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COREP 2017-A

TOCTable of ContentsCOREP 2017-AC 00.01Nature of Report (COREP)C 01.00Capital Adequacy - Own funds definitionC 02.00Capital Adequacy - Risk Exposure AmountsC 03.00Capital Adequacy - RatiosC 04.00Capital Adequacy - Memorandum ItemsC 05.01Capital Adequacy - Transitional provisions: SummaryC 05.02Capital Adequacy - Transitional provisions: Grandfathered instruments not constituting State aidC 06.01Group Solvency - TotalC 06.02Group SolvencyC 07.00.aCredit and counterparty credit risks and free deliveries: Standardised Approach to capital requirementsC 07.00.bCredit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Of which: Arising from Counterparty Credit RiskC 07.00.cCredit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - Secured on PropertyC 07.00.dCredit and counterparty credit risks and free deliveries: Standardised Approach to capital requirements - Memorandum items - in defaultC 08.01.aCredit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTALC 08.01.bCredit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - TOTAL - Of which arising from counterparty credit risk and off balance sheetC 08.02Credit and counterparty credit risks and free deliveries: IRB Approach to capital requirements - Breakdown of exposures assigned to obligor grades or pools by obligor gradesC 09.01.aGeographical breakdown of exposures by residence of the obligor (SA exposures)C 09.01.bGeographical breakdown of exposures by residence of the obligor (SA exposures) - Exposures in defaultC 09.02Geographical breakdown of exposures by residence of the obligor (IRB exposures)C 09.04Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rateC 10.01Credit risk: Equity - IRB approaches to capital requirements - TOTALC 10.02Credit risk: Equity - IRB approaches to capital requirements - Breakdown of total exposures under the PD/LGD Approach by obligor gradesC 11.00Settlement/Delivery riskC 12.00.aCredit risk: Securitisations - Standardised Approach to own funds requirementsC 12.00.bCredit risk: Securitisations - Standardised Approach to own funds requirementsC 13.00.aCredit risk: Securitisations - IRB Approach to own funds requirementsC 13.00.bCredit risk: Securitisations - IRB Approach to own funds requirementsC 14.00Detailed information on securitisationsC 15.00Exposures and losses from lending collateralised immovable propertyC 16.00.aOperational risk - Excluding AMAC 16.00.bOperational risk - AMAC 17.01.aOperational risk: Losses and recoveries by business lines and event types in the last yearC 17.01.bOperational risk: Thresholds applied in data collectionsC 17.02Operational risk: Large loss eventsC 18.00Market risk: Standardised Approach for traded debt instrumentsC 19.00Market risk: Standardised Approach for specific risk in securitisationsC 20.00Market risk: Standardised Approach for specific risk in the correlation trading portfolioC 21.00Market risk: Standardised Approach for position risk in equitiesC 22.00Market risk: Standardised Approaches for foreign exchange riskC 23.00Market risk: Standardised Approach for position risk in commoditiesC 24.00Market risk: Internal models - TotalC 25.00CVA RISKC 26.00Large exposures limitsC 27.00Identification of the counterpartyC 28.00Exposures in the non-trading and trading bookC 29.00Detail of the exposures to individual clients within groups of connected clientsC 30.00Maturity buckets of the 10 largest exposures to institutions and the 10 largest exposures to unregulated financial entitiesC 31.00Maturity 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 clientsC 33.00.aGeneral governments exposures by country of the counterparty and regulatory approach (Gov)C 33.00.bGeneral governments exposures by country of the counterparty and regulatory approach (Gov)C 40.00Alternative treatment of the Exposure MeasureC 41.00On- and off-balance sheet items additional breakdown of exposuresC 42.00Alternative definition of capitalC 43.00.aBreakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading bookC 43.00.bBreakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)C 43.00.cBreakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)C 44.00General InformationC 47.00Leverage ratio calculationC 51.00.aLiquidity Coverage. Liquid assets (I). TotalC 51.00.bLiquidity Coverage. Liquid assets (II). TotalC 51.00.wLiquidity Coverage. Liquid assets (I). Significant currenciesC 51.00.xLiquidity Coverage. Liquid assets (II). Significant currenciesC 52.00.aLiquidity Coverage. Outflows (I). TotalC 52.00.bLiquidity Coverage. Outflows (II). TotalC 52.00.cLiquidity Coverage. Outflows (III). TotalC 52.00.dLiquidity Coverage. Outflows (IV). TotalC 52.00.wLiquidity Coverage. Outflows (I). Significant currenciesC 52.00.xLiquidity Coverage. Outflows (II). Significant currenciesC 52.00.yLiquidity Coverage. Outflows (III). Significant currenciesC 52.00.zLiquidity Coverage. Outflows (IV). Significant currenciesC 53.00.aLiquidity Coverage. Inflows (I). TotalC 53.00.bLiquidity Coverage. Inflows (II). TotalC 53.00.cLiquidity Coverage. Inflows (III). TotalC 53.00.wLiquidity Coverage. Inflows (I). Significant currenciesC 53.00.xLiquidity Coverage. Inflows (II). Significant currenciesC 53.00.yLiquidity Coverage. Inflows (III). Significant currenciesC 54.00.aLiquidity Coverage. Collateral swaps. TotalC 54.00.wLiquidity Coverage. Collateral swaps. Significant currenciesC 60.00.aStable funding. Items requiring stable funding (I). TotalC 60.00.bStable funding. Items requiring stable funding (II). TotalC 60.00.wStable funding. Items requiring stable funding (I). Significant currenciesC 60.00.xStable funding. Items requiring stable funding (II). Significant currenciesC 61.00.aStable funding. Items providing stable funding (I). TotalC 61.00.bStable funding. Items providing stable funding (II). TotalC 61.00.wStable funding. Items providing stable funding (I). Significant currenciesC 61.00.xStable funding. Items providing stable funding (II). Significant currenciesC 66.01.aMaturity ladder. Total. Overnight and higher maturityC 66.01.bMaturity ladder. Total. Initial stockC 66.01.cMaturity ladder. Total. Behavioural flowsC 66.01.wMaturity ladder. Significant currencies. Overnight and higher maturityC 66.01.xMaturity ladder. Significant currencies. Initial stockC 66.01.yMaturity ladder. Significant currencies. Behavioural flowsC 67.00.aConcentration of funding by counterparty. TotalC 67.00.wConcentration of funding by counterparty. Significant currenciesC 68.00.aConcentration of funding by product type. TotalC 68.00.wConcentration of funding by product type. Significant currenciesC 69.00.aPrices for various lengths of funding. TotalC 69.00.wPrices for various lengths of funding. Significant currenciesC 70.00.aRoll-over of funding. TotalC 70.00.wRoll-over of funding. Significant currenciesC 71.00.aConcentration of counterbalancing capacity by counterparty. TotalC 71.00.wConcentration of counterbalancing capacity by counterparty. Significant currenciesC 72.00.aLiquidity Coverage . Liquid assets. Total (DA)C 72.00.wLiquidity Coverage. Liquid assets. Significant currencies (DA)C 73.00.aLiquidity Coverage. Outflows. Total (DA)C 73.00.wLiquidity Coverage. Outflows. Significant currencies (DA)C 74.00.aLiquidity Coverage. Inflows. Total (DA)C 74.00.wLiquidity Coverage. Inflows. Significant currencies (DA)C 75.00.aLiquidity Coverage. Collateral swaps. Total (DA)C 75.00.wLiquidity Coverage. Collateral swaps. Significant currencies (DA)C 76.00.aLiquidity Coverage. Calculations. Total (DA)C 76.00.wLiquidity Coverage. Calculations. Significant currencies (DA)

C 00.01C 00.01 - Nature of Report (COREP)ColumnsMetric(BAS:BA) BaseNature of Report010RowsAccounting framework010
ojones: Metric = Accounting standard [ei:AS:AS1]Base = Memorandum items31870[Accounting standard]
ojones: DataPointVID 31870DataPointID 31870Metric = Accounting standard [ei:AS:AS1]Base = Memorandum itemValue chosen from:(:) National GAAP(:) IFRS(ei4) Accounting standard [ei:AS:AS1](BA:x17) Memorandum itemsReporting Level020
ojones: Metric = Reporting level [ei:SC:SC1]Base = Memorandum items37969[Reporting level]
ojones: DataPointVID 37969DataPointID 37969Metric = Reporting level [ei:SC:SC1]Base = Memorandum itemValue chosen from:(:) Individual(:) Consolidated(ei207) Reporting level [ei:SC:SC1](BA:x17) Memorandum items

