Reports / Templates



C 00.01Nature of Report (COREP)
C 01.00CA 1 - Capital Adequacy - Own funds definition
C 02.00CA 2 - Capital Adequacy - Risk Exposure Amounts
C 03.00CA 3 - Capital Adequacy - Ratios
C 04.00CA 4 - Capital Adequacy - Memorandum Items
C 05.01CA 5.01 - Capital Adequacy - Transitional provisions: Summary
C 05.02CA 5.02 - Capital Adequacy - Transitional provisions: Grandfathered instruments constituting State aid
C 06.01GS - Group Solvency - Total
C 06.02GS - Group Solvency
C 07.00.aCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements
C 07.00.bCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit Risk
C 07.00.cCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property
C 07.00.dCR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in default
C 08.01.aCR IRB 1 - Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL
C 08.01.bCR 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 08.02CR 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.aCR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures)
C 09.01.bCR GB 1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in default
C 09.02CR GB 2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures)
C 09.03CR GB 3 - Breakdown of total own funds requirements for credit risk of relevant credit exposures by country
C 09.04CCB - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate
C 10.01CR EQU IRB 1 - Credit risk: Equity - IRB approaches to capital requirements - TOTAL
C 10.02CR EQU IRB 2 - Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor grades
C 11.00CR SETT - Settlement/Delivery risk
C 12.00CR SEC SA - Credit risk: Securitisations - Standardised Approach to own funds requirements
C 13.00CR SEC IRB - Credit risk: Securitisations - IRB Approach to own funds requirements
C 14.00CR SEC Details - Detailed information on securitisations
C 15.00CR IP Losses - Exposures and losses from lending collateralised immovable property
C 16.00.aOPR - Operational risk - Excluding AMA
C 16.00.bOPR - Operational risk - AMA
C 17.00.aOPR Details - Operational risks: Gross losses by business lines and event types in the last year
C 17.00.bOPR Details - Operational risks: Thresholds applied in data collections
C 18.00MKR SA TDI - Market risk: Standardised Approach for traded debt instruments
C 19.00MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations
C 20.00MKR SA CTP - Market risk: Standardised Approach for specific risk in the correlation trading portfolio
C 21.00MKR SA EQU - Market risk: Standardised Approach for position risk in equities
C 22.00MKR SA FX - Market risk: Standardised Approaches for foreign exchange risk
C 23.00MKR SA COM - Market risk: Standardised Approach for position risk in commodities
C 24.00MKR IM 1 - Market risk: Internal models - Total
C 25.00CVA - CVA RISK
C 26.00LE limits - Large exposures limits
C 27.00LE 1 - Identification of the counterparty
C 28.00LE 2 - Exposures in the non-trading and trading book
C 29.00LE 3 - Detail of the exposures to individual clients within groups of connected clients
C 30.00LE 4 - Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entities
C 31.00LE 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 40.00LR1 - Alternative treatment of the Exposure Measure
C 41.00LR2 - On- and off-balance sheet items additional breakdown of exposures
C 42.00LR3 - Alternative definition of capital
C 43.00.aLR4 - Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book
C 43.00.bLR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)
C 43.00.cLR4 - Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)
C 44.00LR5 - General Information
C 47.00LRCalc - Leverage ratio calculation
C 51.00.aLC - Assets - Liquidity Coverage. Liquid assets (I). Total
C 51.00.bLC - Assets - Liquidity Coverage. Liquid assets (II). Total
C 51.00.wLC - Assets - Liquidity Coverage. Liquid assets (I). Significant currencies
C 51.00.xLC - Assets - Liquidity Coverage. Liquid assets (II). Significant currencies
C 52.00.aLC - Outflows - Liquidity Coverage. Outflows (I). Total
C 52.00.bLC - Outflows - Liquidity Coverage. Outflows (II). Total
C 52.00.cLC - Outflows - Liquidity Coverage. Outflows (III). Total
C 52.00.dLC - Outflows - Liquidity Coverage. Outflows (IV). Total
C 52.00.wLC - Outflows - Liquidity Coverage. Outflows (I). Significant currencies
C 52.00.xLC - Outflows - Liquidity Coverage. Outflows (II). Significant currencies
C 52.00.yLC - Outflows - Liquidity Coverage. Outflows (III). Significant currencies
C 52.00.zLC - Outflows - Liquidity Coverage. Outflows (IV). Significant currencies
C 53.00.aLC - Inflows - Liquidity Coverage. Inflows (I). Total
C 53.00.bLC - Inflows - Liquidity Coverage. Inflows (II). Total
C 53.00.cLC - Inflows - Liquidity Coverage. Inflows (III). Total
C 53.00.wLC - Inflows - Liquidity Coverage. Inflows (I). Significant currencies
C 53.00.xLC - Inflows - Liquidity Coverage. Inflows (II). Significant currencies
C 53.00.yLC - Inflows - Liquidity Coverage. Inflows (III). Significant currencies
C 54.00.aLC - Collateral swaps - Liquidity Coverage. Collateral swaps. Total
C 54.00.wLC - Collateral swaps - Liquidity Coverage. Collateral swaps. Significant currencies
C 60.00.aSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Total
C 60.00.bSF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Total
C 60.00.wSF - Items requiring stable funding - Stable funding. Items requiring stable funding (I). Significant currencies
C 60.00.xSF - Items requiring stable funding - Stable funding. Items requiring stable funding (II). Significant currencies
C 61.00.aSF - Items providing stable funding - Stable funding. Items providing stable funding (I). Total
C 61.00.bSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Total
C 61.00.wSF - Items providing stable funding - Stable funding. Items providing stable funding (I). Significant currencies
C 61.00.xSF - Items providing stable funding - Stable funding. Items providing stable funding (II). Significant currencies
C 66.00.aContractual template. Total
C 66.00.bContractual template. Total. Cumulated
C 66.00.wContractual template. Significant currencies
C 66.00.xContractual template. Significant currencies. Cumulated
C 67.00.aConcentration of funding by counterparty. Total
C 67.00.wConcentration of funding by counterparty. Significant currencies
C 68.00.aConcentration of funding by product type. Total
C 68.00.wConcentration of funding by product type. Significant currencies
C 69.00.aPrices for various lengths of funding. Total
C 69.00.wPrices for various lengths of funding. Significant currencies
C 70.00.aRoll-over of funding. Total
C 70.00.wRoll-over of funding. Significant currencies
C 71.00.aConcentration of counterbalancing capacity by issuer/counterparty. Total
C 71.00.wConcentration of counterbalancing capacity by issuer/counterparty. Significant currencies
C 72.00.aLC(DA - Liquidity Coverage . Liquid assets. Total (DA)
C 72.00.wLC(DA - Liquidity Coverage. Liquid assets. Significant currencies (DA)
C 73.00.aLC(DA - Liquidity Coverage. Outflows. Total (DA)
C 73.00.wLC(DA - Liquidity Coverage. Outflows. Significant currencies (DA)
C 74.00.aLC(DA - Liquidity Coverage. Inflows. Total (DA)
C 74.00.wLC(DA - Liquidity Coverage. Inflows. Significant currencies (DA)
C 75.00.aLC(DA - Liquidity Coverage. Collateral swaps. Total (DA)
C 75.00.wLC(DA - Liquidity Coverage. Collateral swaps. Significant currencies (DA)
C 76.00.aLC(DA - Liquidity Coverage. Calculations. Total (DA)
C 76.00.wLC(DA - Liquidity Coverage. Calculations. Significant currencies (DA)