ANNEX IV
AGGREGATE STATISTICAL DATA
List of templates
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PART 1 |
Individual data per competent authority |
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PART 2 |
Data on market risk |
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PART 3 |
Data on supervisory measures and administrative penalties |
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PART 4 |
Data on exemptions |
General remarks on filling in templates in Annex IV
1) When publishing information on the general criteria and methodologies, competent authorities shall not disclose any supervisory measures directed at specific investment firms, whether taken with respect to a single investment firm or to a group of investment firms.
2) Numerical cells shall include only numbers. There shall be no references to national currencies. The currency used is the euro; and non-euro area Member States shall convert their national currencies into the euro using the ECB exchange rates (at the common reference date, i.e. the last day of the year under review), with one decimal place when disclosing amounts in millions.
3) Unit of disclosure shall be in millions of euro for the reported monetary amounts (hereafter – EUR million).
4) Percentages shall be disclosed with two decimals.
5) If data is not being disclosed, the reason for non-disclosure shall be provided using the EBA nomenclature, i.e. N/A (for not available) or C (for confidential).
6) The data shall be disclosed on an aggregated basis without identifying individual investment firms.
7) Data shall be compiled only for investment firms subject to Directive (EU) 2019/2034. Investment firms which are not subject to the Directive (EU) 2019/2034 regime are excluded from the data collection exercise.
PART 1
Individual data per competent authority (year 20XX)
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Reference to reporting template |
Data |
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Number and size of investment firms |
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010 |
Number of investment firms |
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[Value] |
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020 |
Total assets of all investment firms in the Member State (in MEUR) (1) |
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[Value] |
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Number and size of third country investment firms (2) |
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030 |
From third countries |
Number of branches (3) |
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[Value] |
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040 |
Number of subsidiaries (4) |
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[Value] |
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Own funds composition with respect to own funds requirements |
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Data, in millions euro |
Data, as percentage of total own funds requirements (6)% |
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050 |
Total Common Equity Tier 1 (5) |
I 01.00 row 0030 and I 01.01 row 0030 |
[Value] |
[Value] |
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060 |
Total Additional Tier 1 (5) |
I 01.00 row 0300 and I 01.01 row 0300 |
[Value] |
[Value] |
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070 |
Total Tier 2 capital (5) |
I 01.00 row 0420 and I 01.01 row 0420 |
[Value] |
[Value] |
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080 |
Total own funds (6) |
I 01.00 row 0010 and I 01.01 row 0010 |
[Value] |
[Value] |
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Total own funds requirement by type |
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Data, in millions euro |
Data, as percentage of the total own funds requirements (6) % |
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090 |
Data on own funds requirements |
Fixed overheads requirement (7) |
I 02.01 row 0030 and I 02.03 row 0030 |
[Value] |
[Value] |
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100 |
Permanent minimum capital requirement (8) |
I 02.01 row 0020 and I 02.03 row 0020 |
[Value] |
[Value] |
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110 |
K-factor requirement (9) |
I 02.01 row 0040 |
[Value] |
[Value] |
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120 |
of which Risk-to-Client (RtC) (10) |
I 04.00 row 0020 |
[Value] |
[Value] |
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130 |
of which Risk-to-Market (RtM) (11) |
I 04.00 row 0090 |
[Value] |
[Value] |
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140 |
of which Risk-to-Firm (RtF) (12) |
I 04.00 row 0120 |
[Value] |
[Value] |
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(1)
The total assets figure shall be the sum of the asset values of all investment firms in a Member State, calculated based on applicable accounting standards, excluding any asset under management.
(2)
EEA countries shall not be included.
(3)
Number of branches as defined in Article 3(1), point (3), of Directive (EU) 2019/2034. Any number of places of business set up in the same country by an investment firm with headquarters in a third country should be counted as a single branch.
(4)
Number of subsidiaries as defined in Article 3(1), point (29), of Directive (EU) 2019/2034. Any subsidiary of a subsidiary undertaking shall be regarded as a subsidiary of the parent undertaking, which is at the head of those undertakings.
(5)
Capital as referred to in Article 9(1) of Regulation (EU) 2019/2033.
(6)
Total own funds requirement as referred to in Article 11 of the Regulation (EU) 2019/2033.
(7)
Fixed overheads requirement as referred to in Article 11(1), point (a), of Regulation (EU) 2019/2033.
(8)
Permanent minimum capital requirement as referred to in Article 11(1), point (b), of Regulation (EU) 2019/2033.
(9)
K-factor requirement as referred to in Article 11(1), point (c), of Regulation (EU) 2019/2033.
(10)
Own funds requirements associated with Risk to Client as referred to in Article 15(1), point (a), of Regulation (EU) 2019/2033. Indicate total capital ratio in column ‘Data, as percentage of the total own fund requirements %’.
