Enumeration | Definition |
---|---|
(-) Additional deductions of AT1 Capital due to Article 3 CRR | COREP CA1 ID1.1.2.11 |
(-) Additional deductions of CET1 Capital due to Article 3 CRR | COREP CA1 ID1.1.1.27 |
(-) Additional deductions of T2 Capital due to Article 3 CRR | COREP CA1 ID1.2.12 |
(-) Amount exceeding the 17.65% threshold | COREP CA1 ID1.1.1.25 |
(-) AT1 instruments of financial sector entities where the institution does not have a significant investment | COREP CA1 ID1.1.2.6 |
(-) AT1 instruments of financial sector entities where the institution has a significant investment | COREP CA1 ID1.1.2.7 |
(-) CET1 instruments of financial sector entities where the institution does not have a significant investment | COREP CA1 ID1.1.1.22 |
(-) CET1 instruments of financial sector entities where the institution has a significant investment | COREP CA1 ID1.1.1.24 |
(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences | COREP CA1 ID1.1.1.23 |
(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities | COREP CA1 ID1.1.1.12 |
(-) Equity exposures under an internal models approach which can alternatively be subject to a 1250% risk weight | COREP CA1 ID1.1.1.21 |
(-) Excess of deduction from AT1 items over AT1 Capital | COREP CA1 ID1.1.1.16 |
(-) Excess of deduction from T2 items over T2 Capital | COREP CA1 ID1.1.2.8 |
(-) Free deliveries which can alternatively be subject to a 1250% risk weight | COREP CA1 ID1.1.1.19 |
(-) Goodwill | COREP CA1 ID1.1.1.10 |
(-) IRB shortfall of credit risk adjustments to expected losses | COREP CA1 ID1.1.1.13 |
(-) Other intangible assets | COREP CA1 ID1.1.1.11 |
(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1250% risk weight | COREP CA1 ID1.1.1.20 |
(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1250% risk weight | COREP CA1 ID1.1.1.17 |
(-) Reciprocal cross holdings in AT1 Capital | COREP CA1 ID1.1.2.5 |
(-) Reciprocal cross holdings in CET1 Capital | COREP CA1 ID1.1.1.15 |
(-) Reciprocal cross holdings in T2 Capital | COREP CA1 ID1.2.7 |
(-) Securitisation positions which can alternatively be subject to a 1250% risk weight | COREP CA1 ID1.1.1.18 |
(-) T2 instruments of financial sector entities where the institution does not have a significant investment | COREP CA1 ID1.2.8 |
(-) T2 instruments of financial sector entities where the institution has a significant investment | COREP CA1 ID1.2.9 |
(-)Defined benefit pension fund assets | COREP CA1 ID 1.1.1.14 |
10% CET1 threshold | COREP CA4 ID9 |
17.65% CET1 threshold | COREP CA4 ID10 |
Accumulated other comprehensive income | COREP CA1 ID1.1.1.3 |
Additional Tier 1 Capital | COREP CA1 ID1.1.2 |
Adjustments to CET1 due to prudential filters | COREP CA1 ID1.1.1.9 |
Adjustments to total own funds | |
AT1 capital elements or deductions - other | COREP CA1 ID1.1.2.12 |
Capital instruments and subordinated loans eligible as T2 Capital | COREP CA1 ID1.2.1 |
Capital instruments eligible as AT1 Capital | COREP CA1 ID1.1.2.1 |
Capital instruments eligible as CET1 Capital | COREP CA1 ID1.1.1.1 |
CET1 capital elements or deductions - other | COREP CA1 ID1.1.1.28 |
Common Equity Tier 1 Capital | COREP CA1 ID1.1.1 |
Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and arise from temporary differences | COREP CA4 ID2.2.2 |
Deductible deferred tax liabilities associated with deferred tax assets that rely on future profitability and do not arise from temporary differences | COREP CA4 ID2.2.1 |
Deferred tax assets that do not rely on future profitability | COREP CA4 ID1.1 |
Deferred tax assets that rely on future profitability and arise from temporary differences | COREP CA4 ID1.3 |
Deferred tax assets that rely on future profitability and do not arise from temporary differences | COREP CA4 ID1.2 |
Deferred tax liabilities deductible from deferred tax assets that rely on future profitability | COREP CA4 ID2.2 |
Deferred tax liabilities non deductible from deferred tax assets that rely on future profitability | COREP CA4 ID2.1 |
Eligible capital for the purposes of qualifying holdings outside the financial sector and large exposures | COREP CA4 ID11 |
Excess of deduction from AT1 items over AT1 Capital (deducted in CET1) | COREP CA1 ID1.1.2.10 |
Excess of deduction from T2 items over T2 Capital (deducted in AT1) | COREP CA1 ID1.2.11 |
Funds for general banking risk | COREP CA1 ID1.1.1.5 |
Holdings of AT1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | COREP CA4 ID13 |
