ANNEX
1. Repricing time buckets:
an overnight time bucket, with the midpoint of 1 day, or approximately 0,0028 years;
a time bucket exceeding 1 day and up to and including 1 month, with the midpoint of 15 days;
a time bucket exceeding 1 month and up to and including 3 months, with the midpoint of 60 days;
a time bucket exceeding 3 months and up to and including 6 months, with the midpoint of 135 days;
a time bucket exceeding 6 month and up to and including 9 months, with the midpoint of 225 days;
a time bucket exceeding 9 month and up to and including 12 months, with the midpoint of 315 days;
a time bucket exceeding 1 year and up to and including 1,5 year, with the midpoint of 1 year and 90 days;
a time bucket exceeding 1,5 year and up to and including 2 years, with the midpoint of 1 year and 270 days;
a time bucket exceeding 2 years and up to and including 3 years, with the midpoint of 2 years and 180 days;
a time bucket exceeding 3 years and up to and including 4 years, with the midpoint of 3 years and 180 days;
a time bucket exceeding 4 years and up to and including 5 years, with the midpoint of 4 years and 180 days;
a time bucket exceeding 5 years and up to and including 6 years, with the midpoint of 5 years and 180 days;
a time bucket exceeding 6 years and up to and including 7 years, with the midpoint of 6 years and 180 days;
a time bucket exceeding 7 years and up to and including 8 years, with the midpoint of 7 years and 180 days;
a time bucket exceeding 8 years and up to and including 9 years, with the midpoint of 8 years and 180 days;
a time bucket exceeding 9 years and up to and including 10 years, with the midpoint of 9 years and 180 days;
a time bucket exceeding 10 years and up to and including 15 years, with the midpoint of 12 years and 180 days;
a time bucket exceeding 15 years and up to and including 20 years, with the midpoint of 17 years and 180 days;
a time bucket exceeding 20 years, with the mid point of 25 years.
2. Length of repricing time buckets referred to in Article 9(4), point (b):
0 years;
1/12 years;
2/12 years;
3/12 years;
3/12 years;
3/12 years;
6/12 years;
6/12 years;
1 year;
1 year;
1 year;
1 year;
1 year;
1 year;
1 year;
1 year;
5 years;
5 years;
10 years.
3. Reference term time buckets:
a time bucket exceeding overnight up to and including 12 months, with the midpoint of 12 months;
a time bucket exceeding 1 year and up to and including 1,5 year, with the midpoint of 1 year and 90 days;
a time bucket exceeding 1,5 year and up to and including 2 years, with the midpoint of 1 year and 270 days;
a time bucket exceeding 2 years and up to and including 3 years, with the midpoint of 2 years and 180 days;
a time bucket exceeding 3 years and up to and including 4 years, with the midpoint of 3 years and 180 days;
a time bucket exceeding 4 years and up to and including 5 years, with the midpoint of 4 years and 180 days;
a time bucket exceeding 5 years and up to and including 6 years, with the midpoint of 5 years and 180 days;
a time bucket exceeding 6 years and up to and including 7 years, with the midpoint of 6 years and 180 days;
a time bucket exceeding 7 years and up to and including 8 years, with the midpoint of 7 years and 180 days;
a time bucket exceeding 8 years and up to and including 9 years, with the midpoint of 8 years and 180 days;
a time bucket exceeding 9 years and up to and including 10 years, with the midpoint of 9 years and 180 days;
a time bucket exceeding 10 years and up to and including 15 years, with the midpoint of 12 years and 180 days;
a time bucket exceeding 15 years and up to and including 20 years, with the midpoint of 17 years and 180 days;
a time bucket exceeding 20 years, with the midpoint of 25 years.
