ANNEX VIII
REPORTING ON GROUP CAPITAL TEST
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INVESTMENT FIRMS TEMPLATES |
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Template number |
Template code |
Name of the template /group of templates |
Short name |
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GROUP CAPITAL TEST |
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11,1 |
I 11.01 |
OWN FUNDS COMPOSITION - GROUP CAPITAL TEST |
I11.1 |
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11,2 |
I 11.02 |
OWN FUND INSTRUMENTS - GROUP CAPITAL TEST |
I11.2 |
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11,3 |
I 11.03 |
INFORMATION ON SUBSIDIARIES UNDERTAKINGS |
I11.3 |
I 11.01 - OWN FUNDS COMPOSITION - GROUP CAPITAL TEST (I11.1)
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Rows |
Item |
Amount |
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0010 |
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0010 |
OWN FUNDS |
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0020 |
TIER 1 CAPITAL |
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0030 |
COMMON EQUITY TIER 1 CAPITAL |
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0040 |
Fully paid up capital instruments |
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0050 |
Share premium |
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0060 |
Retained earnings |
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0070 |
Previous years retained earnings |
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0080 |
Profit eligible |
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0090 |
Accumulated other comprehensive income |
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0100 |
Other reserves |
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0120 |
Adjustments to CET1 due to prudential filters |
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0130 |
Other funds |
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0145 |
(-)TOTAL DEDUCTIONS FROM COMMON EQUITY TIER 1 |
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0150 |
(-) Own CET1 instruments |
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0190 |
(-) Losses for the current financial year |
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0200 |
(-) Goodwill |
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0210 |
(-) Other intangible assets |
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0220 |
(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities |
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0230 |
(-) Qualifying holding outside the financial sector which exceeds 15% of own funds |
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0240 |
(-) Total qualifying holdings in undertaking other than financial sector entities which exceeds 60% of its own funds |
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0250 |
(-) CET1 instruments of financial sector entites where the investment firm does not have a significant investment |
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0270 |
(-) Defined benefit pension fund assets |
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0280 |
(-) Other deductions |
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0295 |
CET1: Other capital elements, deductions and adjustments |
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0300 |
ADDITIONAL TIER 1 CAPITAL |
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0310 |
Fully paid up, directly issued capital instruments |
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0320 |
Share premium |
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0335 |
(-) TOTAL DEDUCTIONS FROM ADDITIONAL TIER 1 |
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0340 |
(-) Own AT1 instruments |
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0380 |
(-) AT1 instruments of financial sector entities where the investment firm does not have a significant investment |
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0400 |
(-) Other deductions |
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0415 |
Additional Tier 1: Other capital elements, deductions and adjustments |
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0420 |
TIER 2 CAPITAL |
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0430 |
Fully paid up, directly issued capital instruments |
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0440 |
Share premium |
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0455 |
(-) TOTAL DEDUCTIONS FROM TIER 2 |
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0460 |
(-) Own T2 instruments |
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0500 |
(-) T2 instruments of financial sector entities where the parent does not have a significant investment |
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0525 |
Tier 2: Other capital elements, deductions and adjustments |
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I 11.02 - OWN FUND INSTRUMENTS - GROUP CAPITAL TEST (I11.2)
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Amount |
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Rows |
Item |
0010 |
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0010 |
CET1 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities |
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0020 |
AT1 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities |
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0030 |
T2 instruments of financial sector entities in the investment firm group where the parent undertaking has a significant investment in those entities |
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0040 |
Holdings of financial sector entities in the investment firm group to the extent that they do not constitute own funds for the group entity the parent is invested in |
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0050 |
Subordinated claims of financial sector entities in the investment firm group |
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0060 |
Contingent liabilities in favour of entities in the investment firm group |
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0070 |
Total own fund requirements for the subsidiary undertakings |
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I 11.03: INFORMATION ON SUBSIDIARIES UNDERTAKINGS (I11.3)
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Code |
Type of code |
Name of the undertaking |
Parent / subsidiary |
Country |
Investments by the parent undertaking |
Contingent liabilities of the parent in favour of the entity |
Total own fund requirements |
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CET1 |
AT1 |
T2 |
Holdings |
Subordinated claims |
Permanent minimum capital |
K-factor requirement |
Fixed overhead requirements |
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Assets under management |
Client money held - Segregated |
Client money held - Non - segregated |
Assets safeguarded and administered |
Client orders handled - Cash trades |
Client orders handled - Derivatives Trades |
K-Net positions risk requirement |
Clearing margin given |
Trading counterparty default |
Daily trading flow - Cash trades |
Daily trading flow - Derivative trades |
K-Concentration risk requirement |
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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 |
0220 |
0230 |
0240 |
0250 |
0260 |
0270 |
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