C 01.00C 01.00 - Capital Adequacy - Own funds definitionColumnsMetric(BAS:BA) Base(MCY:MC) Main category(APR:AP) Approach for prudential purposes(OFS:OF) Own funds(TRI:TR) Type of risk(CNO:BT) Controlling and non-controlling owners(CPY:CT) Counterparty nature(MCL:MC) Main category that generates the deferred tax liability(MCU:MC) Main category of the underlying(PUR:PU) Purpose(RPR:RP) Related parties/Relationships(INV:PL) Significant investments(TOF:OF) Transitionally treated as in Own FundsAmount010RowsOWN FUNDS010
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = Total own funds33413$
ojones: {C 01.00, r010, c 010}=={C 42.00, r040, c 010}DataPointVID 33413DataPointID 33413Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = Total own funds(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital items(OF:x10) Total own fundsTIER 1 CAPITAL015
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = T1 Capital84817$
ojones: {C 61.00.a, r010, c 050, s010}=={C 01.00, r015, c 010}=={C 47.00, r320, c 010}DataPointVID 84817DataPointID 84817Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = T1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital items(OF:x8) T1 CapitalCOMMON EQUITY TIER 1 CAPITAL020
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = CET1 Capital33411$
ojones: {C 01.00, r020, c 010}=={C 42.00, r020, c 010}DataPointVID 33411DataPointID 33411Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = CET1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital items(OF:x2) CET1 CapitalCapital instruments eligible as CET1 Capital030
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. CapitalOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent33306$
ojones: DataPointVID 33306DataPointID 33306Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. CapitalOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x133) Equity instruments issued. Capital(OF:x2) CET1 Capital(BT:x4) Owners of the parentPaid up capital instruments040
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid upOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32673$
ojones: DataPointVID 32673DataPointID 32673Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. Capital. Paid upOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134) Equity instruments issued. Capital. Paid up(OF:x2) CET1 Capital(BT:x4) Owners of the parentOf which: Capital instruments subscribed by public authorities in emergency situations045
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid upOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentCounterparty nature = State, public authority or public-owned entityPurpose = Emergency situation117442$
ojones: DataPointVID 117442DataPointID 117442Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentCounterparty nature = State, public authority or public-owned entityMain category = Equity instruments issued. Capital. Paid upOwn funds = CET1 CapitalPurpose = Emergency situation(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134) Equity instruments issued. Capital. Paid up(OF:x2) CET1 Capital(BT:x4) Owners of the parent(CT:x541) State, public authority or public-owned entity(PU:x29) Emergency situationMemorandum item: Capital instruments not eligible050
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid upOwn funds = Non-eligible as CET1 due to reversible situationsControlling and non-controlling owners = Owners of the parent32675$
ojones: DataPointVID 32675DataPointID 32675Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. Capital. Paid upOwn funds = Non-eligible as CET1 due to reversible situations(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134) Equity instruments issued. Capital. Paid up(OF:x6) Non-eligible as CET1 due to reversible situations(BT:x4) Owners of the parentShare premium060
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Share premiumOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32681$
ojones: DataPointVID 32681DataPointID 32681Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Share premiumOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share premium(OF:x2) CET1 Capital(BT:x4) Owners of the parent(-) Own CET1 instruments070
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33299$
ojones: DataPointVID 33299DataPointID 33299Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = HoldingsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Direct holdings of CET1 instruments080
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Direct holdingsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued32669$
ojones: DataPointVID 32669DataPointID 32669Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Direct holdingsOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x365) Direct holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Indirect holdings of CET1 instruments090
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Indirect holdingsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33295$
ojones: DataPointVID 33295DataPointID 33295Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Indirect holdingsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x188) Indirect holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Synthetic holdings of CET1 instruments091
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Synthetic holdingsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33297$
ojones: DataPointVID 33297DataPointID 33297Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Synthetic holdingsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x325) Synthetic holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Actual or contingent obligations to purchase own CET1 instruments092
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Actual or contingent obligations to purchase holdingsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33301$
ojones: DataPointVID 33301DataPointID 33301Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Actual or contingent obligations to purchase holdingsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x374) Actual or contingent obligations to purchase holdings(OF:x2) CET1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issuedRetained earnings130
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Retained earnings, Profit or lossOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent33309$
ojones: DataPointVID 33309DataPointID 33309Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Retained earnings, Profit or lossOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x363) Retained earnings, Profit or loss(OF:x2) CET1 Capital(BT:x4) Owners of the parentPrevious years retained earnings140
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Retained earningsOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32679$
ojones: DataPointVID 32679DataPointID 32679Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Retained earningsOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x301) Retained earnings(OF:x2) CET1 Capital(BT:x4) Owners of the parentProfit or loss eligible150
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Profit or lossOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent33307$
ojones: DataPointVID 33307DataPointID 33307Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Profit or lossOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x276) Profit or loss(OF:x2) CET1 Capital(BT:x4) Owners of the parentProfit or loss attributable to owners of the parent160
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Profit or lossOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32678$
ojones: DataPointVID 32678DataPointID 32678Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Profit or lossOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x276) Profit or loss(OF:x2) CET1 Capital(BT:x4) Owners of the parent(-) Part of interim or year-end profit not eligible170
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Profit or lossOwn funds = Non-eligibleControlling and non-controlling owners = Owners of the parent33308$
ojones: DataPointVID 33308DataPointID 33308Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Profit or lossOwn funds = Non-eligible(mi76) Computable amount [mi](BA:x11) Own funds(MC:x276) Profit or loss(OF:x4) Non-eligible(BT:x4) Owners of the parentAccumulated other comprehensive income180
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Accumulated other comprehensive incomeOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32671$
ojones: DataPointVID 32671DataPointID 32671Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Accumulated other comprehensive incomeOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x9) Accumulated other comprehensive income(OF:x2) CET1 Capital(BT:x4) Owners of the parentOther reserves200
