ANNEX XIX
Table EU CRD – Qualitative disclosure requirements related to standardised approach
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Legal basis |
Row number |
Qualitative information - Free format |
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Article 444 (a) CRR |
(a) |
Names of the external credit assessment institutions (ECAIs) and export credit agencies (ECAs) nominated by the institution, and the reasons for any changes over the disclosure period; |
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Article 444 (b) CRR |
(b) |
The exposure classes for which each ECAI or ECA is used; |
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Article 444 (c) CRR |
(c) |
A description of the process used to transfer the issuer and issue credit ratings onto comparable assets items not included in the trading book; |
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Article 444 (d) CRR |
(d) |
The association of the external rating of each nominated ECAI or ECA (as referred to in row (a)) with the risk weights that correspond with the credit quality steps as set out in Chapter 2 of Title II of Part Three CRR (except where the institution complies with the standard association published by the EBA). |
Template EU CR4 – standardised approach – Credit risk exposure and CRM effects
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Exposure classes |
Exposures before CCF and before CRM |
Exposures post CCF and post CRM |
RWAs and RWAs density |
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On-balance-sheet exposures |
Off-balance-sheet exposures |
On-balance-sheet exposures |
Off-balance-sheet exposures |
RWAs |
RWAs density (%) |
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a |
b |
c |
d |
e |
f |
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1 |
Central governments or central banks |
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2 |
Regional government or local authorities |
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3 |
Public sector entities |
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4 |
Multilateral development banks |
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5 |
International organisations |
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6 |
Institutions |
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7 |
Corporates |
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8 |
Retail |
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9 |
Secured by mortgages on immovable property |
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10 |
Exposures in default |
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11 |
Exposures associated with particularly high risk |
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12 |
Covered bonds |
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13 |
Institutions and corporates with a short-term credit assessment |
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14 |
Collective investment undertakings |
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15 |
Equity |
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16 |
Other items |
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17 |
TOTAL |
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Template EU CR5 – standardised approach
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Exposure classes |
Risk weight |
Total |
Of which unrated |
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0 % |
2 % |
4 % |
10 % |
20 % |
35 % |
50 % |
70 % |
75 % |
100 % |
150 % |
250 % |
370 % |
1 250 % |
Others |
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a |
b |
c |
d |
e |
f |
g |
h |
i |
j |
k |
l |
m |
n |
o |
p |
q |
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1 |
Central governments or central banks |
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2 |
Regional government or local authorities |
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3 |
Public sector entities |
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4 |
Multilateral development banks |
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5 |
International organisations |
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6 |
Institutions |
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7 |
Corporates |
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8 |
Retail exposures |
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9 |
Exposures secured by mortgages on immovable property |
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10 |
Exposures in default |
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11 |
Exposures associated with particularly high risk |
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12 |
Covered bonds |
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13 |
Exposures to institutions and corporates with a short-term credit assessment |
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14 |
Units or shares in collective investment undertakings |
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15 |
Equity exposures |
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16 |
Other items |
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17 |
TOTAL |
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