ANNEX IV | Implementing Regulation 2016/1066

No longer in force since 26/11/2018

Initial Legal Act

Amendments

ANNEX IV - Implementing Regulation 2016/1066

ANNEX IV

SECTION 1

Critical counterparties (Assets)

Legal entity		Critical counterparty		Currency	Original exposure	Credit risk mitigations	Value adjustments and provisions	Net exposure	Impact on CET1 ratio
Entity name	Legal identifier	Entity name	Legal identifier	Currency	Original exposure	Credit risk mitigations	Value adjustments and provisions	Net exposure	Impact on CET1 ratio
010	020	030	040	050	060	070	080	090	100
Bank A	111	UK government	789	GBP	200,000	0	0	200,000	200 bp
Bank B	112	Bank W	444	EUR	1,000,000	500,000	200,000	300,000	300 bp
Bank A	111	Corporate U	650	EUR	500,000	0	400,000	100,000	100 bp

SECTION 2

Critical counterparties (Liabilities)

SECTION 3

Critical counterparties (Material hedges)

Legal entity		Critical counterparty		Material hedges (on-balance sheet)				Material hedges (off-balance sheet)
Entity name	Legal identifier	Entity name	Legal identifier	Type	Amount	Currency	Purpose of hedge	Type	Amount	Currency	Purpose of hedge
010	020	030	040	050	060	070	080	090	100	110	120