Overview of risk management and RWA | KM1 | Key metrics (at consolidated group level) | Fixed | Quarterly |
OVA | Bank risk management approach | Flexible | Annual |
OV1 | Overview of RWA | Fixed | Quarterly |
Linkages between financial statements and regulatory exposures | LI1 | Differences between accounting and regulatory scopes of consolidation and mapping of financial statement categories with regulatory risk categories | Flexible | Annual |
LI2 | Main sources of differences between regulatory exposure amounts and carrying values in financial statements | Flexible | Annual |
LIA | Explanations of differences between accounting and regulatory exposure amounts | Flexible | Annual |
Prudential valuation adjustments | PV1 | Prudent valuation adjustments | Fixed | Annual |
Composition of capital | CC1 | Composition of regulatory capital | Fixed | Semi-annual |
CC2 | Reconciliation of regulatory capital to balance sheet | Flexible | Semi-annual |
CCA | Main features of regulatory capital instruments | Fixed | Semi-annual |
Macroprudential Supervisory measures | CCyB1 | Geographical distribution of credit exposures used in the countercyclical buffer | Flexible | Semi-annual |
LR1 | Summary comparison of accounting assets vs leverage ratio exposure measure (January 2014 standards) | Fixed | Quarterly |
Leverage ratio | LR2 | Leverage ratio common disclosure template (January 2014 standards) | Fixed | Quarterly |
LIQA | Liquidity risk management | Flexible | Annual |
Liquidity | LIQ1 | Liquidity Coverage Ratio | Fixed | Quarterly |
LIQ2 | Net Stable Funding Ratio | Fixed | Semi-annual |
CRA | General qualitative information about credit risk | Flexible | Annual |
Credit risk | CR1 | Credit quality of assets | Fixed | Semi-annual |
CR2 | Changes in the stock of defaulted loans and debt securities | Fixed | Semi-annual |
CRB | Additional disclosure related to credit quality of assets | Flexible | Annual |
CRC | Qualitative information on the mitigation of credit risk | Flexible | Annual |
CR3 | Credit risk mitigation techniques – overview | Fixed | Semi-annual |
CRD | Qualitative disclosures on banks' use of external credit ratings under the standardised approach for credit risk | Flexible | Annual |
CR4 | Standardised approach - credit risk exposure and CRM effects | Fixed | Semi-annual |
CR5 | Standardised approach - exposures by asset classes and risk weights | Fixed | Semi-annual |
CCRA | Qualitative disclosure related to CCR | Flexible | Annual |
Counterparty credit risk (CCR) | CCR1 | Analysis of CCR by approach | Fixed | Semi-annual |
CCR2 | Credit valuation adjustment capital charge | Fixed | Semi-annual |
CCR3 | Standardised approach - CCR exposures by regulatory portfolio and risk weights | Fixed | Semi-annual |
CCR5 | Composition of collateral for CCR exposure | Flexible | Semi-annual |
CCR6 | Credit derivatives exposures | Flexible | Semi-annual |
CCR8 | Exposures to central counterparties | Fixed | Semi-annual |
SECA | Qualitative disclosures related to securitisation exposures | Flexible | Annual |
Securitisation | SEC1 | Securitisation exposures in the banking book | Flexible | Semi-annual |
SEC2 | Securitisation exposures in the trading book | Flexible | Semi-annual |
SEC3 | Securitisation exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor | Fixed | Semi-annual |
SEC4 | Securitisation exposures in the trading book and associated capital requirements - bank acting as investor | Fixed | Semi-annual |
MRA | General qualitative disclosure requirements related to market risk | Flexible | Annual |
Market risk | MR1 | Market risk under the standardised approach | Fixed | Semi-annual |
IRRBBA | IRRBB risk management objectives and policies | Flexible | Annual |
Interest rate risk in the banking book (IRRBB) | IRRBB1 | Quantitative information on IRRBB | Fixed | Annual |
OR1 | Qualitative disclosures on operational risk | Flexible | Annual |
Operational risk | REMA | Remuneration policy | Flexible | Annual |
Remuneration Policy | REM1 | Remuneration awarded during the financial year | Flexible | Annual |
REM2 | Special payments | Flexible | Annual |
REM3 | Deferred remuneration | Flexible | Annual |
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