201801 StressTestTemplates[Capital_and_leverage]
Capitalresultsitemlevel1 | Capitalresultsitemlevel2 | Capitalresultsitemlevel3 |
---|---|---|
Capital requirements | Pillar 1 RWAs | |
Capital requirements | Pillar 1 capital requirements | |
Capital requirements | Pillar 2a (including pension and other static add-ons) | |
Capital requirements | Total capital requirements (Pillar 1 + Pillar 2A) | |
Capital requirements | Basel 1 floor (if applicable) | |
Capital resources | Common equity tier 1 capital | Total IFRS9 transitional |
Capital resources | Common equity tier 1 capital | Total IFRS9 end point |
Capital resources | Common equity tier 1 capital | Capital instruments eligible as CET1 capital |
Capital resources | Common equity tier 1 capital | Retained earnings |
Capital resources | Common equity tier 1 capital | Accumulated other comprehensive income |
Capital resources | Common equity tier 1 capital | Adjustments to CET1 due to prudential filters |
Capital resources | Common equity tier 1 capital | Other deductions |
Capital resources | Common equity tier 1 capital | (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities |
Capital resources | Common equity tier 1 capital | (-) IRB shortfall of credit risk adjustments to expected losses |
Capital resources | Common equity tier 1 capital | (-)Defined benefit pension fund assets |
Capital resources | Common equity tier 1 capital | (-) CET1 instruments of financial sector entities where the institution has a significant investment, net of short positions |
Capital resources | Additional tier 1 capital | |
Capital resources | Tier 1 capital | |
Capital resources | Tier 2 capital | |
Capital resources | Total capital resources | |
Capital resources | CET1 surplus/deficit (over CET1 capital requirement) | |
Capital resources | Total capital surplus/deficit (over total capital requirement) | |
Capital ratios | CET1 capital ratio | |
Capital ratios | Tier 1 capital ratio | |
Capital ratios | Total capital ratio | |
Leverage | Tier 1 capital for leverage ratio | |
Leverage | Total leverage ratio exposure | |
Leverage | Leverage ratio |