Template code

Name of the template

EU KM2

Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities

EU TLAC1

Composition - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities

EU iLAC

Internal loss absorbing capacity: internal MREL and, where applicable, requirement for own funds and eligible liabilities for non-EU G-SIIs

EU TLAC2

Creditor ranking - Entity that is not a resolution entity

EU TLAC3

Creditor ranking - resolution entity

a

b

c

d

e

f

Minimum requirement for own funds and eligible liabilities (MREL)

G-SII Requirement for own funds and eligible liabilities (TLAC)

T

T

T-1

T-2

T-3

T-4

Own funds and eligible liabilities, ratios and components

1

Own funds and eligible liabilities

EU-1a

Of which own funds and subordinated liabilities

2

Total risk exposure amount of the resolution group (TREA)

3

Own funds and eligible liabilities as a percentage of the TREA

EU-3a

Of which own funds and subordinated liabilities

4

Total exposure measure (TEM) of the resolution group

5

Own funds and eligible liabilities as percentage of the TEM

EU-5a

Of which own funds or subordinated liabilities

6a

Does the subordination exemption in Article 72b(4) of Regulation (EU) No 575/2013 apply? (5 % exemption)

6b

Aggregate amount of permitted non-subordinated eligible liabilities instruments if the subordination discretion in accordance with Article 72b(3) of Regulation (EU) No 575/2013 is applied (max 3,5 % exemption)

6c

If a capped subordination exemption applies in accordance with Article 72b (3) of Regulation (EU) No 575/2013, the amount of funding issued that ranks pari passu with excluded liabilities and that is recognised under row 1, divided by funding issued that ranks pari passu with excluded liabilities and that would be recognised under row 1 if no cap was applied (%)

Minimum requirement for own funds and eligible liabilities (MREL)

EU-7

MREL expressed as a percentage of the TREA

EU-8

Of which to be met with own funds or subordinated liabilities

EU-9

MREL expressed as a percentage of the TEM

EU-10

Of which to be met with own funds or subordinated liabilities

a

b

c

Minimum requirement for own funds and eligible liabilities (MREL)

G-SII requirement for own funds and eligible liabilities (TLAC)

Memo item: Amounts eligible for the purposes of MREL, but not of TLAC

Own funds and eligible liabilities and adjustments

1

Common Equity Tier 1 capital (CET1)

2

Additional Tier 1 capital (AT1)

3

Empty set in the EU

4

Empty set in the EU

5

Empty set in the EU

6

Tier 2 capital (T2)

7

Empty set in the EU

8

Empty set in the EU

11

Own funds for the purpose of Articles 92a of Regulation (EU) No 575/2013 and 45 of Directive 2014/59/EU

Own funds and eligible liabilities: Non-regulatory capital elements

12

Eligible liabilities instruments issued directly by the resolution entity that are subordinated to excluded liabilities (not grandfathered)

EU-12a

Eligible liabilities instruments issued by other entities within the resolution group that are subordinated to excluded liabilities (not grandfathered)

EU-12b

Eligible liabilities instruments that are subordinated to excluded liabilities issued prior to 27 June 2019 (subordinated grandfathered)

EU-12c

Tier 2 instruments with a residual maturity of at least one year to the extent they do not qualify as Tier 2 items

13

Eligible liabilities that are not subordinated to excluded liabilities (not grandfathered pre-cap)

EU-13a

Eligible liabilities that are not subordinated to excluded liabilities issued prior to 27 June 2019 (pre-cap)

14

Amount of non subordinated eligible liabilities instruments, where applicable after application of Article 72b (3) CRR

15

Empty set in the EU

16

Empty set in the EU

17

Eligible liabilities items before adjustments

EU-17a

Of which subordinated liabilities items

Own funds and eligible liabilities: Adjustments to non-regulatory capital elements

18

Own funds and eligible liabilities items before adjustments

19

(Deduction of exposures between multiple point of entry (MPE) resolution groups)

20

(Deduction of investments in other eligible liabilities instruments)

21

Empty set in the EU

22

Own funds and eligible liabilities after adjustments

EU-22a

Of which: own funds and subordinated liabilities

Risk-weighted exposure amount and leverage exposure measure of the resolution group

23

Total risk exposure amount (TREA)

24

Total exposure measure (TEM)

Ratio of own funds and eligible liabilities

25

Own funds and eligible liabilities as a percentage of TREA

EU-25a

Of which own funds and subordinated liabilities

26

Own funds and eligible liabilities as a percentage of TEM

EU-26a

Of which own funds and subordinated liabilities

27

CET1 (as a percentage of the TREA) available after meeting the resolution group’s requirements

28

Institution-specific combined buffer requirement

29

of which capital conservation buffer requirement

30

of which countercyclical buffer requirement

31

of which systemic risk buffer requirement

EU-31a

of which Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer

Memorandum items

EU-32

Total amount of excluded liabilities referred to in Article 72a(2) of Regulation (EU) No 575/2013

a

b

c

Minimum requirement for own funds and eligible liabilities (internal MREL)

