amount (75% of accounting measure -fair value- for derivative liabilities held on- and off-balance sheet; accounting netting can be applied); the floor amount replaces the amount calculated in step 3 if it is higher. 2C3 2C4 2C5 5 Adjustment of total liabilities: Total Liabilities - Reported on-balance sheet derivatives (step 1) + Derivatives under leverage methodology after floor (steps 2 to 4) 2C6 (*) DATA FREQUENCY: According to the DR, the leverage ratio methodology should be applied as "the yearly average amount, calculated on a quarterly basis". If this same value is only available for one or some quarters of the reference year, the yearly average of these quarters must be reported. 18
19 Reporting data of ex-ante contributions (Section C) Derivative adjustment - Illustrations Data needed from the institution: Legal ref. Field ID Example A: All derivatives are booked on-balance sheet Example B: Some derivatives are booked on-balance sheet, others are held off-balance sheet Total Liabilities in annual financial statements DR 2015/63 - Art. 3(22) 2A Absolute amount of fair values (including accrued interests) of derivative liabilities booked on-balance sheet under accounting standards in annual financial statements Netting under accounting rules can be applied DR 2015/63 - Art. 3(22), 5(3) 2C2 Assets 100 Liabilities Derivative fair values = Assets 89 Liabilities Derivative fair values = Absolute amount of fair values (including accrued interests) of derivative liabilities held off-balance sheet under accounting standards Netting under accounting rules can be applied DR 2015/63 - Art. 3(22), 5(3) 2C3 0 (zero) Negative fair values of derivatives held off-balance sheet = -11 Absolute amount = 11 Leverage value of derivatives with negative current replacement costs: Absolute amount of current replacement costs + Notional*% (CRR Art. 274) OR Notional*% (CRR Art. 275 if already applied for CRR Art. 92) Netting under Leverage rules (CRR Art. 295) can be applied, except cross-product netting DR 2015/63 - Art. 3(22), 5(3); CRR 575/2013 Art. 274, 275, 295; DR 2015/62 Art. 429a 2C (Sum of Notional*% for all derivatives with negative current replacement cost) = 80 (CRR Art. 274) OR Sum of Notional*% for all derivatives with negative current replacement cost = 80 (CRR Art. 275) Automatic calculations in the reporting form: Floor amount Leverage value of derivatives after floor DR 2015/63 - Art. 3(22), 5(3), 5(4) 2C5 75% * 22 = 16.5 Max ( 80 ; 16.5) = 80 Total Liabilities after derivative adjustment 2C = =
20 Reporting data of ex-ante contributions Tab 3 provides guidance to report possible deductions from the total liabilities after derivative adjustment. The Delegated Regulation 2015/63 allows deductions under strict conditions. A single transaction can only be deducted ONCE from the total liabilities after derivatives adjustment, even if it matches several of the deduction categories below. The deduction of qualifying derivative liabilities in Tab 3 should take into account the adjustment made to all the derivative liabilities in Tab 2 (Section C). Section Deduction category Conditions A Qualifying liabilities related to clearing activities Only for CCPs and if conditions in Art. 5(1)(c) are met B C D E F Qualifying liabilities related to CSD activities Qualifying liabilities that arise by virtue of holding client assets or client money Qualifying liabilities that arise from promotional loans Qualifying IPS liabilities (and assets) Qualifying intragroup liabilities (and assets) Only for CSDs and if conditions in Art. 5(1)(d) are met Only for investment firms and if conditions in Art. 5(1)(e) are met Only for institutions operating promotional loans and if conditions in Art. 5(1)(f) are met Only for qualifying IPS members and if conditions in Art. 5(1)(b) & 5(2) are met Only for qualifying group entities and if conditions in Art. 5(1)(a) & 5(2) are met 20
21 Reporting data of ex-ante contributions (Section F) Deduction of non-derivative intragroup liabilities Illustration* The intragroup transactions below between group entities A and B meet all the conditions in Article 5(1)(a) of the DR 2015/63. In the example below, there is a perfect match between the accounting value of intragroup transactions booked by A and B in their respective financial statements. In case of mismatch, the liability value prevails over the asset value. Group entity B Assets Liabilities Assets Liabilities Intragroup nonderivative assets with A (accounting value) = 30 Intragroup non-derivative liabilities with A (accounting value) = 25 Intragroup non-derivative assets with B (accounting value) = 25 Group entity A Intragroup non-derivative liabilities with B (accounting value) = 30 Total Intragroup liabilities = 25 Total deductible intragroup liabilities for group entity A = 25/2 = 12.5 Total deductible intragroup assets for group entity B = 25/2 = 12.5 Deductible amounts for A & B come from their respective qualifying liabilities. An even deduction is applied (50% of qualifying liabilities for A, same for B) Total Intragroup liabilities = 30 Total deductible intragroup liabilities for group entity A = 30/2 = 15 Total deductible intragroup assets for group entity B = 30/2 = 15 Data needed from the group entity A for its intragroup non-derivative deductions: Values in this example Legal ref. Field ID. Intragroup liabilities that meet all the conditions in Article 5(1)(a) of the DR: Total accounting value. Intragroup assets that meet all the conditions in Article 5(1)(a) of the DR: Total accounting value booked by group entity A Adjusted value taking into account the values and derivative adjustment made by group entity B Automatic calculation in the reporting form:. Deductible amount of assets and liabilities arising from qualifying intragroup liabilities for A /2 + 25/2 = 27.5 DR 2015/63-5(1)(a), 5(2) 3F5 3F9 3F10 3F11 * The same methodology applies for transactions between IPS members (Art. 5(1)(b)) 21