4. Repricing time buckets referred to in Articles 19(1), 20(2), 21(1), 22(2) and 23(1):
buckets (a) to (f) of point 1 of this Annex in the case of a net interest income time horizon of 1 year;
buckets (a) to (g) of point 1 of this Annex in the case of a net interest income time horizon of 1,5 years;
buckets (a) to (h) of point 1 of this Annex in the case of a net interest income time horizon of 2 years;
buckets (a) to (i) of point 1 of this Annex in the case of a net interest income time horizon of 3 years;
buckets (a) to (j) of point 1 of this Annex in the case of a net interest income time horizon of 4 years;
buckets (a) to (k) of point 1 of this Annex in the case of a net interest income time horizon of 5 years;
buckets (a) to (l) of point 1 of this Annex in the case of a net interest income time horizon of 6 years;
buckets (a) to (m) of point 1 of this Annex in the case of a net interest income time horizon of 7 years;
buckets (a) to (n) of point 1 of this Annex in the case of a net interest income time horizon of 8 years;
buckets (a) to (o) of point 1 of this Annex in the case of a net interest income time horizon of 9 years;
buckets (a) to (p) of point 1 of this Annex in the case of a net interest income time horizon of 10 years;
buckets (a) to (q) of point 1 of this Annex in the case of a net interest income time horizon of 15 years;
buckets (a) to (r) of point 1 of this Annex in the case of a net interest income time horizon of 20 years;
buckets (a) to (s) of point 1 of this Annex in the case of a net interest income time horizon of 25 years.
5. Scenarios referred to in Article 25(2), (3) and (4):
baseline scenario:
up to 5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(i), resulting in 30,77 %, 1,15 %, 2,31 %, 3,46 %, 3,46 %, 3,46 %, 6,92 %, 6,92 %, 13,85 %, 13,85 % and 13,85 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4,5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(ii), resulting in 46,15 %, 1,00 %, 2,00 %, 2,99 %, 2,99 %, 2,99 %, 5,98 %, 5,98 %, 11,97 %, 11,97 % and 5,98 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4 years, for the category of non-maturity deposits referred to in Article 8(1), point (b)(ii), resulting in 61,54 %, 0,80 %, 1,60 %, 2,40 %, 2,40 %, 2,40 %, 4,81 %, 4,81 %, 9,62 %, and 9,62 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, and j of point 1 of this Annex respectively;
scenario prescribing a decrease of short-term interest rates:
up to 5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(i), resulting in 10,00 %, 1,50 %, 3,00 %, 4,50 %, 4,50 %, 4,50 %, 9,00 %, 9,00 %, 18,00 %, 18,00 % and 18,00 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4,5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(ii), resulting in 30,00 %, 1,30 %, 2,59 %, 3,89 %, 3,89 %, 3,89 %, 7,78 %, 7,78 %, 15,55 %, 15,55 % and 7,78 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4 years, for the category of non-maturity deposits referred to in Article 8(1), point (b)(ii), resulting in 50,00 %, 1,04 %, 2,08 %, 3,12 %, 3,12 %, 3,12 %, 6,25 %, 6,25 %, 12,51 %, and 12,51 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, and j of point 1 of this Annex respectively;
scenario prescribing an increase of short-term interest rates:
up to 5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(i), resulting in 51,54 %, 0,81 %, 1,62 %, 2,42 %, 2,42 %, 2,42 %, 4,85 %, 4,85 %, 9,69 %, 9,69 % and 9,69 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4,5 years, for the category of non-maturity deposits referred to in Article 8(1), point (a)(ii), resulting in 62,31 %, 0,70 %, 1,39 %, 2,09 %, 2,09 %, 2,09 %, 4,19 %, 4,19 %, 8,38 %, 8,38 % and 4,19 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, j, and k of point 1 of this Annex respectively;
up to 4 years, for the category of non-maturity deposits referred to in Article 8(1), point (b)(ii), resulting in 73,08 %, 0,56 %, 1,12 %, 1,68 %, 1,68 %, 1,68 %, 3,37 %, 3,37 %, 6,73 % and 6,73 % of non-maturity deposits of this category being slotted into time buckets a, b, c, d, e, f, g, h, i, and j of point 1 of this Annex respectively.