ANNEX I
RESOLUTION TEMPLATES
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Template number |
Template code |
Name of the template or group of templates |
Short name |
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ENTITY INFORMATION, GROUP STRUCTURE AND DEPENDENCIES |
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1 |
Z 01.00 |
Organisational structure |
ORG |
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INFORMATION ON ON- AND OFF-BALANCE SHEET ITEMS |
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2 |
Z 02.00 |
Liability Structure |
LIAB |
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3 |
Z 03.00 |
Own funds requirements |
OWN |
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4 |
Z 04.00 |
Intragroup financial interconnections |
IFC |
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5,1 |
Z 05.01 |
Major counterparties (Liabilities) |
MCP 1 |
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5,2 |
Z 05.02 |
Major counterparties (off-balance sheet) |
MCP 2 |
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6 |
Z 06.00 |
Deposit insurance |
DIS |
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CORE BUSINESS LINES, CRITICAL FUNCTIONS AND RELATED INFORMATION SYSTEMS AND FINANCIAL MARKET INFRASTRUCTURES |
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Critical functions and core business lines |
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7,1 |
Z 07.01 |
Criticality assessment of economic functions |
FUNC 1 |
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7,2 |
Z 07.02 |
Mapping of critical functions to legal entities |
FUNC 2 |
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7,3 |
Z 07.03 |
Mapping of core business lines to legal entities |
FUNC 3 |
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7,4 |
Z 07.04 |
Mapping of critical functions to core business lines |
FUNC 4 |
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8 |
Z 08.00 |
Critical services |
SERV |
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FMI services - providers and users |
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9 |
Z 09.00 |
FMI Services - Providers and Users - Mapping to Critical Functions (FMI) |
FMI 1 |
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Information systems |
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10,1 |
Z 10.01 |
Critical Information systems (General information) |
CIS 1 |
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10,2 |
Z 10.02 |
Mapping of information systems |
CIS 2 |
Z 01.00 - Organisational structure (ORG)
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Entity |
Direct Parent |
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Name |
Code |
LEI code |
Entity type |
Country |
Included in prudential consolidation |
Art 7 CRR Waiver |
Art 10 CRR waiver |
Total assets |
Total Risk Exposure Amount |
Leverage ratio exposure |
Accounting standard |
Contribution to total consolidated assets |
Contribution to total consolidated risk exposure amount |
Contribution to consolidated Leverage Ratio Exposure |
Name |
Code |
LEI code |
Share Capital |
Voting rights in the entity |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
0080 |
0090 |
0100 |
0110 |
0120 |
0130 |
0140 |
0150 |
0160 |
0170 |
0180 |
0190 |
0200 |
0210 |
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Z 02.00 - Liability Structure (LIAB)
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Counterparty |
TOTAL |
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Households |
Non-financial corporations (SMEs) |
Non-financial corporations (non-SMEs) |
Credit institutions |
Other financial corporations |
General governments & Central banks |
Non identified, listed on a trading venue |
Non identified, not listed on a trading venue |
of which: intragroup |
of which: liabilities governed by the law of a third-country, excluding intragroup |
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Row |
Item |
0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
0080 |
0090 |
0100 |
0110 |
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0100 |
LIABILITIES EXCLUDED FROM BAIL-IN |
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0110 |
Covered deposits |
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0120 |
Secured liabilities - collateralised part |
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0130 |
Client liabilities, if protected in insolvency |
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0140 |
Fiduciary liabilities, if protected in insolvency |
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0150 |
Institution liabilities < 7 days |
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0161 |
System (operator) and CCP liabilities < 7 days |
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0170 |
Employee liabilities |
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0180 |
Liabilities critical to operational daily functioning |
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0190 |
Tax and social security authorities liabilities, if preferred |
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0200 |
DGS liabilities |
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0210 |
Liabilities towards other entities of the resolution group |
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0300 |
LIABILITIES NOT EXCLUDED FROM BAIL-IN |
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0310 |
Deposits, not covered but preferential |
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0311 |
of which: residual maturity <= 1 month |
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0312 |
of which: residual maturity > 1 month < 1 year |
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0313 |
of which: residual maturity >= 1 year and < 2 years |
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0314 |
of which: residual maturity >= 2 years |
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0320 |
Deposits, not covered and not preferential |
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0321 |
of which: residual maturity <= 1 month |
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0322 |
of which: residual maturity > 1 month < 1 year |
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0323 |
of which: residual maturity >= 1 year and < 2 years |
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0324 |
of which: residual maturity >= 2 years |
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0330 |
Balance sheet liabilities arising from derivatives |
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0331 |
Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, prior to collateral offset |
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0332 |
Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, post collateral offset |
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0333 |
Sum of net liability positions taking into account contractual netting sets, after mark-to-market adjustments, post collateral offset, incorporating estimated close-out amounts |
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0334 |
Sum of net liability positions taking into account prudential netting rules |
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0340 |
Uncollateralised secured liabilities |
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0341 |
of which: residual maturity <= 1 month |
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0342 |
of which: residual maturity > 1 month < 1 year |
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0343 |
of which: residual maturity >= 1 year and < 2 years |