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Other reservesOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32677$
ojones: DataPointVID 32677DataPointID 32677Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Other reservesOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x269) Other reserves(OF:x2) CET1 Capital(BT:x4) Owners of the parentFunds for general banking risk210
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Funds for general banking risksOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32676$
ojones: DataPointVID 32676DataPointID 32676Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Funds for general banking risksOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x179) Funds for general banking risks(OF:x2) CET1 Capital(BT:x4) Owners of the parentTransitional adjustments due to grandfathered CET1 Capital instruments220
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Grandfathered instrumentsControlling and non-controlling owners = Owners of the parentTransitionally treated as in Own Funds = CET1 Capital38541$
ojones: {C 01.00, r220, c 010}=={C 05.01, r020, c 010}DataPointVID 38541DataPointID 38541Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Grandfathered instrumentsTransitionally treated as in Own Funds = CET1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the parent(OF:x2) CET1 CapitalMinority interest given recognition in CET1 capital230
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued, Retained earnings, Accumulated other comprehensive income, Other reserves, Funds for general banking risksOwn funds = CET1 CapitalControlling and non-controlling owners = Non-controlling interests33293$
ojones: DataPointVID 33293DataPointID 33293Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued, Retained earnings, Accumulated other comprehensive income, Other reserves, Funds for general banking risksOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x138) Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued, Retained earnings, Accumulated other comprehensive income, Other reserves, Funds for general banking risks(OF:x2) CET1 Capital(BT:x3) Non-controlling interestsTransitional adjustments due to additional minority interests240
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Due to minority interests and equivalentsControlling and non-controlling owners = Non-controlling interestsTransitionally treated as in Own Funds = CET1 Capital38533$
ojones: {C 01.00, r240, c 010}=={C 05.01, r070, c 010}DataPointVID 38533DataPointID 38533Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Transitional adjustments. Due to minority interests and equivalentsTransitionally treated as in Own Funds = CET1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to minority interests and equivalents(BT:x3) Non-controlling interests(OF:x2) CET1 CapitalAdjustments to CET1 due to prudential filters250
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filtersOwn funds = CET1 Capital33329$
ojones: DataPointVID 33329DataPointID 33329Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filtersOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x2) Prudential filters(OF:x2) CET1 Capital(-) Increases in equity resulting from securitised assets260
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for increases in equity resulting from securitised assetsOwn funds = CET1 Capital33340$
ojones: DataPointVID 33340DataPointID 33340Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for increases in equity resulting from securitised assetsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x375) Prudential filter for increases in equity resulting from securitised assets(OF:x2) CET1 CapitalCash flow hedge reserve270
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Prudential filter for cash flow hedge reserveOwn funds = CET1 CapitalControlling and non-controlling owners = Owners of the parent32682$
ojones: DataPointVID 32682DataPointID 32682Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Prudential filter for cash flow hedge reserveOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x376) Prudential filter for cash flow hedge reserve(OF:x2) CET1 Capital(BT:x4) Owners of the parentCumulative gains and losses due to changes in own credit risk on fair valued liabilities280
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for cumulative gains and losses due to changes in own credit risk on fair valued liabilitiesOwn funds = CET1 Capital33341$
ojones: DataPointVID 33341DataPointID 33341Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for cumulative gains and losses due to changes in own credit risk on fair valued liabilitiesOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x377) Prudential filter for cumulative gains and losses due to changes in own credit risk on fair valued liabilities(OF:x2) CET1 CapitalFair value gains and losses arising from the institution's own credit risk related to derivative liabilities285
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for fair value gains and losses arising from the institution's own credit risk related to derivative liabilitiesOwn funds = CET1 Capital55216$
ojones: DataPointVID 55216DataPointID 55216Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for fair value gains and losses arising from the institution's own credit risk related to derivative liabilitiesOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x503) Prudential filter for fair value gains and losses arising from the institution's own credit risk related to derivative liabilities(OF:x2) CET1 Capital(-) Value adjustments due to the requirements for prudent valuation290
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for value adjustments due to the requirements for prudent valuationOwn funds = CET1 Capital33342$
ojones: DataPointVID 33342DataPointID 33342Metric = Computable amount [mi]Base = Own fundsMain category = Prudential filter for value adjustments due to the requirements for prudent valuationOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x378) Prudential filter for value adjustments due to the requirements for prudent valuation(OF:x2) CET1 Capital(-) Goodwill300
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = GoodwillOwn funds = CET1 Capital33336$
ojones: DataPointVID 33336DataPointID 33336Metric = Computable amount [mi]Base = Own fundsMain category = GoodwillOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x184) Goodwill(OF:x2) CET1 Capital(-) Goodwill accounted for as intangible asset310
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = GoodwillOwn funds = CET1 Capital32692$
ojones: DataPointVID 32692DataPointID 32692Metric = Carrying amount [mi]Base = Own fundsMain category = GoodwillOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x184) Goodwill(OF:x2) CET1 Capital(-) Goodwill included in the valuation of significant investments320
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instrumentsOwn funds = CET1 CapitalSignificant investments = Significant Investment109293$
ojones: DataPointVID 109293DataPointID 109293Metric = Computable amount [mi]Base = Own fundsSignificant investments = Significant InvestmentMain category = Equity instrumentsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x130) Equity instruments(OF:x2) CET1 Capital(PL:x50) Significant InvestmentDeferred tax liabilities associated to goodwill330
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Deferred tax liabilitiesOwn funds = CET1 CapitalMain category that generates the deferred tax liability = Goodwill32683$
ojones: DataPointVID 32683DataPointID 32683Metric = Carrying amount [mi]Base = Own fundsMain category that generates the deferred tax liability = GoodwillMain category = Deferred tax liabilitiesOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x81) Deferred tax liabilities(OF:x2) CET1 Capital(MC:x184) Goodwill(-) Other intangible assets340
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Intangible assets other than Goodwill and Deferred tax liabilities associated to Intangible assets other than GoodwillOwn funds = CET1 Capital33337$
ojones: DataPointVID 33337DataPointID 33337Metric = Computable amount [mi]Base = Own fundsMain category = Intangible assets other than Goodwill and Deferred tax liabilities associated to Intangible assets other than GoodwillOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x211) Intangible assets other than Goodwill and Deferred tax liabilities associated to Intangible assets other than Goodwill(OF:x2) CET1 Capital(-) Other intangible assets before deduction of deferred tax liabilities350
