Reports / Templates



C 00.01[2021-06-30]Nature of Report (COREP)
C 01.00[2021-06-30]CA 1 - Capital Adequacy - Own funds definition
C 02.00[2021-06-30]CA 2 - Capital Adequacy - Risk Exposure Amounts
C 03.00[2021-06-30]CA 3 - Capital Adequacy - Ratios
C 04.00[2021-06-30]CA 4 - Capital Adequacy - Memorandum Items
C 05.01[2021-06-30]CA 5.01 - Capital Adequacy - Transitional provisions: Summary
C 05.02[2021-06-30]CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid
C 06.01[2021-06-30]GS - Group Solvency - Total
C 06.02[2021-06-30]GS - Group Solvency
C 07.00.a[2021-06-30]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.b[2021-06-30]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[2021-06-30]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.d[2021-06-30]CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01.a[2021-06-30]CR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01.b[2021-06-30]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[2021-06-30]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 08.03[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (CR IRB 3)
C 08.04[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: RWEA flow statements (CR IRB 4)
C 08.05[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD (CR IRB 5)
C 08.05.1.a[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD according to point (f) of article 180(1) (CR IRB 5) (I)
C 08.05.1.b[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD according to point (f) of article 180(1) (CR IRB 5) (II)
C 08.06[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6)
C 08.07[2021-06-30]Credit risk and free deliveries: IRB approach to capital requirements: scope of use of IRB and SA approaches (CR IRB 7)
C 09.01.a[2021-06-30]CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
C 09.01.b[2021-06-30]CR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default
C 09.02[2021-06-30]CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
C 09.04[2021-06-30]CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
C 10.01[2021-06-30]CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 10.02[2021-06-30]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[2021-06-30]CR SETT - Settlement/Delivery risk
C 13.01[2020-03-31]CR SEC - (CR SEC) Credit risk: Securitisations
C 14.00[2021-06-30]CR SEC Details - Detailed information on securitisations
C 14.01[2021-06-30]CR SEC Details - (CR SEC Details) Detailed information on securitisations by approach
C 15.00[2021-06-30]CR IP Losses - Exposures and losses from lending collateralised immovable property
C 16.00.a[2021-06-30]OPR - Operational risk - Excluding AMA
C 16.00.b[2021-06-30]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[2021-06-30]OPR Losses - (OPR Losses) Operational risks: Large loss events
C 18.00[2021-06-30]MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00[2021-06-30]MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations
C 20.00[2021-06-30]MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 21.00[2021-06-30]MKR SA EQU - Market risk: Standardised Approach for position risk in equities
C 22.00[2021-06-30]MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk
C 23.00[2021-06-30]MKR SA COM - Market risk: Standardised Approach for position risk in commodities
C 24.00[2021-06-30]MKR IM 1 - Market risk: Internal models - Total
C 25.00[2021-06-30]CVA - CVA RISK
C 26.00[2021-06-30]LE limits - Large exposures limits
C 27.00[2021-06-30]LE 1 - Identification of the counterparty
C 28.00[2021-06-30]LE 2 - Exposures in the non-trading and trading book
C 29.00[2021-06-30]LE 3 - Detail of the exposures to individual clients within groups of connected clients
C 32.01[2021-06-30]Prudent valuation. Fair-Valued assets and liabilities
C 32.02.a[2021-06-30]Prudent valuation: Core approach Pre and post diversification
C 32.02.b[2021-06-30]Prudent valuation: Core approach - AVAs assessed to have zero value
C 32.02.c[2021-06-30]Prudent valuation: Core approach Other
C 32.03[2021-06-30]Prudent valuation. Model risk AVA
C 32.04[2018-12-31]Prudent valuation. Concentrated positions AVA
C 33.00.a[2021-06-30]General governments exposures by country of the counterparty and regulatory approach (Gov)
C 33.00.b[2021-06-30]General governments exposures by country of the counterparty and regulatory approach (Gov)
C 34.01.a[2021-06-30]Size of the derivative business (CCR 1) (I)
C 34.01.b[2021-06-30]Size of the derivative business (CCR 1) (II)
C 34.02[2021-06-30]CCR exposures by approach (CCR 2)
C 34.03[2021-06-30]CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (CCR 3)
C 34.04[2021-06-30]CCR exposures treated with the original exposure method (OEM) (CCR 4)