22 Reporting data of ex-ante contributions (Section F) Deduction of derivative intragroup liabilities Illustration* The intragroup transactions below between group entities A and B meet all the conditions in Article 5(1)(a) of the DR 2015/63. In the example below, all the intragroup transactions between A and B are derivatives. Group entity B Group entity A Assets Liabilities Assets Liabilities Intragroup derivative liabilities with A (accounting value) = 22 Intragroup derivative liabilities with A (leverage value) = 80 Intragroup derivative assets with B (accounting value) = 22 Intragroup derivative liabilities with B (accounting value) = 10 Intragroup derivative liabilities with B (leverage value) = 30 Total Intragroup liabilities = 80 Total deductible intragroup liabilities for group entity A = 80/2 = 40 Total deductible intragroup assets for group entity B = 80/2 = 40 Deductible amounts for A & B come from their respective qualifying liabilities taking into account the derivative adjustment. An even deduction is applied (50% of qualifying liabilities for A, same for B) Total Intragroup liabilities = 30 Total deductible intragroup liabilities for group entity A = 30/2 = 15 Total deductible intragroup assets for group entity B = 30/2 = 15 Data needed from the group entity A for its intragroup derivative deductions:. Intragroup liabilities that meet all the conditions in Article 5(1)(a) of the DR: Values in this example Legal ref. Field ID Total accounting value Of which: arising from derivatives: accounting value Arising from derivatives: leverage value DR 2015/63 - Art. 3(22), 5(1)(a), 5(2) 3F5 3F6 3F1. Intragroup assets that meet all the conditions in Article 5(1)(a) of the DR: Total accounting value booked by group entity A 22 CRR 575/2013 Art. 274, 275, 295 3F9 Adjusted value taking into account the values and derivative adjustment made by group entity B Automatic calculations in the reporting form: 80 DR 2015/62 Art. 429a 3F10. Deductible amount of assets and liabilities arising from qualifying intragroup liabilities for A 80/2 + 30/2 = 55 3F11 * The same methodology applies for transactions between IPS members (Art. 5(1)(b)) 22
23 Reporting data of ex-ante contributions Tab 4 Collects data regarding the risk profile in order to apply the risk adjustment Risk Pillars and Indicators for 2016 ex-ante contributions: Risk Pillar Risk Indicators I II III IV Risk Exposure Stability and variety of sources of funding Importance of an institution to the stability of the financial system or economy; Additional risk indicators determined by the SRB MREL Leverage Ratio Common Equity Tier 1 Capital Ratio Total Risk Exposure divided by Total Assets Net Stable Funding Ratio; LCR Share of interbank loans and deposits in the European Union Trading activities, off-balance sheet exposures, derivatives, complexity and resolvability; Membership in an Institutional Protection Scheme Extent of previous extraordinary public financial support Each year the applicability of the risk indicators is subject to analysis by the SRB. 23
24 Reporting data of ex-ante contributions Tab 4 Collects data regarding the risk profile in order to apply the risk adjustment Article 8.3 of the DR 2015/63 foresees the situation where a waiver was granted to the institution under the CRR rules. Has the competent authority granted a waiver to the institution from the application of CRR requirements on an individual basis?* Consequences No Information in tab 4 to be reported at individual legal entity level Less fields to be filled in tab 4 See Appendix Yes, for the leverage ratio Yes, for own funds requirements Leverage ratio risk indicator (4A7 field in section A.ii) to be reported at the lowest EU sub-consolidated level. If the latter does not apply, at EU consolidated level. Risk indicators in sections A.iii, A.iv and D.i to be reported at the lowest EU sub-consolidated level. If the latter does not apply, at EU consolidated level Always the same reporting level (EU sub-consolidated or consolidated) must be applied in sections A.iii, A.iv and D.i * This waiver shall be granted by the competent authority in circumstances defined in Regulation (EU) No 575/2013 (CRR). 24
25 1 The Single Resolution Fund 2 Principals of ex-ante contributions Reporting data of ex-ante contributions Calculation of ex-ante contributions 25
26 Principals of ex-ante contributions Contributions to the Fund take into account the annual target level as well as the size and the risk profile of institutions. Annual target level Distribute the target among the institutions Non-risky / small institutions Lump-sum treatment Risky / large institutions Base/size of institution and risk of all institutions under the SRF x Risk of institution Total base/size and risk of all institutions under the SRF Calculation of base/size of institution: Total Liabilities - - Derivative Own funds Covered Deposits - - Intra-group adjustment liabilities -+ Institution s specific deductions X Risk factor adjustment 26
27 Calculation of ex-ante contributions Lump-sum reflects the fact that, in many cases, small institutions are less risky than larger institutions. Small institutions pay lump sum amount, when: Total Assets < 1bn; and Total Own Covered Base/size of an institution (i.e. ) 300m * Liabilities - - funds Deposits Base/size of institution Lump sum amount (annual) base/size 50m m < base/size 100m m < base/size 150m m < base/size 200m m < base/size 250m m < base/size 300m If the institution provides sufficient evidence that the lump sum amount is higher than the contribution calculated with the full risk adjustment methodology, the lower will be applied. * Partial lump sum also foreseen in Article 8.5 of Implementing Regulation 2015/81. 27