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Intangible assets other than GoodwillOwn funds = CET1 Capital32693$
ojones: DataPointVID 32693DataPointID 32693Metric = Carrying amount [mi]Base = Own fundsMain category = Intangible assets other than GoodwillOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x210) Intangible assets other than Goodwill(OF:x2) CET1 CapitalDeferred tax liabilities associated to other intangible assets360
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Deferred tax liabilities associated to Intangible assets other than GoodwillOwn funds = CET1 CapitalMain category that generates the deferred tax liability = Intangible assets other than Goodwill32684$
ojones: DataPointVID 32684DataPointID 32684Metric = Carrying amount [mi]Base = Own fundsMain category that generates the deferred tax liability = Intangible assets other than GoodwillMain category = Deferred tax liabilities associated to Intangible assets other than GoodwillOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x83) Deferred tax liabilities associated to Intangible assets other than Goodwill(OF:x2) CET1 Capital(MC:x210) Intangible assets other than Goodwill(-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities370
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilitiesOwn funds = CET1 Capital33334$
ojones: DataPointVID 33334DataPointID 33334Metric = Computable amount [mi]Base = Own fundsMain category = Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilitiesOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x80) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities(OF:x2) CET1 Capital(-) IRB shortfall of credit risk adjustments to expected losses380
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = IRB shortfall of credit risk adjustments to expected lossesOwn funds = CET1 Capital33339$
ojones: DataPointVID 33339DataPointID 33339Metric = Computable amount [mi]Base = Own fundsMain category = IRB shortfall of credit risk adjustments to expected lossesOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x217) IRB shortfall of credit risk adjustments to expected losses(OF:x2) CET1 Capital(-)Defined benefit pension fund assets390
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Defined benefit pension fund assets, Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assetsOwn funds = CET1 Capital109296$
ojones: DataPointVID 109296DataPointID 109296Metric = Computable amount [mi]Base = Own fundsMain category = Defined benefit pension fund assets, Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assetsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x541) Defined benefit pension fund assets, Defined benefit pension fund assets which the institution has an restricted ability to use, Deferred tax liabilities associated to defined benefit pension fund assets(OF:x2) CET1 Capital(-)Defined benefit pension fund assets400
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Defined benefit pension fund assetsOwn funds = CET1 Capital109292$
ojones: DataPointVID 109292DataPointID 109292Metric = Carrying amount [mi]Base = Own fundsMain category = Defined benefit pension fund assetsOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x540) Defined benefit pension fund assets(OF:x2) CET1 CapitalDeferred tax liabilities associated to defined benefit pension fund assets410
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Deferred tax liabilities associated to defined benefit pension fund assetsOwn funds = CET1 Capital32687$
ojones: DataPointVID 32687DataPointID 32687Metric = Carrying amount [mi]Base = Own fundsMain category = Deferred tax liabilities associated to defined benefit pension fund assetsOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x82) Deferred tax liabilities associated to defined benefit pension fund assets(OF:x2) CET1 CapitalDefined benefit pension fund assets which the institution has an unrestricted ability to use420
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Defined benefit pension fund assets which the institution has an unrestricted ability to useOwn funds = CET1 Capital32688$
ojones: DataPointVID 32688DataPointID 32688Metric = Carrying amount [mi]Base = Own fundsMain category = Defined benefit pension fund assets which the institution has an unrestricted ability to useOwn funds = CET1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x88) Defined benefit pension fund assets which the institution has an unrestricted ability to use(OF:x2) CET1 Capital(-) Reciprocal cross holdings in CET1 Capital430
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Reciprocal cross holdingsOwn funds = CET1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sector33327$
ojones: DataPointVID 33327DataPointID 33327Metric = Computable amount [mi]Base = Own fundsMain category of the underlying = Equity instrumentsMain category = Reciprocal cross holdingsOwn funds = CET1 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x295) Reciprocal cross holdings(OF:x2) CET1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(-) Excess of deduction from AT1 items over AT1 Capital (see 1.2.10)440
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from lower level capitalOwn funds = CET1 Capital33407$
ojones: DataPointVID 33407DataPointID 33407Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from lower level capitalOwn funds = CET1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x148) Excess of deduction from lower level capital(OF:x2) CET1 Capital(-) Qualifying holdings outside the financial sector which can alternatively be subject to a 1.250% risk weight450
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 CapitalRelated parties/Relationships = Other than entities of the financial sector109294$
ojones: DataPointVID 109294DataPointID 109294Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 CapitalRelated parties/Relationships = Other than entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related to alternative treatment of exposures(OF:x2) CET1 Capital(RP:x7) Other than entities of the financial sector(-) Securitisation positions which can alternatively be subject to a 1.250% risk weight460
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresApproach for prudential purposes = Approaches for securitisation exposuresOwn funds = CET1 Capital109203$
ojones: DataPointVID 109203DataPointID 109203Approach for prudential purposes = Approaches for securitisation exposuresMetric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related to alternative treatment of exposures(AP:x52) Approaches for securitisation exposures(OF:x2) CET1 Capital(-) Free deliveries which can alternatively be subject to a 1.250% risk weight470
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 CapitalType of risk = Credit risk and free deliveries109295$
ojones: DataPointVID 109295DataPointID 109295Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 CapitalType of risk = Credit risk and free deliveries(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related to alternative treatment of exposures(OF:x2) CET1 Capital(TR:x3) Credit risk and free deliveries(-) Positions in a basket for which an institution cannot determine the risk weight under the IRB approach, and can alternatively be subject to a 1.250% risk weight471
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresApproach for prudential purposes = IRB ApproachOwn funds = CET1 Capital109056$
ojones: DataPointVID 109056DataPointID 109056Approach for prudential purposes = IRB ApproachMetric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related to alternative treatment of exposures(AP:x27) IRB Approach(OF:x2) CET1 Capital(-) Equity exposures under an internal models approach which can alternatively be subject to a 1.250% risk weight472
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresApproach for prudential purposes = Internal models approachOwn funds = CET1 Capital109143$
ojones: DataPointVID 109143DataPointID 109143Approach for prudential purposes = Internal models approachMetric = Computable amount [mi]Base = Own fundsMain category = Deductions related to alternative treatment of exposuresOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x75) Deductions related to alternative treatment of exposures(AP:x33) Internal models approach(OF:x2) CET1 Capital(-) CET1 instruments of financial sector entities where the institution does not have a significant investment480
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = CET1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Non-Significant Investment33311$
