ANNEX VIII

ANNEX VIII

TEMPLATES FOR REPORTING LARGE EXPOSURES AND CONCENTRATION RISK

LARGE EXPOSURES TEMPLATES

Template number	Template code	Name of the template/group of templates	Short name
		LARGE EXPOSURES	LE
26	C 26.00	Large Exposures limits	LE LIMITS
27	C 27.00	Identification of the counterparty	LE 1
28	C 28.00	Exposures in the non-trading and trading book	LE 2
29	C 29.00	Detail of the exposures to individual clients within groups of connected clients	LE 3
30	C 30.00	Maturity buckets of the exposures in the non-trading and trading book	LE 4
31	C 31.00	Maturity buckets of exposures to individual clients within groups of connected clients	LE 5

C 26.00 — Large Exposures limits (LE Limits)

		Applicable limit
		column
		010
row
010	Non institutions
020	Institutions
030	Institutions in %

C 27.00 — Identification of the counterparty (LE 1)

COUNTERPARTY IDENTIFICATION
Code	Name	LEI code	Residence of the counterparty	Sector of the counterparty	NACE code	Type of counterparty
010	020	030	040	050	060	070

C 28.00 — Exposures in the non-trading and trading book (LE 2)

COUNTERPARTY			ORIGINAL EXPOSURES															(-) Value adjustments and provisions	(-) Exposures deducted from own funds	Exposure value before application of exemptions and CRM			ELIGIBLE CREDIT RISK MITIGATION (CRM) TECHNIQUES								(-) Amounts exempted	Exposure value after application of exemptions and CRM
Code	Group or individual	Transactions where there is an exposure to underlying assets																					(-) Substitution effect of eligible credit risk mitigation techniques						(-) Funded credit protection other than substitution effect	(-) Real estate
					Direct exposures						Indirect exposures						Additional exposures arising from transactions where there is an exposure to underlying assets
			Total original exposure	Of which: defaulted	Debt instruments	Equity instruments	Derivatives	Off balance sheet items			Debt instruments	Equity instruments	Derivatives	Off balance sheet items						Total	Of which: Non-trading book	% of eligible capital	(-) Debt instruments	(-) Equity instruments	(-) Derivatives	(-) Off balance sheet items						Total	Of which: Non-trading book	% of eligible capital
								Loan commitments	Financial guarantees	Other commitments				Loan commitments	Financial guarantees	Other commitments										(-) Loan commitments	(-) Financial guarantees	(-) Other commitments
010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	210	220	230	240	250	260	270	280	290	300	310	320	330	340	350

C 29.00 — Detail of the exposures to individual clients within groups of connected clients (LE 3)

COUNTERPARTY				ORIGINAL EXPOSURES															(-) Value adjustments and provisions	(-) Exposures deducted from own funds	Exposure value before application of exemptions and CRM			ELIGIBLE CREDIT RISK MITIGATION (CRM) TECHNIQUES								(-) Amounts exempted	Exposure value after application of exemptions and CRM
Code	Group code	Transactions where there is an exposure to underlying assets	Type of connection																					(-) Substitution effect of eligible credit risk mitigation techniques						(-) Funded credit protection other than substitution effect	(-) Real estate
						Direct exposures						Indirect exposures						Additional exposures arising from transactions where there is an exposure to underlying assets
				Total original exposure	Of which: defaulted	Debt instruments	Equity instruments	Derivatives	Off balance sheet items			Debt instruments	Equity instruments	Derivatives	Off balance sheet items						Total	Of which: Non-trading book	% of eligible capital	(-) Debt instruments	(-) Equity instruments	(-) Derivatives	(-) Off balance sheet items						Total	Of which: Non-trading book	% of eligible capital
									Loan commitments	Financial guarantees	Other commitments				Loan commitments	Financial guarantees	Other commitments										(-) Loan commitments	(-) Financial guarantees	(-) Other commitments
010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	210	220	230	240	250	260	270	280	290	300	310	320	330	340	350	360

C 30.00 — Maturity buckets of the exposures in the non-trading and trading book (LE 4)

