ANNEX II
SREP REPORT TEMPLATE
Table 1
Summary of scores
Institution:
Category of the institution:
[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]
Reference date:
Total assets (mln EUR) at reference date:
Competent authority:
SREP elements
Score
A.
Business Model (viability and sustainability)
B.
Internal governance arrangements
C.
Risks to solvency
C.1
Credit and counterparty risk
C.2
Settlement / Delivery risk
C.3
Inter-concentration risk
C.4
Market risk
C.5
IRRBB
C.6
Operational risk
C.7
Risk of excessive leverage
C.8
Other risks material to the institution, as applicable (please specify)
C.9
Other risks material to the institution, as applicable (please specify)
D.
Risks to liquidity
[as per the outcome of the Liquidity SREP report]
These scores should be consistent with the respective assessments under the liquidity joint decision. Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the liquidity SREP report, or provide updated assessment.
E.
Systemic risk (risk that institution poses to financial system)
Overall SREP Score
Table 2
Summary of capital adequacy assessment
Institution:
Category of the institution:
[based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance]
Reference date:
Total assets (mln EUR) at reference date:
Competent authority:
SREP elements
Memoranda items
Overall SREP capital requirement/estimate (including supervisory proxy, where applicable) (in mln EUR)
Pillar 1 capital requirements, where applicable (in mln EUR)
ICAAP estimate (in mln EUR)
A.
Business Model (viability and sustainability)
B.
Internal governance arrangements
C.
Risks to solvency (risks and controls)
C.1
Credit and counterparty risk
C.2
Settlement / Delivery risk
C.3
Inter-concentration risk
C.4
Market risk
C.5
IRRBB
C.6
Operational risk
C.7
Risk of excessive leverage
C.8
Other risks material to the institution, as applicable (please specify)
C.9
Other risks material to the institution, as applicable (please specify)
D.
Risks to liquidity — Funding risk (cost of funding perspective)
E.
Systemic risk (risk that institution poses to financial system)
F.
Inter-risk diversification effects
G.
Capital planning / stress test buffer (where applicable)
Capital planning / Stress testing buffer based on the outcomes of ICAAP stress tests, where applicable
Reconciliation of ICAAP stress tests with supervisory stress tests and resulting capital planning / stress testing buffer, where applicable
H.
SREP capital outcome (preliminary proposal for joint decision discussion)
Overall capital requirement/estimate
Total Pillar 1 capital requirement
Total ICAAP capital estimate
Total SREP capital estimate
Capital adequacy assessment (capital is assessed as adequate/inadequate)
Adequate/Inadequate
Additional own funds requirement
Sum of components or holistic approach (formulated as an amount or ratio, or combination of both)
Memoranda items (values at reference date)
Total own funds (mln EUR) at reference date
Tier 1 own funds (mln EUR) at reference date
Common Equity Tier 1 own funds (mln EUR) at reference date
Total risk weighted assets (mln EUR) at reference date
The 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 the transitional arrangements laid down in Part X of that Regulation
The level of the capital conservation buffer that the institution is required to maintain in accordance with Article 129 of Directive 2013/36/EU
The level of the institution-specific countercyclical capital buffer to be maintained by the institution in accordance with Article 130 of Directive 2013/36/EU
The level of any systemic risk buffer that the institution is required to maintain in accordance with Article 133 of Directive 2013/36/EU
The level of any G-SII buffer or O-SII buffer that the institution is required to maintain in accordance with Article 128(3) and (4) of Directive 2013/36/EU
Any other prudential requirements applicable to the institution, including under Article 103 of Directive 2013/36/EU, macro-prudential measures and recommendations of EBA and ESRB