C 34.05[2021-06-30]CCR exposures treated with the internal model method (IMM) (CCR 5)
C 34.06[2021-06-30]Top twenty counterparties (CCR 6)
C 34.07[2021-06-30]IRB approach CCR exposures by exposure class and PD scale (CCR 7)
C 34.08.a[2021-06-30]Composition of collateral for CCR exposures (CCR 8) (I)
C 34.08.b[2021-06-30]Composition of collateral for CCR exposures (CCR 8) (II)
C 34.09[2021-06-30]Credit derivatives exposures (CCR 9)
C 34.10[2021-06-30]Exposures to CCPs (CCR 10)
C 34.11[2021-06-30]RWEA flow statements of CCR exposures under the IMM (CCR 11)
C 35.01[2021-06-30]NPE loss coverage: Calculation of deductions for non-performing exposures (NPE LC1)
C 35.02[2021-06-30]NPE loss coverage: Minimum coverage requirements and exposure values of non-performing exposure excluding forborne exposures that fall under article 47c (6) CRR (NPE LC2)
C 35.03[2021-06-30]NPE loss coverage: Minimum coverage requirements and exposure values of non-performing forborne exposures that fall under article 47c (6) CRR (NPE LC3)
C 40.00.a[2021-06-30]LR1 - Alternative treatment of the Exposure Measure (I)
C 40.00.b[2021-06-30]LR1 - Alternative treatment of the Exposure Measure (II)
C 43.00.a[2021-06-30]LR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
C 43.00.b[2021-06-30]LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)
C 43.00.c[2021-06-30]LR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 44.00[2021-06-30]LR5 - General Information
C 47.00[2021-06-30]LRCalc - Leverage ratio calculation
C 48.01[2021-06-30]Leverage ratio volatility: mean value for the reporting period (LR6.1)
C 48.02[2021-06-30]Leverage ratio volatility: daily values for the reporting period (LR6.2)
C 66.01.a[2020-04-30]Maturity ladder. Total. Overnight and higher maturity.
C 66.01.b[2020-04-30]Maturity ladder. Total. Initial stock.
C 66.01.c[2018-12-31]Maturity ladder. Total. Behavioural flows
C 66.01.w[2020-04-30]Maturity ladder. Significant currencies. Overnight and higher maturity.
C 66.01.x[2020-04-30]Maturity ladder. Significant currencies. Initial stock.
C 66.01.y[2018-12-31]Maturity ladder. Significant currencies. Behavioural flows
C 67.00.a[2021-06-30]Concentration of funding by counterparty. Total
C 67.00.w[2021-06-30]Concentration of funding by counterparty. Significant currencies
C 68.00.a[2021-06-30]Concentration of funding by product type. Total
C 68.00.w[2021-06-30]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[2020-04-30]Concentration of counterbalancing capacity by issuer/counterparty. Total
C 71.00.w[2020-04-30]Concentration of counterbalancing capacity by issuer/counterparty. Significant currencies
C 72.00.a[2021-06-30]LC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.w[2021-06-30]LC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)
C 73.00.a[2021-06-30]LC(DA - Liquidity Coverage. Outflows. Total (DA)
C 73.00.w[2021-06-30]LC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)
C 74.00.a[2021-06-30]LC(DA - Liquidity Coverage. Inflows. Total (DA)
C 74.00.w[2021-06-30]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[2021-06-30]LC(DA - Liquidity Coverage. Calculations. Total (DA)
C 76.00.w[2021-06-30]LC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)
C 77.00[2021-06-30]Liquidity coverage - Perimeter
C 80.00.a[2021-06-30]NSFR - Required stable funding (I). Total
C 80.00.b[2021-06-30]NSFR - Required stable funding (II). Total
C 80.00.w[2021-06-30]NSFR - Required stable funding (I). Significant currencies
C 80.00.y[2021-06-30]NSFR - Required stable funding (II). Significant currencies
C 81.00.a[2021-06-30]NSFR - Available stable funding (I). Total
C 81.00.b[2021-06-30]NSFR - Available stable funding (II). Total
C 81.00.w[2021-06-30]NSFR - Available stable funding (I). Significant currencies
C 81.00.y[2021-06-30]NSFR - Available stable funding (II). Significant currencies
C 82.00.a[2021-06-30]NSFR - Simplified required stable funding (I). Total
C 82.00.b[2021-06-30]NSFR - Simplified required stable funding (II). Total
C 82.00.w[2021-06-30]NSFR - Simplified required stable funding (I). Significant currencies
C 82.00.y[2021-06-30]NSFR - Simplified required stable funding (II). Significant currencies
C 83.00.a[2021-06-30]NSFR - Simplified available stable funding
C 83.00.w[2021-06-30]NSFR - Simplified available stable funding. Significant currencies
C 84.00.a[2021-06-30]NSFR - Summary.Total (I)
C 84.00.b[2021-06-30]NSFR - Summary.Total (II)
C 84.00.w[2021-06-30]NSFR - Summary. Significant currencies (I)
C 84.00.y[2021-06-30]NSFR - Summary.Significant currencies (II)
C 90.00[2021-06-30]Trading book and market risk thresholds (TBT)
C 91.00[2021-06-30]Alternative Standardised Approach: Summary (MKR ASA SUM)