Reports / Templates



C 00.01[2013-12-01]Nature of Report (COREP)
C 01.00[2015-06-30]CA 1 - Capital Adequacy - Own funds definition
C 02.00[2020-03-31]CA 2 - Capital Adequacy - Risk Exposure Amounts
C 03.00[2018-12-31]CA 3 - Capital Adequacy - Ratios
C 04.00[2018-12-31]CA 4 - Capital Adequacy - Memorandum Items
C 05.01[2020-03-31]CA 5.01 - Capital Adequacy - Transitional provisions: Summary
C 05.02[2018-03-31]CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid
C 06.01[2018-03-31]GS - Group Solvency - Total
C 06.02[2018-12-31]GS - Group Solvency
C 07.00.a[2020-03-31]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.b[2020-03-31]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk
C 07.00.c[2018-03-31]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.d[2018-03-31]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01.a[2015-06-30]CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01.b[2015-06-30]CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheet
C 08.02[2018-12-31]CR IRB 2 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor grades
C 09.01.a[2018-12-31]CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
C 09.01.b[2018-03-31]CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default
C 09.02[2018-03-31]CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
C 09.03[2015-06-30]CR GB 3 - Breakdown of total own funds requirements for credit risk of relevant credit exposures by country
C 09.04[2020-03-31]CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
C 10.01[2015-06-30]CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 10.02[2013-12-01]CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades
C 11.00[2013-12-01]CR SETT - Settlement/Delivery risk
C 13.01[2020-03-31]CR SEC - (CR SEC) Credit risk: Securitisations
C 14.00[2020-03-31]CR SEC Details - Detailed information on securitisations
C 14.01[2020-03-31]CR SEC Details - (CR SEC Details) Detailed information on securitisations by approach
C 15.00[2018-03-31]CR IP Losses - Exposures and losses from lending collateralised immovable property
C 16.00.a[2013-12-01]OPR - Operational risk - Excluding AMA
C 16.00.b[2015-06-30]OPR - Operational risk - AMA
C 17.01.a[2020-03-31]OPR Details - Operational risks: Gross losses by business lines and event types in the last year
C 17.01.b[2018-03-31]OPR Details - Operational risks: Thresholds applied in data collections
C 17.02[2018-03-31]OPR Losses - (OPR Losses) Operational risks: Large loss events
C 18.00[2018-12-31]MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00[2020-03-31]MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations
C 20.00[2020-03-31]MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 21.00[2018-12-31]MKR SA EQU - Market risk: Standardised Approach for position risk in equities
C 22.00[2018-12-31]MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk
C 23.00[2018-12-31]MKR SA COM - Market risk: Standardised Approach for position risk in commodities
C 24.00[2018-03-31]MKR IM 1 - Market risk: Internal models - Total
C 25.00[2014-09-30]CVA - CVA RISK
C 26.00[2015-06-30]LE limits - Large exposures limits
C 27.00[2013-12-01]LE 1 - Identification of the counterparty
C 28.00[2013-12-01]LE 2 - Exposures in the non-trading and trading book
C 29.00[2013-12-01]LE 3 - Detail of the exposures to individual clients within groups of connected clients
C 30.00[2013-12-01]LE 4 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities
C 31.00[2013-12-01]LE 5 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities: detail of the exposures to individual clients within groups of connected clients
C 32.01[2018-12-31]Prudent valuation. Fair-Valued assets and liabilities
C 32.02.a[2018-12-31]Prudent valuation: Core approach Pre and post diversification
C 32.02.b[2018-12-31]Prudent valuation: Core approach - AVAs assessed to have zero value
C 32.02.c[2018-12-31]Prudent valuation: Core approach Other
C 32.03[2018-12-31]Prudent valuation. Model risk AVA
C 32.04[2018-12-31]Prudent valuation. Concentrated positions AVA
C 33.00.a[2018-12-31]General governments exposures by country of the counterparty and regulatory approach (Gov)
C 33.00.b[2018-03-31]General governments exposures by country of the counterparty and regulatory approach (Gov)
C 40.00[2018-03-31]LR1 - Alternative treatment of the Exposure Measure
C 41.00[2018-03-31]LR2 - On- and off-balance sheet items additional breakdown of exposures
C 42.00[2016-09-30]LR3 - Alternative definition of capital
