| C 00.01 | [2021-06-30] | Nature of Report (COREP) |
| C 01.00 | [2023-06-30] | CA 1 - Capital Adequacy - Own funds definition |
| C 02.00 | [2023-06-30] | CA 2 - Capital Adequacy - Risk Exposure Amounts |
| C 03.00 | [2023-06-30] | CA 3 - Capital Adequacy - Ratios |
| C 04.00 | [2023-06-30] | CA 4 - Capital Adequacy - Memorandum Items |
| C 05.01 | [2023-06-30] | CA 5.01 - Capital Adequacy - Transitional provisions: Summary |
| C 05.02 | [2023-06-30] | 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 | [2023-06-30] | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements |
| C 07.00.b | [2023-06-30] | 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 | [2023-06-30] | CR SA - Credit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on Property |
| C 07.00.d | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | CR SEC - (CR SEC) Credit risk: Securitisations |
| C 14.00 | [2023-06-30] | CR SEC Details - Detailed information on securitisations |
| C 14.01 | [2023-06-30] | 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 | [2023-06-30] | 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 | [2023-06-30] | MKR SA SEC - Market risk: Standardised Approach for specific risk in securitisations |
| C 20.00 | [2023-06-30] | 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 | [2022-12-31] | 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 | [2023-06-30] | Prudent valuation. Fair-Valued assets and liabilities |
| C 32.02.a | [2023-06-30] | Prudent valuation: Core approach – Pre and post diversification |
| C 32.02.b | [2023-06-30] | Prudent valuation: Core approach - AVAs assessed to have zero value |
| C 32.02.c | [2023-06-30] | 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 | [2023-06-30] | Size of the derivative business (CCR 1) (II) |
| C 34.02 | [2023-06-30] | 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 | [2023-06-30] | CCR exposures treated with the original exposure method (OEM) (CCR 4) |
| C 34.05 | [2023-06-30] | CCR exposures treated with the internal model method (IMM) (CCR 5) |
| C 34.06 | [2023-06-30] | Top twenty counterparties (CCR 6) |
| C 34.07 | [2023-06-30] | 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 | [2023-06-30] | Maturity ladder. Total. Overnight and higher maturity. |
| C 66.01.b | [2023-06-30] | Maturity ladder. Total. Initial stock. |
| C 66.01.c | [2023-06-30] | Maturity ladder. Total. Behavioural flows |
| C 66.01.w | [2023-06-30] | Maturity ladder. Significant currencies. Overnight and higher maturity. |
| C 66.01.x | [2023-06-30] | Maturity ladder. Significant currencies. Initial stock. |
| C 66.01.y | [2023-06-30] | Maturity ladder. Significant currencies. Behavioural flows |
| C 67.00.a | [2023-06-30] | Concentration of funding by counterparty. Total |
| C 67.00.w | [2023-06-30] | Concentration of funding by counterparty. Significant currencies |
| C 68.00.a | [2023-06-30] | Concentration of funding by product type. Total |
| C 68.00.w | [2023-06-30] | Concentration of funding by product type. Significant currencies |
| C 69.00.a | [2023-06-30] | Prices for various lengths of funding. Total |
| C 69.00.w | [2023-06-30] | Prices for various lengths of funding. Significant currencies |
| C 70.00.a | [2023-06-30] | Roll-over of funding. Total |
| C 70.00.w | [2023-06-30] | Roll-over of funding. Significant currencies |
| C 71.00.a | [2023-06-30] | Concentration of counterbalancing capacity by issuer/counterparty. Total |
| C 71.00.w | [2023-06-30] | 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 | [2022-12-31] | 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 | [2022-12-31] | NSFR - Required stable funding (I). Total |
| C 80.00.b | [2022-12-31] | NSFR - Required stable funding (II). Total |
| C 80.00.c | [2022-12-31] | NSFR - Required stable funding (III). Total |
| C 80.00.w | [2022-12-31] | NSFR - Required stable funding (I). Significant currencies |
| C 80.00.x | [2022-12-31] | NSFR - Required stable funding (III). Significant currencies |
| C 80.00.y | [2022-12-31] | NSFR - Required stable funding (II). Significant currencies |
| C 81.00.a | [2022-12-31] | NSFR - Available stable funding (I). Total |
| C 81.00.b | [2022-12-31] | NSFR - Available stable funding (II). Total |
| C 81.00.c | [2022-12-31] | NSFR - Available stable funding (III). Total |
| C 81.00.w | [2022-12-31] | NSFR - Available stable funding (I). Significant currencies |
| C 81.00.x | [2022-12-31] | NSFR - Available stable funding (III). Significant currencies |
| C 81.00.y | [2022-12-31] | NSFR - Available stable funding (II). Significant currencies |
| C 82.00.a | [2022-12-31] | NSFR - Simplified required stable funding (I). Total |
| C 82.00.b | [2022-12-31] | NSFR - Simplified required stable funding (II). Total |
| C 82.00.c | [2022-12-31] | NSFR - Simplified required stable funding (III). Total |
| C 82.00.w | [2022-12-31] | NSFR - Simplified required stable funding (I). Significant currencies |
| C 82.00.x | [2022-12-31] | NSFR - Simplified required stable funding (III). Significant currencies |
| C 82.00.y | [2022-12-31] | NSFR - Simplified required stable funding (II). Significant currencies |
| C 83.00.a | [2022-12-31] | NSFR - Simplified available stable funding |
| C 83.00.b | [2022-12-31] | NSFR - Simplified available stable funding (III) |
| C 83.00.c | [2022-12-31] | NSFR - Simplified available stable funding (II) |
| C 83.00.w | [2022-12-31] | NSFR - Simplified available stable funding. Significant currencies |
| C 83.00.x | [2022-12-31] | NSFR - Simplified available stable funding (II). Significant currencies |
| C 83.00.y | [2022-12-31] | NSFR - Simplified available stable funding (III). Significant currencies |
| C 84.00.a | [2022-12-31] | NSFR - Summary.Total (I) |
| C 84.00.b | [2022-12-31] | NSFR - Summary.Total (II) |
| C 84.00.c | [2022-12-31] | NSFR - Summary.Total (III) |
| C 84.00.d | [2022-12-31] | NSFR - Summary.Total (IV) |
| C 84.00.e | [2022-12-31] | NSFR - Summary.Total (V) |
| C 84.00.v | [2022-12-31] | NSFR - Summary.Significant currencies (V) |
| C 84.00.w | [2022-12-31] | NSFR - Summary.Significant currencies (I) |
| C 84.00.x | [2022-12-31] | NSFR - Summary.Significant currencies (III) |
| C 84.00.y | [2022-12-31] | NSFR - Summary.Significant currencies (II) |
| C 84.00.z | [2022-12-31] | NSFR - Summary.Significant currencies (IV) |
| 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) |