ojones: DataPointVID 33311DataPointID 33311Metric = Computable amount [mi]Base = Own fundsSignificant investments = Non-Significant InvestmentMain category of the underlying = Equity instrumentsMain category = HoldingsOwn funds = CET1 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x2) CET1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(PL:x36) Non-Significant Investment(-) Deductible deferred tax assets that rely on future profitability and arise from temporary differences490
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductible deferred tax assets that rely on future profitability and arise from temporary differencesOwn funds = CET1 Capital33330$
ojones: DataPointVID 33330DataPointID 33330Metric = Computable amount [mi]Base = Own fundsMain category = Deductible deferred tax assets that rely on future profitability and arise from temporary differencesOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x71) Deductible deferred tax assets that rely on future profitability and arise from temporary differences(OF:x2) CET1 Capital(-) CET1 instruments of financial sector entities where the institution has a significant investment500
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = CET1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Significant Investment33314$
ojones: DataPointVID 33314DataPointID 33314Metric = Computable amount [mi]Base = Own fundsSignificant investments = Significant InvestmentMain category of the underlying = Equity instrumentsMain category = HoldingsOwn funds = CET1 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x2) CET1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(PL:x50) Significant Investment(-) Amount exceeding the 17.65% threshold510
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Deductible deferred tax assets that rely on future profitability and arise from temporary differences and Equity instrumentsOwn funds = CET1 Capital33331$
ojones: DataPointVID 33331DataPointID 33331Metric = Computable amount [mi]Base = Own fundsMain category = Deductible deferred tax assets that rely on future profitability and arise from temporary differences and Equity instrumentsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x72) Deductible deferred tax assets that rely on future profitability and arise from temporary differences and Equity instruments(OF:x2) CET1 CapitalOther transitional adjustments to CET1 Capital520
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = CET1 Capital38632$
ojones: {C 01.00, r520, c 010}=={C 05.01, r100, c 010}DataPointVID 38632DataPointID 38632Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = CET1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x344) Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalents(OF:x2) CET1 Capital(-) Additional deductions of CET1 Capital due to Article 3 CRR524
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = CET1 Capital55218$
ojones: DataPointVID 55218DataPointID 55218Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x508) Application of stricter requirements by institutions(OF:x2) CET1 CapitalCET1 capital elements or deductions - other529
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = CET1 Capital33345$
ojones: DataPointVID 33345DataPointID 33345Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = CET1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x404) Other capital elements or deductions(OF:x2) CET1 CapitalADDITIONAL TIER 1 CAPITAL530
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = AT1 Capital33410$
ojones: DataPointVID 33410DataPointID 33410Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = AT1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital items(OF:x1) AT1 CapitalCapital instruments eligible as AT1 Capital540
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. CapitalOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parent33305$
ojones: DataPointVID 33305DataPointID 33305Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. CapitalOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x133) Equity instruments issued. Capital(OF:x1) AT1 Capital(BT:x4) Owners of the parentPaid up capital instruments550
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid upOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parent32672$
ojones: DataPointVID 32672DataPointID 32672Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. Capital. Paid upOwn funds = AT1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134) Equity instruments issued. Capital. Paid up(OF:x1) AT1 Capital(BT:x4) Owners of the parentMemorandum item: Capital instruments not eligible560
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid upOwn funds = Non-eligible as AT1 due to reversible situationsControlling and non-controlling owners = Owners of the parent32674$
ojones: DataPointVID 32674DataPointID 32674Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Equity instruments issued. Capital. Paid upOwn funds = Non-eligible as AT1 due to reversible situations(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x134) Equity instruments issued. Capital. Paid up(OF:x5) Non-eligible as AT1 due to reversible situations(BT:x4) Owners of the parentShare premium570
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Share premiumOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parent32680$
ojones: DataPointVID 32680DataPointID 32680Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Share premiumOwn funds = AT1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share premium(OF:x1) AT1 Capital(BT:x4) Owners of the parent(-) Own AT1 instruments580
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33298$
ojones: DataPointVID 33298DataPointID 33298Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = HoldingsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Direct holdings of AT1 instruments590
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Direct holdingsOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued32668$
ojones: DataPointVID 32668DataPointID 32668Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Direct holdingsOwn funds = AT1 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x365) Direct holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Indirect holdings of AT1 instruments620
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Indirect holdingsOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33294$
ojones: DataPointVID 33294DataPointID 33294Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Indirect holdingsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x188) Indirect holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Synthetic holdings of AT1 instruments621
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Synthetic holdingsOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33296$
ojones: DataPointVID 33296DataPointID 33296Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Synthetic holdingsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x325) Synthetic holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issued(-) Actual or contingent obligations to purchase own AT1 instruments622
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Actual or contingent obligations to purchase holdingsOwn funds = AT1 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued33300$
ojones: DataPointVID 33300DataPointID 33300Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issuedMain category = Actual or contingent obligations to purchase holdingsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x374) Actual or contingent obligations to purchase holdings(OF:x1) AT1 Capital(BT:x4) Owners of the parent(MC:x273) Own equity instruments issuedTransitional adjustments due to grandfathered AT1 Capital instruments660
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Grandfathered instrumentsControlling and non-controlling owners = Owners of the parentTransitionally treated as in Own Funds = AT1 Capital38540$
ojones: {C 01.00, r660, c 010}=={C 05.01, r020, c 020}DataPointVID 38540DataPointID 38540Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Grandfathered instrumentsTransitionally treated as in Own Funds = AT1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the parent(OF:x1) AT1 CapitalInstruments issued by subsidiaries that are given recognition in AT1 Capital670
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issuedOwn funds = AT1 CapitalControlling and non-controlling owners = Non-controlling interests33292$