C 43.00.a[2016-09-30]LR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
C 43.00.b[2016-09-30]LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)
C 43.00.c[2016-09-30]LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 44.00[2016-09-30]LR5 - General Information
C 47.00[2016-09-30]LRCalc - Leverage ratio calculation
C 51.00.a[2013-12-01]LC - Assets - Liquidity Coverage. Liquid assets (I). Total
C 51.00.b[2013-12-01]LC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.w[2018-03-31]LC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00.x[2018-03-31]LC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00.a[2013-12-01]LC - Outflows - Liquidity Coverage. Outflows (I). Total
C 52.00.b[2013-12-01]LC - Outflows - Liquidity Coverage. Outflows (II). Total
C 52.00.c[2013-12-01]LC - Outflows - Liquidity Coverage. Outflows (III). Total
C 52.00.d[2013-12-01]LC - Outflows - Liquidity Coverage. Outflows (IV). Total
C 52.00.w[2018-03-31]LC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies
C 52.00.x[2018-03-31]LC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies
C 52.00.y[2018-03-31]LC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies
C 52.00.z[2018-03-31]LC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies
C 53.00.a[2013-12-01]LC - Inflows - Liquidity Coverage. Inflows (I). Total
C 53.00.b[2013-12-01]LC - Inflows - Liquidity Coverage. Inflows (II). Total
C 53.00.c[2013-12-01]LC - Inflows - Liquidity Coverage. Inflows (III). Total
C 53.00.w[2018-03-31]LC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies
C 53.00.x[2018-03-31]LC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies
C 53.00.y[2018-03-31]LC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies
C 54.00.a[2013-12-01]LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total
C 54.00.w[2018-03-31]LC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies
C 60.00.a[2016-09-30]SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total
C 60.00.b[2013-12-01]SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Total
C 60.00.w[2018-03-31]SF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 60.00.x[2018-03-31]SF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies
C 61.00.a[2018-12-31]SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Total
C 61.00.b[2013-12-01]SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total
C 61.00.w[2018-12-31]SF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies
C 61.00.x[2018-03-31]SF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
C 66.01.a[2018-12-31]Maturity ladder. Total. Overnight and higher maturity.
C 66.01.b[2018-12-31]Maturity ladder. Total. Initial stock.
C 66.01.c[2018-12-31]Maturity ladder. Total. Behavioural flows
C 66.01.w[2018-12-31]Maturity ladder. Significant currencies. Overnight and higher maturity.
C 66.01.x[2018-12-31]Maturity ladder. Significant currencies. Initial stock.
C 66.01.y[2018-12-31]Maturity ladder. Significant currencies. Behavioural flows
C 67.00.a[2020-04-30]Concentration of funding by counterparty. Total
C 67.00.w[2020-04-30]Concentration of funding by counterparty. Significant currencies
C 68.00.a[2018-03-31]Concentration of funding by product type. Total
C 68.00.w[2018-03-31]Concentration of funding by product type. Significant currencies
C 69.00.a[2018-03-31]Prices for various lengths of funding. Total
C 69.00.w[2018-03-31]Prices for various lengths of funding. Significant currencies
C 70.00.a[2018-12-31]Roll-over of funding. Total
C 70.00.w[2018-12-31]Roll-over of funding. Significant currencies
C 71.00.a[2018-03-31]Concentration of counterbalancing capacity by issuer/counterparty. Total
C 71.00.w[2018-03-31]Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies
C 72.00.a[2020-04-30]LC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.w[2020-04-30]LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)
C 73.00.a[2020-04-30]LC(DA - Liquidity Coverage. Outflows. Total (DA)
C 73.00.w[2020-04-30]LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)
C 74.00.a[2020-04-30]LC(DA - Liquidity Coverage. Inflows. Total (DA)
C 74.00.w[2020-04-30]LC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)
C 75.01.a[2020-04-30]LC(DA - Liquidity Coverage. Collateral swaps. Total (DA)
C 75.01.w[2020-04-30]LC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)
C 76.00.a[2020-04-30]LC(DA - Liquidity Coverage. Calculations. Total (DA)
C 76.00.w[2020-04-30]LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)
C 77.00[2020-04-30]Liquidity coverage - Perimeter