28 Calculation of ex-ante contributions Risk factor adjustment Collect risk indicators Distribute risk indicators into bins (discretisation) Rescale risk indicators Apply the sign to risk indicators Generate the Final Composite Indicator (FCI) Rescale the FCI and compute contributions 28
29 Appendix
30 Reporting data of ex-ante contributions Tab 4 Collects data regarding the risk profile in order to apply the risk adjustment Data to report by an institution that was not granted a waiver for the application of own funds and/or leverage ratio requirements on an individual basis: Field ID 4A1 4A2 4A7 4A8 4A9 4A14 4A15 4A17 4D1 4D5 4D9 4D10 4D14 Field (rephrased here below) Individual waiver for Leverage ratio granted? Reporting level of the Leverage ratio Leverage ratio (0.0000) Individual waiver for Own funds granted? Reporting level of the Common Equity Tier 1 capital ratio Common Equity Tier 1 capital Total Risk Exposure (or Total Risk Weighted Assets) Total Assets Risk exposure amount for market risk on traded debt instruments and equity Total off-balance sheet nominal amount Total derivative exposure Of which: derivatives cleared through a CCP Name of the IPS (when applicable) Value to report by the institution No Individual Leverage ratio at individual level (COREP C45.00)* No Individual CET 1 capital at individual level (COREP C01.00)* TRE at individual level (COREP C02.00)* Same as Total Liabilities (2A1 field in Tab 2) At individual level (COREP C02.00*, manual for IRB banks) At individual level (COREP C40.00)* At individual level (COREP C45.00)* At individual level (risk reducing data) If not applicable,.p 4D17-4D19 Extent of previous extraordinary public financial support * See Tab 5 of the reporting form for the exact row and column in COREP reporting See next slide 30
31 Reporting data of ex-ante contributions Tab 4 Collects data regarding the risk profile in order to apply the risk adjustment Extent of previous extraordinary public financial support risk indicator Field ID 4D17 Field (rephrased here below) Does the institution meet the following three conditions at the reference date (mainly 31 December 2014): a) The institution is part of a group that has been put under restructuring after receiving any State or equivalent funds such as from a resolution financing arrangement; b) The institution is part of a group that is still within the restructuring or winding down or liquidation period; c) The institution is part of a group that is not in the last 2 years of implementation of the restructuring plan. Whether the answer to the field 4D17 is Yes or No, the two following fields must be filled in. 4D18 4D19 Name of the EU parent RIAD MFI code of the EU parent 31
32 Thank you!
Ex-ante contributions to the Single Resolution Fund - reporting form for the 2019 contribution period Read me
Read me Key remarks Institutions that qualify for the simplified calculation method should follow specific instructions in the reporting form. All fields with a yellow background should be filled electronically
More information7 TH SRB BANKING INDUSTRY DIALOGUE MEETING SINGLE RESOLUTION FUND
7 TH SRB BANKING INDUSTRY DIALOGUE MEETING SINGLE RESOLUTION FUND Presenter: Timo Löyttyniemi Brussels, AGENDA 1. UPDATE ON EX-ANTE CONTRIBUTIONS TO THE SRF 2. UPDATE ON CONTRIBUTIONS TO THE ADMINISTRATIVE
More informationSingle Resolution Fund
May 2016 Single Supervisory Mechanism SSM Single Resolution Mechanism SRM European Deposit Insurance Scheme EDIS Three pillars of Banking Union Pillar I Pillar II Pillar III The ( The Fund ) is an essential
More information2018 EX-ANTE CONTRIBUTIONS TO THE SINGLE RESOLUTION FUND (SRF)
2018 EX-ANTE CONTRIBUTIONS TO THE SINGLE RESOLUTION FUND (SRF) QUESTIONS AND ANSWERS General information on the calculation methodology 1. Why did the calculation method applied to my institution in 2018
More information2017 ex-ante contributions to the SRF. Additional Assurance
Brussels, November 2016 2017 ex-ante contributions to the SRF Additional Assurance The objective of this document is to clarify the SRB policy as regards additional assurance on data used for the calculation
More informationAgreed-upon procedures
Agreed-upon procedures This section presents the (1.1) scope of the agreed-upon procedures (AUP) engagement and describes (1.2) the engagement letter and (1.3) the report of factual findings. 1.1 Scope
More informationAdditional Guidance 2018 ex-ante data reporting form. October 2017
Additiona Guidance 2018 ex-ante data reporting form October 2017 The foowing sides compement the definitions and guidance incuded in the Ex-ante Contributions Reporting Form (hereafter Data Reporting Form)
More informationAdditional Guidance 2019 ex-ante data reporting form. October 2018
Additiona Guidance 2019 ex-ante data reporting form October 2018 The foowing sides compement the definitions and guidance incuded in the Ex-ante Contributions Reporting Form (hereafter Data Reporting Form)
More informationAn update of regulatory developments and impact on banks regulatory compliance
[Please select] [Please select] Michael Grill Pär Torstensson Michael Wedow DG-Macro-Prudential Policy and Financial Stability An update of regulatory developments and impact on banks regulatory compliance
More informationGuidance on the Liability Data Report
Guidance on the Liability Data Report Part 1 General Guidance... 2 1. Scope of the Report... 2 2. Governance... 3 3. Reporting Process... 4 4. Maturity Breakdowns... 4 5. Amount Reporting... 5 6. Insolvency
More informationTHE SINGLE RESOLUTION FUND
THE SINGLE RESOLUTION FUND THE SINGLE RESOLUTION FUND (SRF) : ensures uniform practice in the financing of resolutions within the Single Resolution Mechanism (SRM); pools contributions raised at national
More informationGuidance on the Liability Data Report
Guidance on the Liability Data Report Part 1... 2 General Guidance... 2 1. Scope of the Report... 2 2. Governance... 3 3. Reporting Process... 3 4. Maturity Breakdowns... 4 5. Amount Reporting... 5 6.