Holdings of AT1 capital of financial sector entities where the institution has a significant investment, net of short positions | COREP CA4 ID16 |
Holdings of CET1 capital of financial sector entities where the institution does not have a significant investment, net of short positions | COREP CA4 ID12 |
Holdings of CET1 capital of financial sector entities where the institution has a significant investment, net of short positions | COREP CA4 ID15 |
Holdings of T2 capital of financial sector entities where the institution does not have a significant investment, net of short positions | COREP CA4 ID14 |
Holdings of T2 capital of financial sector entities where the institution has a significant investment, net of short positions | COREP CA4 ID17 |
Holdings on AT1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | COREP CA4 ID23 |
Holdings on AT1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | COREP CA4 ID24 |
Holdings on CET1 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | COREP CA4 ID21 |
Holdings on CET1 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | COREP CA4 ID22 |
Holdings on T2 Capital Instruments of financial sector entities where the institution does not have a significant investment temporary waived | COREP CA4 ID25 |
Holdings on T2 Capital Instruments of financial sector entities where the institution has a significant investment temporary waived | COREP CA4 ID26 |
Initial capital | COREP CA4 ID29 |
Instruments issued by subsidiaries that are given recognition in AT1 Capital | COREP CA1 ID1.1.2.3 |
Instruments issued by subsidiaries that are given recognition in T2 Capital | COREP CA1 ID1.2.3 |
IRB excess (+) or shortfall (-) of credit risk adjustments, additional value adjustments and other own funds reductions to expected losses for non defaulted exposures | COREP CA4 ID3 |
IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures | COREP CA4 ID4 |
IRB Excess of provisions over expected losses eligible | COREP CA1 ID1.2.5 |
Minority interest given recognition in CET1 capital | COREP CA1 ID1.1.1.7 |
Non-domestic original exposures | COREP CA4 ID31 |
Other reserves | COREP CA1 ID1.1.1.4 |
Other transitional adjustments to AT1 Capital | COREP CA1 ID1.1.2.9 |
Other transitional adjustments to CET1 Capital | COREP CA1 ID1.1.1.26 |
Other transitional adjustments to T2 Capital | COREP CA1 ID1.2.10 |
Own Funds | COREP CA1 ID1 |
Own funds based on Fixed Overheads | COREP CA4 ID30 |
Own funds fully adjusted for Basel I floor | |
Own funds requirements for Basel I floor | |
Own funds requirements for Basel I floor - SA alternative | |
Own funds requirements related to Pillar II adjustments | COREP CA4 ID28 |
Retained earnings | COREP CA1 ID1.1.1.2 |
Risk weighted exposure amounts for calculating the cap to the excess of provision eligible as T2 | COREP CA4 ID5 |
Risk weighted exposure amounts for calculating the cap to the provision eligible as T2 | COREP CA4 ID7 |
Risk weighted exposures of AT1 holdings in financial sector entities which are not deducted from the institution's AT1 capital | COREP CA4 ID19 |
Risk weighted exposures of CET1 holdings in financial sector entities which are not deducted from the institution's CET1 capital | COREP CA4 ID18 |
Risk weighted exposures of T2 holdings in financial sector entities which are not deducted from the institution's T2 capital | COREP CA4 ID20 |
SA General credit risk adjustments | COREP CA1 ID1.2.6 |
T2 capital elements or deductions - other | COREP CA1 ID1.2.13 |
Threshold non deductible of holdings in financial sector entities where an institution does not have a significant investment | COREP CA4 ID8 |
Tier 1 Capital | COREP CA1 ID1.1 |
Tier 2 Capital | COREP CA1 ID1.2 |
Total deferred tax assets | COREP CA4 ID1 |
Total deferred tax liabilities | COREP CA4 ID2 |
Total gross provisions eligible for inclusion in T2 capital | COREP CA4 ID6 |
Total original exposures | COREP CA4 ID32 |
Total transitional adjustments included in RWAs | |
Transitional adjustments due to additional minority interests | COREP CA1 ID1.1.1.8 |
Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries | COREP CA1 ID1.1.2.4 |
Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries | COREP CA1 ID1.2.4 |
Transitional adjustments due to grandfathered AT1 Capital instruments | COREP CA1 ID1.1.2.2 |
Transitional adjustments due to grandfathered CET1 Capital instruments | COREP CA1 ID1.1.1.6 |
Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans | COREP CA1 ID1.2.2 |
Transitional adjustments to CET1 due to unrealised gains |