(11)
Own funds requirements associated with Risk to Market as referred to in Article 15(1), point (b), of Regulation (EU) 2019/2033.
(12)
Own funds requirements associated with Risk to Firm as referred to in Article 15(1), point (c), of Regulation (EU) 2019/2033. |
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PART 2
Data on market risk ( 3 ) (year 20XX)
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Risk to market data |
Approach |
Reference to reporting template |
Data |
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010 |
Own funds requirements for risk to market |
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020 |
Breakdown by approach |
Number of investment firms using each approach with respect to the total number of investment firms (1) |
K-factor net position risk approach |
I 04.00 row 0110 |
[Value] |
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030 |
of which standardised approach |
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[Value] |
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040 |
of which the alternative standardised approach |
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[Value] |
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050 |
of which the alternative internal model approach |
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[Value] |
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060 |
of which each of K-factor net position risk approach (2) |
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[Value] |
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070 |
K-factor Clearing Margin Given approach |
I 04.00 row 0100 |
[Value] |
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080 |
Both K-factors Clearing margin given and net position risk |
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[Value] |
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090 |
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Data in millions euro |
Data as percentage of the total own funds requirements (3) % |
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100 |
Total own funds requirements under each approach |
K-factor net position risk approach |
I 04.00 row 0110 |
[Value] |
[Value] |
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110 |
of which standardised approach |
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[Value] |
[Value] |
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120 |
of which the alternative standardised approach |
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[Value] |
[Value] |
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130 |
of which the alternative internal model approach |
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[Value] |
[Value] |
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140 |
of which each of K-factor net position risk approach (2) |
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[Value] |
[Value] |
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150 |
K-factor Clearing margin given approach |
I 04.00 row 0110 |
[Value] |
[Value] |
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160 |
Both and K-factors Clearing margin given and net position risk |
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[Value] |
[Value] |
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(1)
Some investment firm can use more than one approach, therefore the sum of items 020 to 060 may be different from the total number of investment firms calculating the K-factor net position risk.
(2)
When investment firms use more than one K-factor net position risk approach: standardised approach, the alternative standardised approach, the alternative internal model approach.
(3)
Own funds requirements as referred to in Article 11 of Regulation (EU) 2019/2033. |
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PART 3
Data on supervisory measures and administrative penalties ( 4 ) (year 20XX)
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Supervisory measures |
Data |
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010 |
Supervisory measures taken in accordance with Article 38 (a) |
Total number of supervisory measures taken in accordance with Article 39(2) of Directive (EU) 2019/2034 |
[Value] |
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020 |
to hold own funds in excess of the minimum capital requirements [Article 39(2)(a)] |
[Value] |
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030 |
to reinforce governance arrangements and internal capital and liquid assets management [Article 39(2)(b)] |
[Value] |
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040 |
to present a plan to restore compliance with supervisory requirements [Article 39(2)(c)] |
[Value] |
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050 |
to apply a specific provisioning policy or treatment of assets [Article 39(2)(d)] |
[Value] |
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060 |
to restrict/limit business or activities [Article 39(2)(e)] |
[Value] |
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070 |
to reduce the risk inherent in the activities, products and systems, including outsourced activities [Article 39(2)(f)] |
[Value] |
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080 |
to limit variable remuneration [Article 39(2)(g)] |
[Value] |
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090 |
to strengthen own funds by using net profits [Article 39(2)(h)] |
[Value] |
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100 |
to restrict/prohibit distributions or interest payments [Article 39(2)(i)] |
[Value] |
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110 |
to impose additional or more frequent reporting requirements [Article 39(2)(j)] |
[Value] |
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120 |
to impose specific liquidity requirements [Article 39(2)(k)] |
[Value] |
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130 |
to impose additional disclosure requirements [Article 39(2)(l)] |
[Value] |
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140 |
to reduce risks posed to the security of investment firms’ network and information systems [Article 39(2)(m)] |
[Value] |
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150 |
Number and nature of other supervisory measures taken (not listed in Article 39(2) of Directive (EU) 2019/2034) |
[Value] |
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160 |
Supervisory measures taken in accordance with Article 38(b) and other provisions of Directive (EU) 2019/2034 or Regulation (EU) 2019/2033 |
Total number of supervisory measures taken in accordance with Article 39(2) of Directive (EU) 2019/2034 |
[Value] |
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170 |
to hold own funds in excess of the minimum capital requirements [Article 39(2)(a)] |
[Value] |
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180 |
to reinforce governance arrangements and internal capital and liquid assets management [Article 39(2)(b)] |
