Reports / Templates

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 34.02[2021-06-30]CCR exposures by approach (CCR 2)
I 01.00[2021-09-30]Own funds composition
I 01.01[2021-09-30]Own Funds composition (Class 3 IF)
I 02.01[2021-09-30]Own funds requirements
I 02.02[2021-09-30]Capital ratios
I 02.03[2021-09-30]Own Funds requirements (Class 3 IF)
I 02.04[2021-09-30]Capital ratios (Class 3 IF)
I 03.00[2021-09-30]Fixed overheads requirements calculation
I 03.01[2021-09-30]Fixed Overheads requirement calculation (Class 3 IF)
I 04.00[2021-09-30]K-Factor requirement calculations
I 05.00[2021-09-30]Level of activity - Thresholds review
I 06.01[2021-09-30]Assets under management - AUM additional detail
I 06.02[2021-09-30]Average value of total monthly AUM
I 06.03[2021-09-30]Client money held - CMH additional detail
I 06.04[2021-09-30]Average value of total daily CMH
I 06.05[2021-09-30]Assets safeguarded and administered - ASA additional detail
I 06.06[2021-09-30]Average value of total daily ASA
I 06.07[2021-09-30]Client orders handled - COH additional detail
I 06.08[2021-09-30]Average value of total daily COH
I 06.09[2021-09-30]K-Net position risk - K-NPR additional detail
I 06.10[2021-09-30]Clearing Margin given - CMG additional detail
I 06.11[2021-09-30]Trading counterparty default - TCD additional detail
I 06.12[2021-09-30]Daily trading flow - DTF additional detail
I 06.13[2021-09-30]Average value of total daily DTF
I 07.00[2021-09-30]K-CON - additional detail
I 08.01[2021-09-30]Level of concentration risk - Client money held
I 08.02[2021-09-30]Level of concentration risk - Assets seafeguarded and administered
I 08.03[2021-09-30]Level of concentration risk -Total own cash deposited
I 08.04[2021-09-30]Level of concentration risk - Total earnings
I 08.05[2021-09-30]Trading book exposures
I 08.06[2021-09-30]Non-trading book and off-balance sheet items
I 09.00[2021-09-30]Liquidity requirements
I 09.01[2021-09-30]Liquidity requirement (Class 3 IF)
I 11.01[2021-09-30]Own funds composition - Group capital test
I 11.02[2021-09-30]Own funds instruments - Group capital test
I 11.03[2021-09-30]Information on subsidiaries undertakings
I 99.03[2020-07-04]CRR theshold EUR 30bn (CRR Article 4(1)(1b))
I 99.04[2020-07-04]Current requirements
I 99.05[2020-07-04]Own funds composition
i 99.06[2020-07-04]Own funds requirements
I 99.07[2020-07-04]Fixed overheads requirements calculation
I 99.08[2020-07-04]K-Factor requirement calculations
I 99.09[2020-07-04]Identitifed staff (IFD Article 30(4))