ojones: DataPointVID 33292DataPointID 33292Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issuedOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x137) Equity instruments issued. Capital. Paid up, Share premium, Own equity instruments issued(OF:x1) AT1 Capital(BT:x3) Non-controlling interestsTransitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries680
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Due to minority interests and equivalentsControlling and non-controlling owners = Non-controlling interestsTransitionally treated as in Own Funds = AT1 Capital38532$
ojones: {C 01.00, r680, c 010}=={C 05.01, r070, c 020}DataPointVID 38532DataPointID 38532Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Transitional adjustments. Due to minority interests and equivalentsTransitionally treated as in Own Funds = AT1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to minority interests and equivalents(BT:x3) Non-controlling interests(OF:x1) AT1 Capital(-) Reciprocal cross holdings in AT1 Capital690
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Reciprocal cross holdingsOwn funds = AT1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sector32685$
ojones: DataPointVID 32685DataPointID 32685Metric = Carrying amount [mi]Base = Own fundsMain category of the underlying = Equity instrumentsMain category = Reciprocal cross holdingsOwn funds = AT1 CapitalRelated parties/Relationships = Entities of the financial sector(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x295) Reciprocal cross holdings(OF:x1) AT1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(-) AT1 instruments of financial sector entities where the institution does not have a significant investment700
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = AT1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Non-Significant Investment33310$
ojones: DataPointVID 33310DataPointID 33310Metric = Computable amount [mi]Base = Own fundsSignificant investments = Non-Significant InvestmentMain category of the underlying = Equity instrumentsMain category = HoldingsOwn funds = AT1 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x1) AT1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(PL:x36) Non-Significant Investment(-) AT1 instruments of financial sector entities where the institution has a significant investment710
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = AT1 CapitalMain category of the underlying = Equity instrumentsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Significant Investment33313$
ojones: DataPointVID 33313DataPointID 33313Metric = Computable amount [mi]Base = Own fundsSignificant investments = Significant InvestmentMain category of the underlying = Equity instrumentsMain category = HoldingsOwn funds = AT1 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x1) AT1 Capital(MC:x130) Equity instruments(RP:x2) Entities of the financial sector(PL:x50) Significant Investment(-) Excess of deduction from T2 items over T2 Capital720
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from lower level capitalOwn funds = AT1 Capital33406$
ojones: DataPointVID 33406DataPointID 33406Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from lower level capitalOwn funds = AT1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x148) Excess of deduction from lower level capital(OF:x1) AT1 CapitalOther transitional adjustments to AT1 Capital730
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = AT1 Capital38631$
ojones: {C 01.00, r730, c 010}=={C 05.01, r100, c 020}DataPointVID 38631DataPointID 38631Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = AT1 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x344) Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalents(OF:x1) AT1 CapitalExcess of deduction from AT1 items over AT1 Capital (deducted in CET1)740
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from the level of capitalOwn funds = AT1 Capital33408$
ojones: DataPointVID 33408DataPointID 33408Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from the level of capitalOwn funds = AT1 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x149) Excess of deduction from the level of capital(OF:x1) AT1 Capital(-) Additional deductions of AT1 Capital due to Article 3 CRR744
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = AT1 Capital55217$
ojones: DataPointVID 55217DataPointID 55217Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x508) Application of stricter requirements by institutions(OF:x1) AT1 CapitalAT1 capital elements or deductions - other748
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = AT1 Capital33344$
ojones: DataPointVID 33344DataPointID 33344Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = AT1 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x404) Other capital elements or deductions(OF:x1) AT1 CapitalTIER 2 CAPITAL750
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = T2 Capital33412$
ojones: {C 61.00.a, r020, c 050, s010}=={C 01.00, r750, c 010}DataPointVID 33412DataPointID 33412Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Regulatory capital itemsOwn funds = T2 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x275) Regulatory capital items(OF:x9) T2 CapitalCapital instruments and subordinated loans eligible as T2 Capital760
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital and subordinated loansOwn funds = T2 Capital33343$
ojones: DataPointVID 33343DataPointID 33343Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital and subordinated loansOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x379) Equity instruments issued. Capital and subordinated loans(OF:x9) T2 CapitalPaid up capital instruments and subordinated loans770
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up and subordinated loansOwn funds = T2 Capital32691$
ojones: DataPointVID 32691DataPointID 32691Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up and subordinated loansOwn funds = T2 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x91) Equity instruments issued. Capital. Paid up and subordinated loans(OF:x9) T2 CapitalMemorandum item: Capital instruments and subordinated loans not eligible780
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up and subordinated loansOwn funds = Non-eligible as T2 due to reversible situations32690$
ojones: DataPointVID 32690DataPointID 32690Metric = Carrying amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up and subordinated loansOwn funds = Non-eligible as T2 due to reversible situations(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x91) Equity instruments issued. Capital. Paid up and subordinated loans(OF:x7) Non-eligible as T2 due to reversible situationsShare premium790
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Share premiumOwn funds = T2 Capital32694$
ojones: DataPointVID 32694DataPointID 32694Metric = Carrying amount [mi]Base = Own fundsMain category = Share premiumOwn funds = T2 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x322) Share premium(OF:x9) T2 Capital(-) Own T2 instruments800
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = T2 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loans33304$
ojones: DataPointVID 33304DataPointID 33304Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loansMain category = HoldingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x9) T2 Capital(BT:x4) Owners of the parent(MC:x274) Own equity instruments issued and subordinated loans(-) Direct holdings of T2 instruments810
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Direct holdingsOwn funds = T2 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loans32670$
ojones: DataPointVID 32670DataPointID 32670Metric = Carrying amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loansMain category = Direct holdingsOwn funds = T2 Capital(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x365) Direct holdings(OF:x9) T2 Capital(BT:x4) Owners of the parent(MC:x274) Own equity instruments issued and subordinated loans(-) Indirect holdings of T2 instruments840
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Indirect holdingsOwn funds = T2 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loans33302$
ojones: DataPointVID 33302DataPointID 33302Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loansMain category = Indirect holdingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x188) Indirect holdings(OF:x9) T2 Capital(BT:x4) Owners of the parent(MC:x274) Own equity instruments issued and subordinated loans(-) Synthetic holdings of T2 instruments841
