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srb_tf_04.d - Section D. ‘Additional risk indicators to be determined by the resolution authority’ pillar

Value
1
Additional risk indicator D.i) Trading activities, expressed as Risk exposure amount for market risk on traded debt instruments and equity out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Risk exposure amount for market risk on traded debt instruments and equity, at the reporting level selected in Field ID 4A94D1
concepteba_met:mi235y
eba_dim:BASeba_BA:x9y
eba_dim:MCYsrb_eba_MC:x7y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D2
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
b) Divided by CET1 Capital (automatic - not to fill in)4D3
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
c) Divided by Total Assets (automatic - not to fill in)4D4
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x7y
Additional risk indicator D.i) Off-balance sheet nominal amount out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Total off-balance sheet nominal amount, at the reporting level selected in Field ID 4A94D5
concepteba_met:mi287y
eba_dim:BASeba_BA:x10y
eba_dim:MCYeba_MC:x176y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D6
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
b) Divided by CET1 Capital (automatic - not to fill in)4D7
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
c) Divided by Total Assets (automatic - not to fill in)4D8
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYeba_MC:x176y
Additional risk indicator D.i) Total derivative exposures out of: a) Total Risk Exposure, b) CET1 Capital and c) Total Assets
Total derivative exposure, at the reporting level selected in Field ID 4A94D9
concepteba_met:mi119y
eba_dim:BASeba_BA:x9y
eba_dim:MCYeba_MC:x99y
Of which: derivatives cleared through a central counterparty (CCP), at the reporting level selected above4D10
concepteba_met:mi119y
eba_dim:BASeba_BA:x9y
eba_dim:MCYsrb_eba_MC:x8y
a) Divided by Total Risk Exposure (automatic - not to fill in)4D11
conceptsrb_met:pi19y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
b) Divided by CET1 Capital (automatic - not to fill in)4D12
conceptsrb_met:pi20y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
c) Divided by Total Assets (automatic - not to fill in)4D13
conceptsrb_met:pi21y
eba_dim:BASeba_BA:x17y
eba_dim:MCYsrb_eba_MC:x8y
Additional risk indicator D.ii) Membership in an Institutional Protection Scheme (IPS)
Is the institution member of an ‘Institutional Protection Scheme’ (IPS)? (automatic - not to fill in)1C3
conceptsrb_met:ei10y
eba_dim:BASeba_BA:x17y
eba_dim:RPReba_RP:x26y
Has the competent authority granted the permission referred to in Article 113(7) of the CRR? (automatic - not to fill in)1C4
conceptsrb_met:ei11y
eba_dim:BASeba_BA:x17y
srb_dim:CAPsrb_PM:x1y
Name of the IPS (only if Yes above)4D14
conceptsrb_met:si22y
eba_dim:BASeba_BA:x17y
eba_dim:RPReba_RP:x26y
Additional risk indicator D.iii) Extent of previous extraordinary public financial support
Does the institution meet the three conditions specified for this field (see definitions & guidance) at the reference date?4D17
conceptsrb_met:ei10y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x4y
For institutions that are part of a group: Name of the EU parent (to fill in even if 'No' above)4D18
concepteba_met:si168y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x3y
For institutions that are part of a group: LEI code of the EU parent (to fill in even if 'No' above)4D19
concepteba_met:si288y
eba_dim:BASeba_BA:x17y
eba_dim:RPRsrb_eba_RP:x3y

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