COUNTER PARTY	MATURITY BUCKETS OF THE EXPOSURE												MATURITY BUCKETS OF THE EXPOSURE
Code	Up to 1 Month	Greater than 1 month up to 2 Months	Greater than 2 months up to 3 Months	Greater than 3 months up to 4 Months	Greater than 4 months up to 5 Months	Greater than 5 months up to 6 Months	Greater than 6 months up to 7 Months	Greater than 7 months up to 8 Months	Greater than 8 months up to 9 Months	Greater than 9 months up to 10 Months	Greater than 10 months up to 11 Months	Greater than 11 months up to 12 Months	Greater than 12 months up to 15 Months	Greater than 15 months up to 18 Months	Greater than 18 months up to 21 Months	Greater than 21 months up to 24 Months	Greater than 24 months up to 27 Months	Greater than 27 months up to 30 Months	Greater than 30 months up to 33 Months	Greater than 33 months up to 36 Months	Greater than 3 years up to 5 years	Greater than 5 years up to 10 years	Greater than 10 years	Undefined maturity
010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	210	220	230	240	250

C 31.00 — Maturity buckets of the exposures to individual clients within groups of connected clients (LE 5)

COUNTERPARTY		MATURITY BUCKETS OF THE EXPOSURE											MATURITY BUCKETS OF THE EXPOSURE
Code	Group code	Up to 1 Month	Greater than 1 month up to 2 Months	Greater than 2 months up to 3 Months	Greater than 3 months up to 4 Months	Greater than 4 months up to 5 Months	Greater than 5 months up to 6 Months	Greater than 6 months up to 7 Months	Greater than 7 months up to 8 Months	Greater than 8 months up to 9 Months	Greater than 9 months up to 10 Months	Greater than 10 months up to 11 Months	Greater than 11 months up to 12 Months	Greater than 12 months up to 15 Months	Greater than 15 months up to 18 Months	Greater than 18 months up to 21 Months	Greater than 21 months up to 24 Months	Greater than 24 months up to 27 Months	Greater than 27 months up to 30 Months	Greater than 30 months up to 33 Months	Greater than 33 months up to 36 Months	Greater than 3 years up to 5 years	Greater than 5 years up to 10 years	Greater than 10 years	Undefined maturity
010	020	030	040	050	060	070	080	090	100	110	120	130	140	150	160	170	180	190	200	210	220	230	240	250	260

Recitals

CHAPTER 1 - SUBJECT MATTER AND SCOPE (Article 1)

CHAPTER 2 - REPORTING REFERENCE AND REMITTANCE DATES AND REPORTING THRESHOLDS (Article 2-4)

CHAPTER 3 - FORMAT AND FREQUENCY OF REPORTING ON OWN FUNDS, OWN FUNDS REQUIREMENTS AND FINANCIAL INFORMATION (Article 5-11)

CHAPTER 4 - FORMAT AND FREQUENCY OF SPECIFIC REPORTING OBLIGATIONS ON LOSSES STEMMING FROM LENDING COLLATERALISED BY IMMOVABLE PROPERTY ACCORDING TO ARTICLE 101 OF REGULATION (EU) No 575/2013 (Article 12)

CHAPTER 5 - FORMAT AND FREQUENCY OF REPORTING ON LARGE EXPOSURES ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 13)

CHAPTER 6 - FORMAT AND FREQUENCY OF REPORTING ON LEVERAGE RATIO ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 14)

CHAPTER 7 - FORMAT AND FREQUENCY OF REPORTING ON LIQUIDITY AND ON STABLE FUNDING ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 15-16)

CHAPTER 7a - FORMAT AND FREQUENCY OF REPORTING ON ASSET ENCUMBRANCE ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 16a)

CHAPTER 7b - FORMAT AND FREQUENCY OF REPORTING ON ADDITIONAL LIQUIDITY MONITORING METRICS ON AN INDIVIDUAL AND A CONSOLIDATED BASIS (Article 16b)

CHAPTER 8 - IT SOLUTIONS FOR THE SUBMISSION OF DATA FROM INSTITUTIONS TO COMPETENT AUTHORITIES (Article 17)

CHAPTER 9 - TRANSITIONAL AND FINAL PROVISIONS (Article 18-19)

ANNEX I Q&A ANNEX II Q&A ANNEX III Q&A ANNEX IV Q&A ANNEX V Q&AGL ANNEX VI Q&A ANNEX VII Q&A ANNEX VIII Q&A ANNEX IX Q&A ANNEX X Q&A ANNEX XI Q&A ANNEX XII Q&AGL ANNEX XIII Q&AGL ANNEX XIV Q&A ANNEX XV Q&A ANNEX XVI Q&A ANNEX XVII Q&A ANNEX XVIII Q&AGL ANNEX XIX Q&AGL ANNEX XX Q&AGL ANNEX XXI Q&AGL ANNEX XXII Q&AGL ANNEX XXIII Q&AGL ANNEX XXIV Q&A ANNEX XXV Q&A

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