More informationGuidance on the 2018 Liability Data Report
Guidance on the 2018 Liability Data Report Part 1 General Guidance... 2 1. Scope of the Report... 2 2. Governance... 3 3. Reporting Process... 4 4. Maturity Breakdowns... 4 5. Amount Reporting... 5 6.
More informationInstructions for EBA data collection exercise on CVA
16 May 2014 Instructions for EBA data collection exercise on CVA Contents 1. Introduction 4 CVA Report CRR Article 456(2) 4 Review and RTS on the application of CVA charges to non-financial counterparties
More informationInstructions for completing the total assets and total risk exposure templates for collecting supervisory fee factors
Instructions for completing the total assets and total risk exposure templates for collecting supervisory fee factors April 2016 1 General instructions for both templates 1 Name, MFI code and LEI code
More informationMethodology for Ex-Ante Funding Contribution Calculations Banking Resolution and Recovery Directive. Gibraltar Resolution and Compensation Unit
Methodology for Ex-Ante Funding Contribution Calculations Banking Resolution and Recovery Directive Gibraltar Resolution and Compensation Unit August 2018 Version 2.0/2018 Methodology for Ex-Ante Funding
More informationResolution Industry Briefing. 16 November 2018
Resolution Industry Briefing 16 November 2018 Agenda 1. Welcome 2. Resolution funds levies 3. Resolution planning data reporting 4. General update on resolution matters 5. Other relevant national and EU
More informationResolution Industry Briefing. February 2018
Resolution Industry Briefing February 2018 EU resolution framework Bank and investment firm resolution BRRD implementation and designation as NRA EU Bank Recovery and Resolution Directive (BRRD) Resolution
More informationGuidance on the Liability Data Report
Guidance on the Liability Data Report Part 1 General Guidance... 2 1. Scope of the Report... 2 2. Governance... 3 3. Reporting Process... 4 4. Maturity Breakdowns... 4 5. Amount Reporting... 5 6. Insolvency
More informationSRB 2 nd Industry Dialogue January 12th, 2016
SRB 2 nd Industry Dialogue January 12th, 2016 SRB 2 nd Industry Dialogue SRB Approach to MREL in 2016 Dominique Laboureix, Member of the Board Key features of SRB's MREL policy in 2016 Banking groups require
More information7 TH SRB BANKING INDUSTRY DIALOGUE MEETING SRB MREL POLICY
7 TH SRB BANKING INDUSTRY DIALOGUE MEETING SRB MREL POLICY Presenter: Dominique Laboureix Brussels, 10 December 2018 AGENDA 1. SRB MREL ROADMAP 2. 2018 PLANNING CYCLE & MREL POLICY OVERVIEW 3. NEXT STEPS
More information2019 Contributions to the administrative expenditures of the SRB Frequently asked questions (FAQs)
2019 Contributions to the administrative expenditures of the SRB Frequently asked questions (FAQs) Introduction On 8 January 2018, Commission Delegated Regulation (EU) No 2017/2361 of 14 September 2017
More informationDECISION OF THE EUROPEAN CENTRAL BANK of 29 July 2014 on measures relating to targeted longer-term refinancing operations (ECB/2014/34) (2014/541/EU)
29.8.2014 L 258/11 DECISION OF THE EUROPEAN CTRAL BANK of 29 July 2014 on measures relating to targeted longer-term refinancing operations (ECB/2014/34) (2014/541/EU) THE GOVERNING COUNCIL OF THE EUROPEAN
More informationANNEX II REPORTING ON LEVERAGE RATIO
ANNEX II REPORTING ON LEVERAGE RATIO 1. This Annex contains additional instructions for the tables (hereinafter LR ) included in Annex I of this Regulation. 2. Table of Contents PART I: GENERAL INSTRUCTIONS...
More informationKey issues in Banking Regulation
Key issues in Banking Regulation Prudential Regulation Board Meeting Paris, 19 May 2017 Key issues in Banking Regulation 1. At the European level 2. At the Basel level 3. On resolution issues 2 1. At the
More informationInstructions on filling in data-points in PRA101 - Capital+
Instructions on filling in data-points in - Capital+ These instructions are for the specific purpose of assisting firms to complete the Capital+ data item. They were designed and are intended solely for
More informationStandard Chartered Bank (Singapore) Limited Registration Number: C. Public Disclosure Period ended 31 March 2018
Standard Chartered Bank (Singapore) Limited Registration Number: 201224747C Public Disclosure Period ended 31 March 2018 Contents 1. Key Metrics... 1 2. Overview of RWA... 2 3. Leverage Ratio... 3 3.1.
