ANNEX IX
Template EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer
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General credit exposures |
Relevant credit exposures – Market risk |
Securitisation exposures Exposure value for non-trading book |
Total exposure value |
Own fund requirements |
Risk-weighted exposure amounts |
Own fund requirements weights (%) |
Countercyclical buffer rate (%) |
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Exposure value under the standardised approach |
Exposure value under the IRB approach |
Sum of long and short positions of trading book exposures for SA |
Value of trading book exposures for internal models |
Relevant credit risk exposures - Credit risk |
Relevant credit exposures – Market risk |
Relevant credit exposures – Securitisation positions in the non-trading book |
Total |
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010 |
Breakdown by country: |
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Country: 001 |
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Country: 002 |
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… |
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Country: NNN |
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020 |
Total |
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Template EU CCyB2 - Amount of institution-specific countercyclical capital buffer
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a |
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1 |
Total risk exposure amount |
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2 |
Institution specific countercyclical capital buffer rate |
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3 |
Institution specific countercyclical capital buffer requirement |
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