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Capital Requirements Regulation (CRR)
Article 447

Article 447 - Disclosure of key metrics

Status
In force
Selected consolidated version from
30/09/2021
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Article 447

Disclosure of key metrics

Institutions shall disclose the following key metrics in a tabular format:

(a) 

the composition of their own funds and their own funds requirements as calculated in accordance with Article 92;

(b) 

the total risk exposure amount as calculated in accordance with Article 92(3);

(c) 

where applicable, the amount and composition of additional own funds which the institutions are required to hold in accordance with point (a) of Article 104(1) of Directive 2013/36/EU;

(d) 

their combined buffer requirement which the institutions are required to hold in accordance with Chapter 4 of Title VII of Directive 2013/36/EU;

(e) 

their leverage ratio and the total exposure measure as calculated in accordance with Article 429;

(f) 

the following information in relation to their liquidity coverage ratio as calculated in accordance with the delegated act referred to in Article 460(1):

(i) 

the average or averages, as applicable, of their liquidity coverage ratio based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;

(ii) 

the average or averages, as applicable, of total liquid assets, after applying the relevant haircuts, included in the liquidity buffer pursuant to the delegated act referred to in Article 460(1), based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;

(iii) 

the averages of their liquidity outflows, inflows and net liquidity outflows as calculated pursuant to the delegated act referred to in Article 460(1), based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;

(g) 

the following information in relation to their net stable funding requirement as calculated in accordance with Title IV of Part Six:

(i) 

the net stable funding ratio at the end of each quarter of the relevant disclosure period;

(ii) 

the available stable funding at the end of each quarter of the relevant disclosure period;

(iii) 

the required stable funding at the end of each quarter of the relevant disclosure period;

(h) 

their own funds and eligible liabilities ratios and their components, numerator and denominator, as calculated in accordance with Articles 92a and 92b and broken down at the level of each resolution group, where applicable.

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