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0344 |
of which: residual maturity >= 2 years |
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0350 |
Structured notes |
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0351 |
of which: residual maturity <= 1 month |
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0352 |
of which: residual maturity > 1 month < 1 year |
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0353 |
of which: residual maturity >= 1 year and < 2 years |
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0354 |
of which: residual maturity >= 2 years |
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0360 |
Senior unsecured liabilities |
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0361 |
of which: residual maturity <= 1 month |
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0362 |
of which: residual maturity > 1 month < 1 year |
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0363 |
of which: residual maturity >= 1 year and < 2 years |
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0364 |
of which: residual maturity >= 2 years |
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0365 |
Senior non-preferred liabilities |
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0366 |
of which: residual maturity <= 1 month |
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0367 |
of which: residual maturity > 1 month < 1 year |
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0368 |
of which: residual maturity >= 1 year and < 2 years |
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0369 |
of which: residual maturity >= 2 years |
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0370 |
Subordinated liabilities (not recognised as own funds) |
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0371 |
of which: residual maturity <= 1 month |
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0372 |
of which: residual maturity > 1 month < 1 year |
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0373 |
of which: residual maturity >= 1 year and < 2 years |
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0374 |
of which: residual maturity >= 2 years |
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0380 |
Other MREL eligible liabilities |
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0381 |
of which: residual maturity >= 1 year and < 2 years |
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0382 |
of which: residual maturity >= 2 years |
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0390 |
Non-financial liabilities |
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0400 |
Residual liabilities |
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0500 |
OWN FUNDS |
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0510 |
Common Equity Tier 1 Capital |
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0511 |
of which: capital instruments/share capital |
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0512 |
of which: instruments ranking pari passu with ordinary shares |
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0520 |
Additional Tier 1 capital |
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0521 |
of which: (part of) subordinated liabilities recognised as own funds |
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0530 |
Tier 2 Capital |
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0531 |
of which: (part of) subordinated liabilities recognised as own funds |
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0600 |
TOTAL LIABILITIES & OWN FUNDS INCLUDING DERIVATIVE LIABILITIES |
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Z 03.00 - Own funds requirements (OWN)
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Amount or Percentage |
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0010 |
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0100 |
TOTAL RISK EXPOSURE AMOUNT |
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0110 |
Contribution to total consolidated risk exposure amount |
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0120 |
Total Exposure Measure |
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INITIAL CAPITAL AND LEVERAGE RATIO REQUIREMENT |
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0210 |
Initial capital |
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0220 |
Leverage Ratio Requirement |
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0300 |
TOTAL SREP CAPITAL REQUIREMENT (TSCR) RATIO |
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0310 |
TSCR: to be made up of CET1 capital |
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0320 |
TSCR: to be made up of Tier 1 capital |
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0400 |
COMBINED BUFFER REQUIREMENTS |
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0410 |
Capital Conservation Buffer |
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0420 |
Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State |
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0430 |
Institution-Specific Countercyclical Capital Buffer |
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0440 |
Systemic Risk Buffer |
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0450 |
Global Systemically Important Institution Buffer |
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0460 |
Other Systemically Important Institution Buffer |
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0500 |
Overall capital requirement (OCR) ratio |
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0510 |
OCR: to be made up of CET1 capital |
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0520 |
OCR: to be made up of Tier 1 capital |
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0600 |
OCR and Pillar 2 Guidance (P2G) |
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0610 |
OCR and P2G: to be made up of CET1 capital |
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0620 |
OCR and P2G: to be made up of Tier 1 capital |
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Z 04.00 - Intragroup financial interconnections (IFC)
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Issuer or guaranteed entity |
Creditor, holder or guarantee provider |
Financial interconnection |
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Entity name |
Code |
Entity name |
Code |
Type |
Outstanding amount |
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of which issued under 3rd ctry law |
of which MREL eligible |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
0080 |
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Z 05.01 - Major Liability Counterparties (MCP 1)
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Counterparty |
Type |
Outstanding amount |
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Entity name |
Code |
Group or individual |
Country |
Sector |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
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Z 05.02 - Major off-balance sheet counterparties (MCP 2)
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Counterparty |
Type |
Amount |
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Entity name |
Code |
Group or individual |
Country |
Sector |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
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Z 06.00 - Deposit insurance (DIS)
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Legal Entity |
DGS Membership |
Institutional Protection Scheme |
Additional protection under contractual scheme |
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Entity name |
