| C 101.00 | [2022-09-30] | Details on exposures in Low Default Portfolios by counterparty |
| C 102.00 | [2022-09-30] | Details on exposures in Low Default Portfolios |
| C 103.00 | [2022-09-30] | Details on exposures in High Default Portfolios |
| C 105.01 | [2022-09-30] | Definition of internal models |
| C 105.02 | [2022-09-30] | Mapping of internal models to portfolios |
| C 105.03 | [2020-09-30] | Mapping of internal models to countries |
| C 106.00 | [2020-09-30] | Initial Market Valuation and exclusion justification |
| C 106.01 | [2022-09-30] | Risk sensitivities by Instrument |
| C 107.01.a | [2020-09-30] | VaR, SVaR and PV. Details |
| C 107.01.b | [2020-09-30] | VaR, SVaR and PV. Details.Comments |
| C 107.02 | [2020-09-30] | VaR and SVaR non-CTP. Base currency results |
| C 108.00 | [2020-09-30] | One year profit & loss VaR non-CTP |
| C 109.01.a | [2020-09-30] | IRC. Details of the model |
| C 109.01.b | [2020-09-30] | IRC. Details of the model. Comments |
| C 109.02.a | [2020-09-30] | IRC. Details by portfolio (I) |
| C 109.02.b | [2020-09-30] | IRC. Details by portfolio (II) |
| C 109.03 | [2020-09-30] | IRC. Amount by portfolio/date |
| C 110.01.a | [2020-09-30] | CT. Details of the model |
| C 110.01.b | [2020-09-30] | CT. Details of the model. Comments |
| C 110.02.a | [2020-09-30] | CT. Details by portfolio (I) |
| C 110.02.b | [2020-09-30] | CT. Details by portfolio (II) |
| C 110.03 | [2020-09-30] | CT. APR by portfolio/date |
| C 111.00 | [2021-09-30] | Details on exposures in Low Default Portfolios by counterparty |
| C 112.00 | [2020-09-30] | Details on exposures in Low Default Portfolios by counterparty by economic scenario |
| C 113.00 | [2020-09-30] | Details on exposures in Low Default Portfolios by counterparty by facility |
| C 114.00 | [2021-09-30] | Details on macroeconomic scenarios per country |
| C 120.01 | [2022-09-30] | SBM. Risk sensitivities by Instrument/Portfolio |
| C 120.02 | [2021-09-30] | SBM. OFR Composition by Portfolio |
| C 120.03 | [2021-09-30] | SBM. OFR |
| S 00.01 | [2020-09-30] | Nature of Report (SBP) |