Legal reference:

Article 4(1) of Commission Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Bi-annually

Competent Authority:

Institution name:

Reference date (30/06 YYYY or 31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Liquidity

LCR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

NSFR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

Components of the institution's liquidity buffer, including

Cash

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Deposits held with central banks

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 0 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 20 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Non-financial corporate bonds

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2)

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[value to be provided based on national reporting and specification]

Total encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Loan-to-deposit ratio

Based on the requirements of ITS on supervisory reporting

[value from FINREP]

Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios

[Definition and calculation formula to be provided by the competent authority]

[value to be provided based on national reporting and specification]

Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Legal reference:

Articles 4(1), 5 and 11 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Liquidity

LCR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

LCR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

NSFR (domestic currency)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 1, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 2, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

NSFR (Material currency 3, please specify)

[Based on the requirements of the ITS on supervisory reporting requirements for liquidity coverage and stable funding, but on the calibration subject to the national specification until replaced by the CRR calibration]

[value to be provided based on national reporting and specification until ratios are available in COREP]

[please add more rows for material currencies, if applicable]

Components of the institution's liquidity buffer, including

Cash

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Deposits held with central banks

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 0 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Securities with a 20 % risk weight

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Non-financial corporate bonds

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[Value based on the ITS]

Other assets of high and extremely high liquidity and credit quality, taking into account the criteria listed in CRR Article 481(2)

Based on the requirements of ITS on Supervisory reporting requirements for liquidity coverage and stable funding

[value to be provided based on national reporting and specification]

Total encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered assets

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Total non-encumbered collateral received

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

of which central bank eligible

Based on the requirements of the ITS on reporting for asset encumbrance

[Value based on the ITS]

Loan-to-deposit ratio

Based on the requirements of ITS on supervisory reporting

[value from FINREP]

Description of any domestic liquidity ratios that apply to the institution as a part of macro-prudential policy measures by the competent authorities or by the designated authority whether as binding requirements, guidelines, recommendations, warnings or otherwise, including the definitions of those ratios

[Definition and calculation formula to be provided by the competent authority]

[value to be provided based on national reporting and specification]

Description of any material deficiencies in the institution's liquidity risk management which are known to the competent authorities and which may affect branches, any related supervisory measures which have been taken in relation to those deficiencies, and the extent of the institution's compliance with those supervisory measures

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Overall assessment of the institution's liquidity risk profile and risk management, in particular in relation to the branch(es) established in the host member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Description of any specific liquidity requirements applied in accordance with Article 105 of Directive 2013/36/EU

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Information regarding any obstacles to cash and collateral transfer to or from the branches of the institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Solvency

Information of whether the institution complies with the following requirements:

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Please note that issues of non-compliance with minimum regulatory requirements and any supervisory measures taken by the competent authorities to address them shall be reported outside this template for regular exchange of information and in accordance with Article 2(3) of the ITS

Institution's Common Equity Tier 1 capital ratio, within the meaning of point (a) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's Tier 1 capital ratio, within the meaning of point (b) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's total capital ratio, within the meaning of point (c) of Article 92(2) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Institution's total risk exposure amount, within the meaning of Article 92(3) of Regulation (EU) No 575/2013

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Own funds requirements applicable in the home Member State in accordance with Article 92 of Regulation (EU) No 575/2013, taking into account any measures adopted or recognised in accordance with Article 458 of that Regulation and, where relevant, taking into account the transitional arrangements laid down in Part Ten of that Regulation

[Definition and calculation formula to be provided by competent authority]

[value to be provided based on national reporting and specification]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of the capital conservation buffer that the institution is required to maintain in accordance with Article 129 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any institution-specific countercyclical capital buffer that the institution is required to maintain in accordance with Article 130 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any systemic risk buffer that the institution is required to maintain in accordance with Article 133 of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any G-SII buffer or O-SII buffer that the institution is required to maintain in accordance with Article 131(4) and (5) of Directive 2013/36/EU

Based on the requirements of ITS on supervisory reporting

Information provided to the competent authorities of a host Member State supervising a significant branch

Level of any additional own funds requirements imposed in accordance with point (a) of Article 104(1) of Directive 2013/36/EU and of any other requirements imposed relating to an institution's solvency in accordance with that Article

Based on the requirements of ITS on supervisory reporting

[value from COREP]

Information provided to the competent authorities of a host Member State supervising a significant branch

Leverage

Information disclosed by the institution in accordance with Article 451 of Regulation (EU) No 575/2013 regarding its leverage ratio and its management of the risk of excessive leverage

[link to the disclosure made by institution]

Legal reference:

Article 16 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually upon request

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other reference

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Information regarding cross-border services providers

Volume of deposits taken from residents of the host Member State

[Definition and calculation formula to be provided by competent authority]

[value to be provided in millions in applicable currency of the institution based on national reporting and specification]

Volume of loans provided to the residents of the host Member State

[Definition and calculation formula to be provided by competent authority]

[value to be provided in millions in applicable currency of the institution based on national reporting and specification]

The following information items are related to the activities listed in Annex I to Directive 2013/36/EU which the institution has notified its wish to carry out in the host Member State by way of provision of services

Form in which the institution carries out the activities

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Activities which are the most significant in terms of the institution's activities in the host Member State

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Confirmation whether the activities identified as core business activities in the notification provided by the institution pursuant to Article 39 of Directive 2013/36/EU are being performed by an institution

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Legal reference:

Article 15 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Branch name:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information Group

Information item

Reference to COREP/FINREP templates, where applicable, or other

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Information regarding branches established in host Member States

Market shares of the branch in loans

[Definition and calculation formula to be provided by competent authority]

[value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total loans in the host Member State]

Market shares of the branch in deposits

[Definition and calculation formula to be provided by competent authority]

[value to be provided in % based on national reporting and specification. This value shall not be provided where it does not exceed 2 % of total deposits in the host Member Stat]

Identification of systemic risks posed by the branch or its activities in the host Member State, including assessment of the likely impact of a suspension or closure of the operations of the branch on systemic liquidity, payment systems, clearing and settlement systems

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Obstacles to cash and collateral transfer to or from the branch

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Legal reference:

Article 6 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution

Information Group

Information item

Information value

(quantitative as required by the grid, or qualitative to be provided in free text)

Comments

Deposit-guarantee scheme

Name of the deposit-guarantee scheme to which the institution belongs

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Maximum coverage of the deposit-guarantee scheme per eligible depositor

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Scope of coverage, the types of deposits covered and any exclusion from the coverage, including products and types of depositors

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Funding arrangements of the deposit-guarantee scheme, in particular whether the scheme is funded ex ante or ex post and the volume of the scheme

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Contact details of the administrator of the deposit-guarantee scheme

[free text answering the question at the reporting date. Should there be no changes compared to the previous reporting period, competent authorities may refer to already provided information or update accordingly]

Legal reference:

Articles 3, 4(3) and 14 of Delegated Regulation (EU) No 524/2014

Frequency of the information exchange:

Annually

Competent Authority:

Institution name:

Reference date (31/12/YYYY):

Submission date (DD/MM/YYYY):

Information provided on consolidated basis (Yes/No)

Please indicate ‘Yes’ if information in this template is provided on a consolidated basis and not at the level of the institution