Code |
DGS |
Amount of covered deposits |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
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Z 07.01 - Criticality assessment of economic functions (FUNC 1)
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Country: |
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Row |
Economic functions |
Quantitative Data |
Criticality Assessment |
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ID |
Economic function |
Description of economic function |
Market share |
Monetary amount |
Numeric indicator |
Impact on market |
Substitutability |
Critical Function |
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0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
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1 |
Deposits |
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0010 |
1,1 |
Households |
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0020 |
1,2 |
Non-financial corporations - SMEs |
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0030 |
1,3 |
Non-financial corporations - non-SMEs |
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0040 |
1,4 |
General Governments |
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0050 |
1,5 |
Other sectors/counterparties (1) |
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0060 |
1,6 |
Other sectors/counterparties (2) |
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0070 |
1,7 |
Other sectors/counterparties (2) |
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2 |
Lending |
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0080 |
2,1 |
Households - lending for house purchase |
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0090 |
2,2 |
Households - other lending |
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0100 |
2,3 |
Non-financial corporations - SMEs |
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0110 |
2,4 |
Non-financial corporations - non-SMEs |
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0120 |
2,5 |
General Governments |
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0130 |
2,6 |
Other sectors/counterparties (1) |
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0140 |
2,7 |
Other sectors/counterparties (2) |
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0150 |
2,8 |
Other sectors/counterparties (3) |
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3 |
Payments, Cash, Settlement, Clearing, Custody services |
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0160 |
3,1 |
Payment services to MFIs |
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0170 |
3,2 |
Payment services to non-MFIs |
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0180 |
3,3 |
Cash services |
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0190 |
3,4 |
Securities settlement services |
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0200 |
3,5 |
CCP clearing services |
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0210 |
3,6 |
Custody services |
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0220 |
3,7 |
Other services/activities/functions (1) |
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0230 |
3,8 |
Other services/activities/functions (2) |
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0240 |
3,9 |
Other services/activities/functions (3) |
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4 |
Capital Markets |
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0250 |
4,1 |
Derivatives held for trading - OTC |
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0260 |
4,2 |
Derivatives held for trading - non-OTC |
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0270 |
4,3 |
Secondary markets/trading (held-for-trading only) |
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0280 |
4,4 |
Primary Markets/underwriting |
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0290 |
4,5 |
Other services/activities/functions (1) |
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0300 |
4,6 |
Other services/activities/functions (2) |
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0310 |
4,7 |
Other services/activities/functions (3) |
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5 |
Wholesale Funding |
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0320 |
5,1 |
Borrowing |
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0330 |
5,2 |
Derivatives (assets) |
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0340 |
5,3 |
Lending |
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0350 |
5,4 |
Derivatives (liabilities) |
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0360 |
5,5 |
Other product types (1) |
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0370 |
5,6 |
Other product types (2) |
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0380 |
5.7 |
Other product types (3) |
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Z 07.02 - Mapping of critical functions by legal entity (FUNC 2)
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Critical functions |
Legal entity |
Monetary importance |
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Country |
ID |
Entity name |
Code |
Monetary amount |
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0010 |
0020 |
0030 |
0040 |
0050 |
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Z 07.03 - Mapping of Core Business Lines to legal entities (FUNC 3)
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Core business line |
Legal entity |
|||
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Core business line |
Business Line ID |
Description |
Entity name |
Code |
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0010 |
0020 |
0030 |
0040 |
0050 |
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Z 07.04 - Mapping of critical functions to core business lines (FUNC 4)
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Critical functions |
Core business line |
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Country |
Function ID |
Core business line |
Business Line ID |
|
0010 |
0020 |
0030 |
0040 |
|
|
|
|
|
Z 08.00 - Critical services (SERV)
|
Identifier |
Service type |
Service recipient |
Service provider |
Critical function |
Estimated time for substitutability |
Estimated time for access to contracts |
Governing law |
Resolution-proof contract |
||||
|
Entity Name |
Code |
Entity Name |
Code |
Part of the group |
Country |
ID |
||||||
|
0005 |
0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
0080 |
0090 |
0100 |
0110 |
0120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Z 09.00 - FMI Services - Providers and Users - Mapping to Critical Functions (FMI)
|
User |
Critical function |
Provider |
Governing law |
||||||||
|
Entity Name |
Code |
Country |
ID |
Financial Market Infrastructure (FMI) |
Participation mode |
Intermediary |
Service Description |
||||
|
System Type |
Name |
FMI Code |
Name |
Code |
|||||||
|
0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
0070 |
0080 |
0090 |
0100 |
0110 |
0120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Z 10.01 - Critical Information systems (General information) (CIS 1)
|
Critical information system |
Group Entity Responsible for the System |
||||
|
System Identification Code |
Name |
Type |
Description |
Entity Name |
Code |
|
0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
|
|
|
|
|
|
|
Z 10.02 - Mapping of information systems (CIS 2)
|
System Identification Code |
Group Entity user of the System |
Critical service |
Critical function |
||
|
Entity Name |
Code |
Identifier |
Country |
ID |
|
|
0010 |
0020 |
0030 |
0040 |
0050 |
0060 |
|
|
|
|
|
|
|