[Value] |
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190 |
to present a plan to restore compliance with supervisory requirements [Article 39(2)(c)] |
[Value] |
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200 |
to apply a specific provisioning policy or treatment of assets [Article 39(2)(d)] |
[Value] |
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210 |
to restrict/limit business or activities [Article 39(2)(e)] |
[Value] |
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220 |
to reduce the risk inherent in the activities, products and systems, including outsourced activities [Article 39(2)(f)] |
[Value] |
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230 |
to limit variable remuneration [Article 39(2)(g)] |
[Value] |
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240 |
to strengthen own funds by using net profits [Article 39(2)(h)] |
[Value] |
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250 |
to restrict/prohibit distributions or interest payments [Article 39(2)(i)] |
[Value] |
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260 |
to impose additional or more frequent reporting requirements [Article 39(2)(j)] |
[Value] |
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270 |
to impose specific liquidity requirements [Article 39(2)(k)] |
[Value] |
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280 |
to impose additional disclosure requirements [Article 39(2)(l)] |
[Value] |
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290 |
to reduce risks posed to the security of investment firms’ network and information systems [Article 39(2)(m)] |
[Value] |
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300 |
Number and nature of other supervisory measures taken (not listed in Article 39(2) of Directive (EU) 2019/2034) |
[Value] |
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Administrative penalties (1) |
Data |
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010 |
Administrative penalties (for other breaches of requirements imposed by Directive (EU) 2019/2034 or Regulation (EU) 2019/2033 |
Total number of administrative penalties from Article 18(2) of Directive (EU) 2019/2034 applied: |
[Value] |
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020 |
public statements identifying the natural/legal person responsible and the nature of the breach [Article 18(2)(a)] |
[Value] |
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030 |
orders requiring the natural/legal person responsible to cease the conduct and to desist from a repetition of that conduct [Article 18(2)(b)] |
[Value] |
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040 |
temporary bans against natural person from exercising functions in investment firms [Article 18(2)(c)] |
[Value] |
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050 |
administrative pecuniary penalties imposed on legal/natural person [points (d) to (f) of Article 18(2)] |
[Value] |
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060 |
Number and nature of other administrative penalties applied (not specified in Article 18(2) of Directive (EU) 2019/2034) |
[free text] |
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(1)
The administrative penalties imposed by competent authorities. Competent authorities shall report all administrative penalties against which there is no appeal available in their jurisdiction by the reference date of the disclosure. Competent authorities of Member States where it is permitted to publish administrative penalties subject to an appeal, shall also report those administrative penalties unless the appeal annulling the administrative penalty is issued. |
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Competent authorities shall not disclose supervisory actions or decisions directed at specific investment firms. When publishing information on the general criteria and methodologies, competent authorities shall not disclose any supervisory measures directed at specific investment firm whether taken with respect to a single investment firm or to a group of investment firms.
PART 4
Data on exemptions ( 5 ) (year 20XX)
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Exemption granted to investment firms |
Total number of exemption granted |
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010 |
Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of parts 2, 3, 4, 6 and 7 of Regulation (EU) 2019/2033 (Article 6(1) (waivers for subsidiaries) (1) |
[Value] |
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020 |
Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of part 6 of Regulation (EU) 2019/2033 (Article 6(2) (waivers for subsidiaries) (1) |
[Value] |
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030 |
Exemption from the application on an individual basis of prudential requirements set out in Article 5 in respect of part 5 of Regulation (EU) 2019/2033 (Article 6(3) (liquidity waivers for subsidiaries)) |
[Value] |
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040 |
Exemption from the application on a consolidated basis of prudential requirements in respect of part 5 of Regulation (EU) 2019/2033 (Article 7(4) (prudential consolidation)) |
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050 |
Total number of permissions granted |
[Value] |
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060 |
Total amount of consolidated own funds held in the subsidiaries established in third countries (in EUR millions) |
[Value] |
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070 |
Percentage of the total consolidated own funds held in subsidiaries established in third countries (%) |
[Value] |
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080 |
Percentage of the consolidated own funds requirements allocated to subsidiaries established in third countries (%) |
[Value] |
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(1)
The number of investment firms which have been granted the exemption shall be used as a basis for counting the exemptions. |
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( 3 ) The template shall include information on all investment firms and not only on those with positions related to K-factor net position risk.
( 4 ) Information shall be reported based on the date of decision. Due to differences in national regulations as well as in supervisory practices and approaches across the competent authorities, the figures provided in this table might not allow for a meaningful comparison between jurisdictions. Any conclusions without carefully considering these differences can be misleading.
( 5 ) Competent authorities shall report information on exemptions practices based on the total number of exemptions by the competent authority, which are still effective or in force. The information to be reported is limited to those entities granted an exemption. Where the information is not available, i.e. not part of the regular reporting, it shall be reported as ‘N/A’.