Legal basis

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Article 453 (a) CRR

(a)

A description of the core features of the policies and processes for on- and off-balance sheet netting and an indication of the extent to which institutions make use of balance sheet netting;

Article 453 (b) CRR

(b)

The core features of policies and processes for eligible collateral evaluation and management;

Article 453 (c) CRR

(c)

A description of the main types of collateral taken by the institution to mitigate credit risk;

Article 453 (d) CRR

(d)

For guarantees and credit derivatives used as credit protection, the main types of guarantor and credit derivative counterparty and their creditworthiness used for the purposes of reducing capital requirements, excluding those used as part of synthetic securitisation structures;

Article 453 (e) CRR

(e)

Information about market or credit risk concentrations within the credit mitigation taken;

Unsecured carrying amount

Secured carrying amount

Of which secured by collateral

Of which secured by financial guarantees

Of which secured by credit derivatives

a

b

c

d

e

1

Loans and advances

2

Debt securities

3

Total

4

Of which non-performing exposures

EU-5

Of which defaulted