More informationSTATUTORY INSTRUMENTS. S.I. No. 202 of 2016 EUROPEAN UNION (BANK RECOVERY AND RESOLUTION) RESOLUTION FUND LEVY REGULATIONS 2016
STATUTORY INSTRUMENTS. S.I. No. 202 of 2016 EUROPEAN UNION BANK RECOVERY AND RESOLUTION) RESOLUTION FUND LEVY REGULATIONS 2016 2 [202] S.I. No. 202 of 2016 EUROPEAN UNION BANK RECOVERY AND RESOLUTION)
More informationSamba Financial Group Basel III - Pillar 3 Disclosure Report. September 2018 PUBLIC
Basel III - Pillar 3 Disclosure Report September 2018 Basel III - Pillar 3 Disclosure Report as at September 30, 2018 Page 1 of 6 Table of Contents Liquidity Page LIQ1 - Liquidity coverage ratio ( LCR
More informationHow to ensure enough Loss Absorbing Capacity: From TLAC to MREL
How to ensure enough Loss Absorbing Capacity: From TLAC to MREL Nikoletta Kleftouri European Banking Authority 13 December 2016 FINSAC Workshop on bail-in and MREL Plan 1. Why do we need loss absorbing
More information3. For the purpose of this Rule, the definitions contained in regulation 2 of the Regulations shall apply; and:
BANKING RULES BANKING RULE ON THE RISK-BASED METHOD AND THE COMPENSATION CONTRIBUTION METHOD UNDER THE DEPOSITOR COMPENSATION SCHEME REGULATIONS (S.L. 371.09) Ref: INTRODUCTION 1. In terms of regulation
More informationIsabelle Vaillant Director of Regulation. European Institute of Financial Regulation (EIFR) 23 Septembre 2016
Isabelle Vaillant Director of Regulation European Institute of Financial Regulation (EIFR) 23 Septembre 2016 Overview of the presentation 1 EBA mission and scope of action 2 EBA Single Rulebook 3 Regulatory
More informationAB SEB bankas Capital Adequacy and Risk Management Report (Pillar 3) 2017
Capital Adequacy and Risk Management Report (Pillar 3) 2017 Table of contents Basis for the report... 3 Internal capital adequacy assessment process... 4 Own funds and capital requirements... 5 Credit
More informationInstructions on filling in data-points in PRA102 Capital+ forecast - semi annual
Instructions on filling in data-points in PRA102 Capital+ forecast - semi annual These instructions are for the specific purpose of assisting firms to complete the Capital+ data item. They were designed
More information3. CAPITAL ADEQUACY 3.1. REGULATORY FRAMEWORK 3.2. OWN FUNDS AND CAPITAL ADEQUACY ON 31 DECEMBER 2017 AND 2016
3. CAPITAL ADEQUACY 3.1. REGULATORY FRAMEWORK On 26 June 2013, the European Parliament and the Council approved the Directive 2013/36/EU and the Regulation (EU) no. 575/2013 (Capital Requirements Directive
More informationReview of the Regulatory Framework Risk Reduction Package
Review of the Regulatory Framework Risk Reduction Package Emiliano Tornese Deputy Head of Unit - crisis management and resolution, DG FISMA Ljubljana, February 2018 Agenda 1. Banking sector reform in the
More informationDeutsche Bank. Pillar 3 Report as of March 31, 2018
Pillar 3 Report as of March 31, 2018 Content 3 Regulatory Framework 3 Introduction 3 Basel 3 and CRR/ CRD 4 6 Capital requirements 6 Article 438 (c-f) CRR Overview of capital requirements 7 Credit risk
More informationSTATUTORY INSTRUMENTS. S.I. No. 162 of 2017 EUROPEAN UNION (BANK RECOVERY AND RESOLUTION) RESOLUTION FUND LEVY REGULATIONS 2017
STATUTORY INSTRUMENTS. S.I. No. 162 of 2017 EUROPEAN UNION (BANK RECOVERY AND RESOLUTION) RESOLUTION FUND LEVY REGULATIONS 2017 2 [162] S.I. No. 162 of 2017 EUROPEAN UNION (BANK RECOVERY AND RESOLUTION)
More informationPillar 3 Disclosures (OCBC Group As at 31 March 2018)
Oversea-Chinese Banking Corporation Limited Pillar 3 Disclosures (OCBC Group As at 31 March 2018) Incorporated in Singapore Company Registration Number: 193200032W Table of Contents 1. Introduction...
More informationBasel III Pillar 3 Quantitative Disclosures
Basel III Pillar 3 Quantitative Disclosures 30 June 2018 Bank Albilad Basel III Pillar 3 Disclosures June 2018 Page 1 of 15 Basel III Pillar 3 Quantitative Disclosures Tables and templates Template ref.#
More informationMethodology for Ex-Ante Funding Contribution Calculations Banking Resolution and Recovery Directive. Gibraltar Resolution and Compensation Unit
Methodology for Ex-Ante Funding Contribution Calculations Banking Resolution and Recovery Directive Gibraltar Resolution and Compensation Unit October 2017 Methodology for Ex-Ante Funding Contribution
More informationIntegrated Planning, Monitoring and Reporting
1. Purpose This procedure describes the integrated planning, monitoring and ing cycle of the European Chemicals Agency, including the preparation of the Single Programming Document (SPD). This procedure
More informationDisclosure of UniCredit Bank Austria AG as of 31 March 2018
Bank Austria Disclosure Report as of 31 March 2018 pursuant to Part 8 of the Capital Requirements Regulation (CRR) / Disclosure by Institutions (Pillar 3) Disclosure of UniCredit Bank Austria AG as of
More informationDraft for consultation as part of CP17/16, available at:
Draft for consultation as part of CP17/16, available at: www.bankofengland.co.uk/pra/pages/publications/cp/2016/cp1716.aspx Notes on filling in data-points in the Capital+ The following notes form a set
More informationSamba Financial Group Basel III - Pillar 3 Disclosure Report. March 2018 PUBLIC
Basel III - Pillar 3 Disclosure Report March 2018 Basel III - Pillar 3 Disclosure Report as at March 31, 2018 Page 1 of 11 Table of contents Capital structure Statement of financial position - Step 1 (
More informationBasel Committee on Banking Supervision. Ninth progress report on adoption of the Basel regulatory framework
Basel Committee on Banking Supervision Ninth progress report on adoption of the Basel regulatory framework October 2015 This publication is available on the BIS website (www.bis.org). Bank for International
More informationAS SEB Pank Capital Adequacy and Risk Management Report AS SEB Pank Capital Adequacy and Risk Management Report (Pillar 3) 2017
AS SEB Pank Capital Adequacy and Risk Management Report (Pillar 3) 2017 Table of contents Basis for the report... 3 Internal capital adequacy assessment process... 4 Own funds and capital requirements...