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Synthetic holdingsOwn funds = T2 CapitalControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loans33303$
ojones: DataPointVID 33303DataPointID 33303Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category of the underlying = Own equity instruments issued and subordinated loansMain category = Synthetic holdingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x325) Synthetic holdings(OF:x9) T2 Capital(BT:x4) Owners of the parent(MC:x274) Own equity instruments issued and subordinated loans(-) Actual or contingent obligations to purchase own T2 instruments842
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Actual or contingent obligations to purchase holdingsOwn funds = T2 CapitalMain category of the underlying = Own equity instruments issued and subordinated loans33328$
ojones: DataPointVID 33328DataPointID 33328Metric = Computable amount [mi]Base = Own fundsMain category of the underlying = Own equity instruments issued and subordinated loansMain category = Actual or contingent obligations to purchase holdingsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x374) Actual or contingent obligations to purchase holdings(OF:x9) T2 Capital(MC:x274) Own equity instruments issued and subordinated loansTransitional adjustments due to grandfathered T2 Capital instruments and subordinated loans880
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Grandfathered instrumentsControlling and non-controlling owners = Owners of the parentTransitionally treated as in Own Funds = T2 Capital38542$
ojones: {C 01.00, r880, c 010}=={C 05.01, r020, c 030}DataPointVID 38542DataPointID 38542Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Owners of the parentMain category = Grandfathered instrumentsTransitionally treated as in Own Funds = T2 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x369) Grandfathered instruments(BT:x4) Owners of the parent(OF:x9) T2 CapitalInstruments issued by subsidiaries that are given recognition in T2 Capital890
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Equity instruments issued. Capital. Paid up, own equity instruments issued and subordinated loansOwn funds = T2 CapitalControlling and non-controlling owners = Non-controlling interests33291$
ojones: DataPointVID 33291DataPointID 33291Metric = Computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Equity instruments issued. Capital. Paid up, own equity instruments issued and subordinated loansOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x136) Equity instruments issued. Capital. Paid up, own equity instruments issued and subordinated loans(OF:x9) T2 Capital(BT:x3) Non-controlling interestsTransitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries900
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Due to minority interests and equivalentsControlling and non-controlling owners = Non-controlling interestsTransitionally treated as in Own Funds = T2 Capital38534$
ojones: {C 01.00, r900, c 010}=={C 05.01, r070, c 030}DataPointVID 38534DataPointID 38534Metric = Transitional computable amount [mi]Base = Own fundsControlling and non-controlling owners = Non-controlling interestsMain category = Transitional adjustments. Due to minority interests and equivalentsTransitionally treated as in Own Funds = T2 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x343) Transitional adjustments. Due to minority interests and equivalents(BT:x3) Non-controlling interests(OF:x9) T2 CapitalIRB Excess of provisions over expected losses eligible910
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = IRB Excess of provisions over expected lossOwn funds = T2 Capital33338$
ojones: DataPointVID 33338DataPointID 33338Metric = Computable amount [mi]Base = Own fundsMain category = IRB Excess of provisions over expected lossOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x216) IRB Excess of provisions over expected loss(OF:x9) T2 CapitalSA General credit risk adjustments920
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = General credit risk adjustmentsApproach for prudential purposes = Standardised ApproachOwn funds = T2 CapitalType of risk = Credit risk17459$
ojones: DataPointVID 17459DataPointID 17459Approach for prudential purposes = Standardised ApproachMetric = Computable amount [mi]Base = Own fundsMain category = General credit risk adjustmentsOwn funds = T2 CapitalType of risk = Credit risk(mi76) Computable amount [mi](BA:x11) Own funds(MC:x394) General credit risk adjustments(AP:x42) Standardised Approach(OF:x9) T2 Capital(TR:x2) Credit risk(-) Reciprocal cross holdings in T2 Capital930
ojones: Metric = Carrying amount [mi]Base = Own fundsMain category = Reciprocal cross holdingsOwn funds = T2 CapitalMain category of the underlying = Equity instruments and subordinated financial assetsRelated parties/Relationships = Entities of the financial sector32686$
ojones: DataPointVID 32686DataPointID 32686Metric = Carrying amount [mi]Base = Own fundsMain category of the underlying = Equity instruments and subordinated financial assetsMain category = Reciprocal cross holdingsOwn funds = T2 CapitalRelated parties/Relationships = Entities of the financial sector(mi53) Carrying amount [mi](BA:x11) Own funds(MC:x295) Reciprocal cross holdings(OF:x9) T2 Capital(MC:x131) Equity instruments and subordinated financial assets(RP:x2) Entities of the financial sector(-) T2 instruments of financial sector entities where the institution does not have a significant investment940
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = T2 CapitalMain category of the underlying = Equity instruments and subordinated financial assetsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Non-Significant Investment33312$
ojones: DataPointVID 33312DataPointID 33312Metric = Computable amount [mi]Base = Own fundsSignificant investments = Non-Significant InvestmentMain category of the underlying = Equity instruments and subordinated financial assetsMain category = HoldingsOwn funds = T2 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x9) T2 Capital(MC:x131) Equity instruments and subordinated financial assets(RP:x2) Entities of the financial sector(PL:x36) Non-Significant Investment(-) T2 instruments of financial sector entities where the institution has a significant investment950
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = HoldingsOwn funds = T2 CapitalMain category of the underlying = Equity instruments and subordinated financial assetsRelated parties/Relationships = Entities of the financial sectorSignificant investments = Significant Investment33315$
ojones: DataPointVID 33315DataPointID 33315Metric = Computable amount [mi]Base = Own fundsSignificant investments = Significant InvestmentMain category of the underlying = Equity instruments and subordinated financial assetsMain category = HoldingsOwn funds = T2 CapitalRelated parties/Relationships = Entities of the financial sector(mi76) Computable amount [mi](BA:x11) Own funds(MC:x367) Holdings(OF:x9) T2 Capital(MC:x131) Equity instruments and subordinated financial assets(RP:x2) Entities of the financial sector(PL:x50) Significant InvestmentOther transitional adjustments to T2 Capital960
ojones: Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = T2 Capital38633$
ojones: {C 01.00, r960, c 010}=={C 05.01, r100, c 030}DataPointVID 38633DataPointID 38633Metric = Transitional computable amount [mi]Base = Own fundsMain category = Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalentsTransitionally treated as in Own Funds = T2 Capital(mi243) Transitional computable amount [mi](BA:x11) Own funds(MC:x344) Transitional adjustments. Other than grandfathered Capital instruments and minority interests and equivalents(OF:x9) T2 CapitalExcess of deduction from T2 items over T2 Capital (deducted in AT1)970
ojones: Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from the level of capitalOwn funds = T2 Capital33409$
ojones: DataPointVID 33409DataPointID 33409Metric = Amount including transitional provisions [mi]Base = Own fundsMain category = Excess of deduction from the level of capitalOwn funds = T2 Capital(mi81) Amount including transitional provisions [mi](BA:x11) Own funds(MC:x149) Excess of deduction from the level of capital(OF:x9) T2 Capital(-) Additional deductions of T2 Capital due to Article 3 CRR974
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = T2 Capital55219$
