Reports / Templates



K 04.00.a[2023-12-31]EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale (I)
K 04.00.b[2023-12-31]EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale (II)
K 05.00.a[2023-12-31]EU CCR5 – Composition of collateral for CCR exposures (I)
K 05.00.b[2023-12-31]EU CCR5 – Composition of collateral for CCR exposures (II)
K 06.00[2023-12-31]EU CCR6 – Credit derivatives exposures
K 07.00.a[2023-12-31]EU CCR7 – RWEA flow statements of CCR exposures under the IMM (I)
K 08.00[2023-12-31]EU CCR8 – Exposures to CCPs
K 20.01[2023-12-31]EU AE1 - Encumbered and unencumbered assets
K 20.02[2023-12-31]EU AE2 - Collateral received and own debt securities issued
K 20.03[2023-12-31]EU AE3 - Sources of encumbrance
K 26.00.a[2023-12-31]EU CR6 – IRB approach – Credit risk exposures by exposure class and PD range (I)
K 26.00.b[2023-12-31]EU CR6 – IRB approach – Credit risk exposures by exposure class and PD range (II)
K 26.01[2023-12-31]EU CR6-A – Scope of the use of IRB and SA approaches
K 28.00[2023-12-31]EU CR8 – RWEA flow statements of credit risk exposures under the IRB approach
K 29.00[2023-12-31]EU CR9 –IRB approach – Back-testing of PD per exposure class (fixed PD scale)
K 29.01.a[2023-12-31]EU CR9.1 –IRB approach – Back-testing of PD per exposure class (only for PD estimates according to point (f) of Article 180(1) CRR) (I)
K 29.01.b[2023-12-31]EU CR9.1 –IRB approach – Back-testing of PD per exposure class (only for PD estimates according to point (f) of Article 180(1) CRR) (II)
K 30.01[2023-12-31]EU REM1 - Remuneration awarded for the financial year
K 30.02[2023-12-31]EU REM2 - Special payments to staff whose professional activities have a material impact on institutions’ risk profile (identified staff)
K 30.03[2023-12-31]EU REM3 - Deferred remuneration
K 30.04[2023-12-31]EU REM4 - Remuneration of 1 million EUR or more per year
K 30.05.a[2023-12-31]EU REM5 - Information on remuneration of staff whose professional activities have a material impact on institutions’ risk profile (identified staff) (I)
K 30.05.b[2023-12-31]EU REM5 - Information on remuneration of staff whose professional activities have a material impact on institutions’ risk profile (identified staff) (II)
K 41.00[2023-12-31]Template 1 - Banking book- Indicators of potential climate Change transition risk: Credit quality of exposures by sector, emissions and residual maturity
K 42.00.a[2023-12-31]Template 2 - Banking book - Indicators of potential climate change transition risk: Loans collateralised by immovable property - Energy efficiency of the collateral (I)
K 42.00.b[2023-12-31]Template 2 - Banking book - Indicators of potential climate change transition risk: Loans collateralised by immovable property - Energy efficiency of the collateral (II)
K 43.01[2023-12-31]Template 3 - Banking book - Indicators of potential climate change transition risk: Alignment metrics (IAE/NACE codes)
K 43.02[2023-12-31]Template 3 - Banking book - Indicators of potential climate change transition risk: Alignment metrics
K 44.00[2023-12-31]Template 4 - Banking book - Indicators of potential climate change transition risk: Exposures to top 20 carbon-intensive firms
K 45.00.a[2023-12-31]Template 5 - Banking book - Indicators of potential climate change physical risk: Exposures subject to physical risk (I)
K 45.00.b[2023-12-31]Template 5 - Banking book - Indicators of potential climate change physical risk: Exposures subject to physical risk (II)
K 46.00.a[2023-12-31]Template 6 - Summary of GAR KPIs (I)
K 46.00.b[2023-12-31]Template 6 - Summary of GAR KPIs (II)
K 47.00.a[2023-12-31]Template 7 - Mitigating actions: Assets for the calculation of GAR (I)
K 47.00.b[2023-12-31]Template 7 - Mitigating actions: Assets for the calculation of GAR (II)
K 48.00.a[2023-12-31]Template 8 - GAR (%) (I)
K 48.00.b[2023-12-31]Template 8 - GAR (%) (II)
K 48.00.c[2023-12-31]Template 8 - GAR (%) (III)
K 48.00.d[2023-12-31]Template 8 - GAR (%) (IV)
K 48.00.e[2023-12-31]Template 8 - GAR (%) (V)
K 49.01[2023-12-31]Template 9.1 - Mitigating actions: Assets for the calculation of BTAR
K 49.02.a[2023-12-31]Template 9.2 - BTAR % (I)
K 49.02.b[2023-12-31]Template 9.2 - BTAR % (II)
K 49.02.c[2023-12-31]Template 9.2 - BTAR % (III)
K 49.02.d[2023-12-31]Template 9.2 - BTAR % (IV)
K 49.03.a[2023-12-31]Template 9.3 - Summary table - BTAR % (I)
K 49.03.b[2023-12-31]Template 9.3 - Summary table - BTAR % (II)
K 50.00[2023-12-31]Template 10 - Other climate change mitigating actions that are not covered in the EU Taxonomy
K 60.00.a[2023-12-31]EU OV1 – Overview of total risk exposure amounts (I)
K 60.00.b[2023-12-31]EU OV1 – Overview of total risk exposure amounts (II)
K 60.00.c[2023-12-31]EU OV1 – Overview of total risk exposure amounts (III)
K 61.00[2023-12-31]EU KM1 - Key metrics template