More informationInstructions for the EU-specific CRR Leverage ratio template
Instructions for the EU-specific CRR Leverage ratio template Participating institutions are requested to fill in the yellow and green shaded cells in columns D and E of this template in order to receive
More informationGuidance on the Critical Functions Report
Guidance on the Critical Functions Report Section 1... 2 Introduction... 2 1. Aim of the Guidance... 2 2. Definition of Critical Functions... 2 3. Structure of the template... 3 4. Scope of the Report...
More informationCitibank Singapore Limited Registration Number: K. Pillar 3 Disclosures As at 31 March 2018
Citibank Singapore Limited Registration Number: 200309485K Pillar 3 Disclosures As at 31 March 2018 Contents 1. Overview of key prudential metrics, risk management and RWA... 3 1.1 Key Metrics... 3 1.2
More informationSecure Trust Bank PLC. Pillar 3 disclosures for the period ended 30 June 2018
Contents Page 1. Overview 2 2. Overview of Key Prudential Metrics and RWA 4 3. Composition of Capital 7 4. Macro-Prudential Supervisory Measures 10 5. Credit Risk 10 6. Counterparty Credit Risk 12 7. Securitisation
More informationEBF Response to EBA Consultation Paper "Draft Guidelines on methods for calculating contributions to Deposit Guarantee Schemes" EBA/CP/2014/35
EBF_012950v5 The European Banking Federation is the voice of the European banking sector, uniting 32 national banking associations in Europe that together represent some 4,500 banks - large and small,
More informationPillar III Disclosure Report Half Year Report January 30 June 2018
Pillar III Disclosure Report Half Year Report 2018 1 January 30 June 2018 Table of contents Section 1. Own funds...3 Table 1.1 Consolidated own funds...3 Table 1.2 Main features of capital instruments...4
More informationAPPLICATION OF THE MINIMUM REQUIREMENT FOR OWN FUNDS AND ELIGIBLE LIABILITIES (MREL) Bank Resolution and Recovery Directive 2014/59/EU
MEMORANDUM 14.2.2018 This memorandum was last updated on 14 February 2018, and it reflects the outlines set in the memorandum on MREL called "SRB Policy for 2017 and Next Steps" issued by the SRB on 20
More informationMorgan Stanley International Limited Group
Pillar 3 Regulatory Disclosure (UK) Morgan Stanley International Limited Group Pillar 3 Quarterly Disclosure Report as at 31 March 2018 Page 1 Pillar 3 Regulatory Disclosure (UK) Table of Contents 1: Morgan
More informationAS SEB banka Capital Adequacy and Risk Management Report 2016
AS SEB banka Capital Adequacy and Risk Management Report 2016 AS SEB banka Capital Adequacy and Risk Management Report (Pillar 3) 2016 1 Table of contents Contents Page. Basis for the report 2 Internal
More informationCapital and Risk Management Report 2017
Capital and Risk Management Report 2017 Appendix C Nordea Mortgage Bank Plc Capital and Risk Management Report Appendix C - Nordea Mortgage Bank Plc 1 Contents Table/Figure Table name Page C1 Mapping of
More informationPolicy Statement PS11/18 Resolution planning: MREL reporting. June 2018
Policy Statement PS11/18 Resolution planning: MREL reporting June 2018 Policy Statement PS11/18 Resolution planning: MREL reporting June 2018 Bank of England 2018 Prudential Regulation Authority 20 Moorgate
More informationReview of Registered Charites Compliance Rates with Annual Reporting Requirements 2016
Review of Registered Charites Compliance Rates with Annual Reporting Requirements 2016 October 2017 The Charities Regulator, in accordance with the provisions of section 14 of the Charities Act 2009, carried
More information2018 SRB Policy for the second wave of resolution plans
Minimum Requirement for Own Funds and Eligible Liabilities (MREL) 2018 SRB Policy for the second wave of resolution plans Published on 16 January 2019 Page 1 Page 2 MREL Policy second wave of resolution
More informationGuidance on the Critical Functions Report
Guidance on the Critical Functions Report Section 1... 2 Introduction... 2 1. Aim of the Guidance... 2 2. Definition of Critical Functions... 2 3. Structure of the template... 3 4. Scope of the Report...