ojones: DataPointVID 55219DataPointID 55219Metric = Computable amount [mi]Base = Own fundsMain category = Application of stricter requirements by institutionsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x508) Application of stricter requirements by institutions(OF:x9) T2 CapitalT2 capital elements or deductions - other978
ojones: Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = T2 Capital33346$
ojones: DataPointVID 33346DataPointID 33346Metric = Computable amount [mi]Base = Own fundsMain category = Other capital elements or deductionsOwn funds = T2 Capital(mi76) Computable amount [mi](BA:x11) Own funds(MC:x404) Other capital elements or deductions(OF:x9) T2 Capital

C 02.00C 02.00 - Capital Adequacy - Risk Exposure AmountsColumnsMetric(BAS:BA) Base(MCY:MC) Main category(APR:AP) Approach for prudential purposes(EXC:EC) Exposure class(CPS:CT) Counterparty sector(TRI:TR) Type of risk(MRW:AP) Methods to determine risk weights(PRP:PL) Prudential portfolio(TIF:TA) Type of investment firm(UES:UE) Type of underlying(CPZ:CT) Size of the counterpartyAmount010RowsTOTAL RISK EXPOSURE AMOUNT010
ojones: Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirements38483$
ojones: DataPointVID 38483DataPointID 38483Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirements(mi237) Total risk exposure amount, Risk weighted exposure amount [mi](BA:x9) Exposures(MC:x192) Instruments subject to capital requirementsOf which: Investment firms under Article 95 paragraph 2 and Article 98 of CRR020
ojones: Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirementsType of investment firm = Investment firms under Article 95 paragraph 2 and Article 98 of CRR38484$
ojones: DataPointVID 38484DataPointID 38484Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirementsType of investment firm = Investment firms under Article 95 paragraph 2 and Article 98 of CRR(mi237) Total risk exposure amount, Risk weighted exposure amount [mi](BA:x9) Exposures(MC:x192) Instruments subject to capital requirements(TA:x23) Investment firms under Article 95 paragraph 2 and Article 98 of CRROf which : Investment firms under Article 96 paragraph 2 and Article 97 of CRR030
ojones: Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirementsType of investment firm = Investment firms under Article 96 paragraph 2 and Article 97 of CRR38485$
ojones: DataPointVID 38485DataPointID 38485Metric = Total risk exposure amount, Risk weighted exposure amount [mi]Base = ExposuresMain category = Instruments subject to capital requirementsType of investment firm = Investment firms under Article 96 paragraph 2 and Article 97 of CRR(mi237) Total risk exposure amount, Risk weighted exposure amount [mi](BA:x9) Exposures(MC:x192) Instruments subject to capital requirements(TA:x24) Investment firms under Article 96 paragraph 2 and Article 97 of CRRRISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES040
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit riskApproach for prudential purposes = Standardised Approach, IRB ApproachType of risk = Credit risk, counterparty credit risk, dilution risk and free deliveriesPrudential portfolio = Banking and trading book78933$
ojones: DataPointVID 78933DataPointID 78933Approach for prudential purposes = Standardised Approach, IRB ApproachMetric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit riskPrudential portfolio = Banking and trading bookType of risk = Credit risk, counterparty credit risk, dilution risk and free deliveries(mi310) Risk weighted exposure amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x193) Instruments subject to credit risk(AP:x45) Standardised Approach, IRB Approach(TR:x5) Credit risk, counterparty credit risk, dilution risk and free deliveries(PL:x10) Banking and trading bookStandardised Approach (SA)050
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit riskApproach for prudential purposes = Standardised ApproachType of risk = Credit risk, counterparty credit risk and free deliveriesPrudential portfolio = Banking and trading book78899$
ojones: DataPointVID 78899DataPointID 78899Approach for prudential purposes = Standardised ApproachMetric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit riskPrudential portfolio = Banking and trading bookType of risk = Credit risk, counterparty credit risk and free deliveries(mi310) Risk weighted exposure amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x193) Instruments subject to credit risk(AP:x42) Standardised Approach(TR:x4) Credit risk, counterparty credit risk and free deliveries(PL:x10) Banking and trading bookSA exposure classes excluding securitisation positions060
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentApproach for prudential purposes = Standardised ApproachType of risk = Credit risk, counterparty credit risk and free deliveriesPrudential portfolio = Banking and trading book78917$
ojones: {C 02.00, r060, c 010}=={C 07.00.a, r010, c 220, s001}DataPointVID 78917DataPointID 78917Approach for prudential purposes = Standardised ApproachMetric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentPrudential portfolio = Banking and trading bookType of risk = Credit risk, counterparty credit risk and free deliveries(mi310) Risk weighted exposure amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x195) Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment(AP:x42) Standardised Approach(TR:x4) Credit risk, counterparty credit risk and free deliveries(PL:x10) Banking and trading bookCentral governments or central banks070
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentApproach for prudential purposes = Standardised ApproachExposure class = Exposures to central governments or central banksCounterparty sector = Central governments or central banksType of risk = Credit risk, counterparty credit risk and free deliveriesPrudential portfolio = Banking and trading book77912$
ojones: {C 02.00, r070, c 010}=={C 07.00.a, r010, c 220, s002}DataPointVID 77912DataPointID 77912Approach for prudential purposes = Standardised ApproachMetric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresCounterparty sector = Central governments or central banksExposure class = Exposures to central governments or central banksMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentPrudential portfolio = Banking and trading bookType of risk = Credit risk, counterparty credit risk and free deliveries(mi310) Risk weighted exposure amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x195) Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment(AP:x42) Standardised Approach(EC:x16) Exposures to central governments or central banks(CT:x2) Central governments or central banks(TR:x4) Credit risk, counterparty credit risk and free deliveries(PL:x10) Banking and trading bookRegional governments or local authorities080
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentApproach for prudential purposes = Standardised ApproachExposure class = Exposures to regional governments or local authoritiesCounterparty sector = Regional governments or local authoritiesType of risk = Credit risk, counterparty credit risk and free deliveriesPrudential portfolio = Banking and trading book77913$
ojones: {C 02.00, r080, c 010}=={C 07.00.a, r010, c 220, s003}DataPointVID 77913DataPointID 77913Approach for prudential purposes = Standardised ApproachMetric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresCounterparty sector = Regional governments or local authoritiesExposure class = Exposures to regional governments or local authoritiesMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentPrudential portfolio = Banking and trading bookType of risk = Credit risk, counterparty credit risk and free deliveries(mi310) Risk weighted exposure amount after SME-supporting factor [mi](BA:x9) Exposures(MC:x195) Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatment(AP:x42) Standardised Approach(EC:x23) Exposures to regional governments or local authorities(CT:x16) Regional governments or local authorities(TR:x4) Credit risk, counterparty credit risk and free deliveries(PL:x10) Banking and trading bookPublic sector entities090
ojones: Metric = Risk weighted exposure amount after SME-supporting factor [mi]Base = ExposuresMain category = Instruments subject to credit risk excluding instruments subject to securitisation credit risk treatmentApproach for prudential purposes = Standardised ApproachExposure class = Exposures to public sector entitiesCounterparty sector = Public sector entitiesType of risk = Credit risk, counterparty credit risk and free deliveriesPrudential portfolio = Banking and trading book89540$
ojones: {C 02.00, r090, c 010}=={C 07.00.

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