Enumeration | Definition |
---|---|
(-) CET1 instruments of financial sector entities where the institution has a significant investment, net of short positions | As calculated in your published accounts or [COREP CA1 ID1.1.1.24] |
(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities | As calculated in your published accounts or [COREP CA1 ID1.1.1.12] |
(-) IRB shortfall of credit risk adjustments to expected losses | As calculated in your published accounts or [COREP CA1 ID1.1.1.13] |
(-)Defined benefit pension fund assets | As calculated in your published accounts or [COREP CA1 ID1.1.1.14] |
Accumulated other comprehensive income | As calculated in your published accounts or [COREP CA1 ID1.1.1.3] |
Adjustments to CET1 due to prudential filters | As calculated in your published accounts or [COREP CA1 ID1.1.1.9] |
Capital instruments eligible as CET1 capital | As calculated in your published accounts or [COREP CA1 ID1.1.1.1] |
Other deductions | All other common equity tier 1 capital not otherwise specified. Please provide detail of additional material deductions/filters (at CET1 level) applicable at different tiers of capital; specifying the deduction and the amount for each year |
Retained earnings | As calculated in your published accounts or [COREP CA1 ID1.1.1.2] |
Total IFRS9 end point | Total CET1 capital on a end point IFRS9 basis |
Total IFRS9 transitional | Total CET1 capital on a transitional IFRS9 basis. |