Non-EU G-SII requirement for own funds and eligible liabilities (internal TLAC)

Qualitative information

Applicable requirement and level of application

EU-1

Is the entity subject to a non-EU G-SII requirement for own funds and eligible liabilities? (Y/N)

EU-2

If EU-1 is answered by 'Yes', is the requirement applicable on a consolidated or individual basis? (C/I)

EU-2a

Is the entity subject to an internal MREL? (Y/N)

EU-2b

If EU-2a is answered by 'Yes', is the requirement applicable on a consolidated or individual basis? (C/I)

Own funds and eligible liabilities

EU-3

Common Equity Tier 1 capital (CET1)

EU-4

Eligible Additional Tier 1 capital

EU-5

Eligible Tier 2 capital

EU-6

Eligible own funds

EU-7

Eligible liabilities

EU-8

of which permitted guarantees

EU-9a

(Adjustments)

EU-9b

Own funds and eligible liabilities items after adjustments

Total risk exposure amount and total exposure measure

EU-10

Total risk exposure amount (TREA)

EU-11

Total exposure measure (TEM)

Ratio of own funds and eligible liabilities

EU-12

Own funds and eligible liabilities as a percentage of the TREA

EU-13

of which permitted guarantees

EU-14

Own funds and eligible liabilities as a percentage of the TEM

EU-15

of which permitted guarantees

EU-16

CET1 (as a percentage of the TREA) available after meeting the entity’s requirements

EU-17

Institution-specific combined buffer requirement

Requirements

EU-18

Requirement expressed as a percentage of the TREA

EU-19

of which part of the requirement that may be met with a guarantee

EU-20

Requirement expressed as percentage of the TEM

EU-21

of which part of the requirement that may be met with a guarantee

Memorandum items

EU-22

Total amount of excluded liabilities referred to in Article 72a(2) of Regulation (EU) No 575/2013

Insolvency ranking

Sum of 1 to n

1

1

2

2

…

n

n

(most junior)

(most junior)

(most senior)

(most senior)

Resolution entity

Other

Resolution entity

Other

…

Resolution entity

Other

1

Empty set in the EU

2

Description of insolvency rank (free text)

3

Liabilities and own funds

4

of which excluded liabilities

5

Liabilities and own funds less excluded liabilities

6

Subset of liabilities and own funds less excluded liabilities that are own funds and eligible liabilities for the purpose of [choose as a appropriate: internal MREL/internal TLAC]

7

of which residual maturity ≥ 1 year < 2 years

8

of which residual maturity ≥ 2 year < 5 years

9

of which residual maturity ≥ 5 years < 10 years

10

of which residual maturity ≥ 10 years, but excluding perpetual securities

11

of which perpetual securities

Insolvency ranking

Sum of 1 to n

1

1

2

2

…

n

n

(most junior)

(most junior)

(most senior)

(most senior)

Resolution entity

Other

Resolution entity

Other

…

Resolution entity

Other

1

Empty set in the EU

2

Description of insolvency rank (free text)

3

Empty set in the EU

4

Empty set in the EU

5

Empty set in the EU

6

Own funds and eligible liabilities for the purpose of internal MREL

7

of which residual maturity ≥ 1 year < 2 years

8

of which residual maturity ≥ 2 year < 5 years

9

of which residual maturity ≥ 5 years < 10 years

10

of which residual maturity ≥ 10 years, but excluding perpetual securities

11

of which perpetual securities

Insolvency ranking

Sum of 1 to n

1

2

…

n

(most junior)

(most senior)

1

Description of insolvency rank (free text)

2

Liabilities and own funds

3

of which excluded liabilities

4

Liabilities and own funds less excluded liabilities

5

Subset of liabilities and own funds less excluded liabilities that are own funds and liabilities potentially eligible for meeting [choose as a appropriate: MREL/TLAC]

6

of which residual maturity ≥ 1 year < 2 years

7

of which residual maturity ≥ 2 year < 5 years

8

of which residual maturity ≥ 5 years < 10 years

9

of which residual maturity ≥ 10 years, but excluding perpetual securities

10

of which perpetual securities

Insolvency ranking

Sum of 1 to n

1

2

…

n

(most junior)

(most senior)

1

Description of insolvency rank (free text)

2

Empty set in the EU

3

Empty set in the EU

4

Empty set in the EU

5

Own funds and liabilities potentially eligible for meeting MREL

6

of which residual maturity ≥ 1 year < 2 years

7

of which residual maturity ≥ 2 year < 5 years

8

of which residual maturity ≥ 5 years < 10 years

9

of which residual maturity ≥ 10 years, but excluding perpetual securities

10

of which perpetual securities