More informationTABLE 2: CAPITAL STRUCTURE - September 30, 2018
TABLE 2: CAPITAL STRUCTURE - September 30, 2018 Balance sheet - Step 1 (Table 2(b)) All figures are in SAR '000 Assets Balance sheet in Published financial statements Adjustment of banking associates /
More informationFédération Bancaire Française Responses to CP 18
Bii n binding mutual recognition decision - choice for the supervisor Eii Delete or remove a national Area Denomination Description 1 OWN FUNDS Article 57 (second last paragraph) Inclusion of interim profits
More informationSupervisory Statement SS8/16 Ring-fenced bodies (RFBs)
Supervisory Statement SS8/16 Ring-fenced bodies (RFBs) July 2016 Prudential Regulation Authority 20 Moorgate London EC2R 6DA Prudential Regulation Authority, registered office: 8 Lothbury, London EC2R
More informationCapital and Risk Management Report 2017
Capital and Risk Management Report 2017 Appendix A Nordea Hypotek AB Capital and Risk Management Report 2017 Appendix A - Nordea Hypotek AB 1 Contents Table/Figure Table name Page A1 Mapping of own funds
More informationGUIDANCE TO THE COMPLETION OF THE SRB'S LIABILITY DATA TEMPLATE FOR 2016
GUIDANCE TO THE COMPLETION OF THE SRB'S LIABILITY DATA TEMPLATE FOR 2016 List of abbreviations... 2 1. Introductory remarks... 3 1.1. General... 3 1.2. Consolidated/Solo reporting... 4 1.3. Priority of
More informationAttachment no. 1. Disclosure requirements according to Part Eight of Regulation (EU) No 575/2013 (the CRR) - Quantitative disclosures
Attachment no. 1 Disclosure requirements according to Part Eight of Regulation (EU) No 575/213 (the CRR) - Quantitative disclosures Template 4: EU OV1 Overview of RWAs Purpose: Provide an overview of total
More informationPillar 3, Liquidity Coverage Ratio ("LCR") and Net Stable Funding Ratio ("NSFR") Disclosures
Pillar 3, Liquidity Coverage Ratio ("LCR") and Net Stable Funding Ratio ("NSFR") Disclosures Second Quarter 2018 DBS Group Holdings Ltd Incorporated in the Republic of Singapore Company Registration Number:
More informationALLIED BANKING CORPORATION (HONG KONG) LIMITED
ALLIED BANKING CORPORATION (HONG KONG) LIMITED Pillar 3 Regulatory Disclosures For the year ended 3 June 218 (Unaudited) Table of contents Template KM1: Key prudential ratios 1 Template OV1: Overview of
More informationGUIDANCE TO THE COMPLETION OF THE SRB'S LIABILITY DATA TEMPLATE FOR 2016
GUIDANCE TO THE COMPLETION OF THE SRB'S LIABILITY DATA TEMPLATE FOR 2016 GUIDANCE TO THE COMPLETION OF THE SRB'S LIABILITY DATA TEMPLATE FOR 2016... 1 List of abbreviations... 2 1. Introductory remarks...
More informationCapital and Risk Management Report 2017
Capital and Risk Management Report 2017 Appendix B Nordea Kredit Realkreditaktieselskab Capital and Risk Management Report 2017 Appendix B - Nordea Kredit Realkreditaktieselskab 1 Contents Table/Figure
More informationThe Bank of East Asia, Limited 東亞銀行有限公司. Banking Disclosure Statement
Banking Disclosure Statement For the period ended 30 September 2018 Table of contents Introduction... 1 Template KM1: Key prudential ratios... 2 Template OV1: Overview of RWA... 3 Template LR2: Leverage
More informationPortuguese Banking System: latest developments. 1 st quarter 2018
Portuguese Banking System: latest developments 1 st quarter 218 Lisbon, 218 www.bportugal.pt Prepared with data available up to 27 th June of 218. Macroeconomic indicators and banking system data are quarterly
More informationAPPENDIX 1 PRA 2015/92
Powers exercised PRA RULEBOOK: FINANCIAL CONGLOMERATES INSTRUMENT 2015 A. The Prudential Regulation Authority ( PRA ) makes this instrument in the exercise of the following powers and related provisions
More informationGuidance on the Critical Functions Report
Section 1... 2 Introduction... 2 1. Aim of the Guidance... 2 2. Definition of Critical Functions... 3 3. Structure of the template... 4 4. Scope of the Report... 5 5. Reporting Process... 6 Section 2...
More informationSupervisory Statement SS8/16 Ring-fenced bodies (RFBs) December (Updating February 2017)
Supervisory Statement SS8/16 Ring-fenced bodies (RFBs) December 2017 (Updating February 2017) Prudential Regulation Authority 20 Moorgate London EC2R 6DA Prudential Regulation Authority, registered office:
More informationCitigroup Global Markets Limited Pillar 3 Disclosures
Citigroup Global Markets Limited Pillar 3 Disclosures 30 September 2018 1 Table Of Contents 1. Overview... 3 2. Own Funds and Capital Adequacy... 5 3. Counterparty Credit Risk... 6 4. Market Risk... 7
More informationANNEX XI REPORTING ON LEVERAGE
ANNEX XI REPORTING ON LEVERAGE PART I: GENERAL INSTRUCTIONS 1 1. TEMPLATE LABELLING AND OTHER CONVENTIONS... 1 1.1. TEMPLATE LABELLING... 1 1.2. NUMBERING CONVENTION... 1 1.3. SIGN CONVENTION... 1 PART
More informationSamba Financial Group Basel III - Pillar 3 Disclosure Report. June 2018 PUBLIC
Basel III - Pillar 3 Disclosure Report June 2018 Basel III - Pillar 3 Disclosure Report as at June 30, 2018 Page 1 of 19 Table of Contents Capital Structure Page Statement of financial position - Step
More informationOfficial Journal of the European Union. (Non-legislative acts) REGULATIONS
31.3.2016 L 83/1 II (Non-legislative acts) REGULATIONS COMMISSION IMPLEMTING REGULATION (EU) 2016/428 of 23 March 2016 amending Implementing Regulation (EU) No 680/2014 laying down implementing technical
More informationAppendix B Nordea Bank Danmark
Appendix B Nordea Bank Danmark Disclosures according to the Capital Requirements Regulation Part Eight as required by Article 13, provided on a sub-consolidated basis, as of 31 December 2015 For qualitative
More informationVerso l Unione Bancaria Europea
Verso l Unione Bancaria Europea Ignazio Angeloni Conferenza in onore di Marco Onado Modena, 15 gennaio 2014 1 My idea of a bank before knowing Marco Onado 2 Twenty years later Narrow monetary union: one
More informationAon Hewitt. Facts & Figures. December 2014 Update. Risk. Reinsurance. Human Resources. Empower Results
Aon Hewitt Facts & Figures Risk. Reinsurance. Human Resources. Empower Results In this document... Facts & Figures Contents Financial Markets 3 6 > jump to Earnings and Inflation 7 > jump to Miscellaneous
More informationFubon Bank (Hong Kong) Limited. Quarterly financial disclosures As at 30 September 2018
Fubon Bank (Hong Kong) Limited Quarterly financial disclosures As at 30 September 2018 Table of Contents Template KM1: Key prudential ratios Page 2 Template OV1: Overview of RWA.. Page 3 Template LR2:
More informationAon Hewitt. Facts & Figures. July 2017 Update. Risk. Reinsurance. Human Resources. Empower Results
Aon Hewitt Facts & Figures Risk. Reinsurance. Human Resources. Empower Results Facts & Figures Contents In this document... This button normally prints the whole document. If you want to print just the
More informationEBA FINAL draft Implementing Technical Standards
EBA/ITS/2014/04 05 June 2014 EBA FINAL draft Implementing Technical Standards on disclosure of the leverage ratio under Article 451(2) of Regulation (EU) No 575/2013 (Capital Requirements Regulation CRR)
More informationRisk-Based Contributions to the Irish Deposit Guarantee Scheme
2016 Risk-Based Contributions to the Irish Deposit Guarantee Scheme Table of Contents Abbreviations... 3 1. Introduction... 4 2. Annual Target Level Requirements... 5 3. Aggregate Risk Score Calculations...
More informationOfficial Journal of the European Union
16.2.2016 L 39/5 COMMISSION IMPLEMTING REGULATION (EU) 2016/200 of 15 February 2016 laying down implementing technical standards with regard to disclosure of the leverage ratio for institutions, according
More informationAfrican Bank Holdings Limited and African Bank Limited
African Bank Holdings Limited and African Bank Limited Public Pillar III Disclosures in terms of the Banks Act, Regulation 43 CONTENTS 1. Executive summary... 3 2. Basis of compilation... 5 3. Supplementary
More informationFinal Report. Draft Implementing Technical Standards
EBA/ITS/2017/06 05/09/2017 Final Report Draft Implementing Technical Standards on procedures and templates for the identification and transmission of information by resolution authorities to the EBA, on
More informationInvestit Software Inc. INVESTOR PRO CANADA 20 UNIT CONDOMINIUM DEVELOPMENT EXAMPLE
INVESTOR PRO CANADA 20 UNIT CONDOMINIUM DEVELOPMENT EXAMPLE INTRODUCTION This example uses the Development Condominium template. This practice example consists of two Sections; 1. The input information
More informationSpheria Australian Smaller Companies Fund
29-Jun-18 $ 2.7686 $ 2.7603 $ 2.7520 28-Jun-18 $ 2.7764 $ 2.7681 $ 2.7598 27-Jun-18 $ 2.7804 $ 2.7721 $ 2.7638 26-Jun-18 $ 2.7857 $ 2.7774 $ 2.7690 25-Jun-18 $ 2.7931 $ 2.7848 $ 2.7764 22-Jun-18 $ 2.7771
More informationBasel 3 Pillar 3 Disclosure as at 30 June 2017
Basel 3 Pillar 3 Disclosure as at 30 June 2017 This is an English translation from the original Terzo pilastro di Basilea 3 Informativa al pubblico al 30 giugno 2017 and was prepared solely for the convenience
More informationDisclosure of UniCredit Bank Austria AG as of 30 September 2018
Bank Austria Disclosure Report as of 30 September 2018 pursuant to Part 8 of the Capital Requirements Regulation (CRR) / Disclosure by Institutions (Pillar 3) Disclosure of UniCredit Bank Austria AG as
More informationNippon Wealth Limited
Nippon Wealth Limited (the Company ) is a restricted license bank incorporated in Hong Kong, its principal activities are the provision of wealth management services, insurance agency, securities dealing
More informationDirective on D e D p e osit G u G ar a a r n a tee e e S c S hem m s e (DGS) 23/01/2015
Directive on Deposit Guarantee Schemes (DGS) 23/01/2015 Background: key steps July 2010 Commission legislative proposal September 2010 Start of negotiations in Council May/June 2011 ECON report / Council
More information2017 EU-wide Transparency Exercise
ound_3 5 TRA Bank Name LEI Code Country Code 253400EBCBBVB9TUHN50 CY This bank does not report FINREP data on a consolidated level, and so only COREP templates are published. RC 201612 201706 Capital (mln
More informationTotal Loss-absorbing Capacity (TLAC) Term Sheet
Total Loss-absorbing Capacity (TLAC) Term Sheet Financial Stability Board (FSB) www.managementsolutions.com Research and Development January Page 20171 List of abbreviations Abbreviations Meaning Abbreviations
More informationEN ANNEX V 'ANNEX XI REPORTING ON LEVERAGE
EN ANNEX V 'ANNEX XI REPORTING ON LEVERAGE PART I: GENERAL INSTRUCTIONS 2 1. TEMPLATE LABELLING AND OTHER CONVENTIONS... 2 1.1. TEMPLATE LABELLING... 2 1.2. NUMBERING CONVENTION... 2 1.3. ABBREVIATIONS...
More informationOpinions on technical and scientific matters concerning mutual recognition: working procedure for the Biocidal Products Committee (BPC)
1 (5) Opinions on technical and scientific matters concerning mutual recognition: working procedure for the Biocidal Products Committee (BPC) The purpose of this document is to establish principles to
More information