C - OWN FUNDS REQUIREMENTS (CA2) Rows Item Label Amount 1 TOTAL RISK EXPOSURE AMOUNT 1* Of which: Investment firms under Article 95 paragraph 2 and Article 98 CRR 1** Of which: Investment firms under Article 96 paragraph 2 and Article 97 CRR RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Standardised approach (SA) * Of which: Additional stricter prudential requirements based on Article 124 CRR SA exposure classes excluding securitisation positions Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates Retail Secured by mortgages on immovable property Exposures in default Items associated with particular high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity Other items Internal ratings based Approach (IRB) * Of which: Additional stricter prudential requirements based on Article 164 CRR ** Of which: Additional stricter prudential requirements based on Article 124 CRR IRB approaches when neither own estimates of LGD nor Conversion Factors are usedEN.   Rows Item Label Amount Central governments and central banks Institutions Corporates - SME Corporates - Specialised Lending Corporates - Other IRB approaches when own estimates of LGD and/or Conversion Factors are used Central governments and central banks Institutions Corporates - SME Corporates - Specialised Lending Corporates - Other Retail - Secured by real estate SME Retail - Secured by real estate non-SME Retail - Qualifying revolving Retail - Other SME Retail - Other non-SME Equity IRB Other non credit-obligation assets Risk exposure amount for contributions to the default fund of a CCP Securitisation positions TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY Settlement/delivery risk in the non-Trading book Settlement/delivery risk in the Trading book TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) Traded debt instruments Equity Particular approach for position risk in CIUs * Memo item: CIUs exclusively invested in traded debt instrumentsEN  . Rows Item Label Amount ** Memo item: CIUs invested exclusively in equity instruments or in mixed instruments Foreign Exchange Commodities Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) OpR Basic indicator approach (BIA) OpR Standardised (STA) / Alternative Standardised (ASA) approaches OpR Advanced measurement approaches (AMA) ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT Advanced method Standardised method Based on OEM TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK OTHER RISK EXPOSURE AMOUNTS Of which: Additional stricter prudential requirements based on Article 458 CRR * Of which: requirements for large exposures ** Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property *** Of which: due to intra financial sector exposures Of which: Additional stricter prudential requirements based on Article 459 CRR Of which: Additional risk exposure amount due to Article 3 CRR C – OWN FUNDS REQUIREMENTS (CA2). Instructions concerning specific positions Row Legal references and instructions 1. TOTAL RISK EXPOSURE AMOUNT Article 92(3) and Articles 95, 96 and 98 CRR 1* Of which: Investment firms under Article 95 paragraph 2 and Article 98 CRR For investment firms under Article 95(2) and Article 98 CRR 1** Of which: Investment firms under Article 96 paragraph 2 and Article 97 CRR For investment firms under Article 96(2) and Article 97 CRR. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Points (a) and (f) of Article 92(3) CRR. Standardised Approach (SA) CR SA and SEC SA templates at the level of total exposuresEN.   Row Legal references and instructions * Of which: Additional stricter prudential requirements based on Article 124 CRR Institutions shall report the additional risk exposure amounts needed to comply with the stricter prudential requirements as communicated to the institutions after having been consulted with EBA, in accordance with paragraphs 2 and 5 of Article 124CRR.. SA exposure classes excluding securitisations positions CR SA template at the level of total exposures. The SA exposure classes are those mentioned in Article 112 CRR, excluding securitisation positions.. Central governments or central banks See CR SA template. Regional governments or local authorities See CR SA template. Public sector entities See CR SA template. Multilateral Development Banks See CR SA template. International Organisations See CR SA template. Institutions See CR SA template. Corporates See CR SA template. Retail See CR SA template. Secured by mortgages on immovable property See CR SA template. Exposures in default See CR SA template. Items associated with particular high risk See CR SA template. Covered bonds See CR SA template. Claims on institutions and corporate with a short-term credit assessment See CR SA template. Collective investments undertakings (CIU) See CR SA templateEN  . Row Legal references and instructions. Equity See CR SA template. Other items See CR SA template. Internal ratings based Approach (IRB) * Of which: Additional stricter prudential requirements based on Article 164 CRR Institutions shall report the additional risk exposure amounts needed to comply with the stricter prudential requirements as communicated to the institutions after having been notified to EBA, in accordance with paragraphs 5 and 7 of Article 164 CRR. ** Of which: Additional stricter prudential requirements based on Article 124 CRR Institutions shall report the additional risk exposure amounts needed to comply with the stricter prudential requirements set by the competent authorities after having consulted EBA, as laid down in paragraphs 2 and 5 of Article 124 CRR and which are related to limits on the eligible market value of the collateral as laid down in point (d) of Article 125(2) and point (d) of Article 126(2) CRR.. IRB Approaches when neither own estimates of LGD nor Conversion Factors are used CR IRB template at the level of total exposures (when own estimates of LGD or CCF are not used). Central governments and central banks See CR IRB template. Institutions See CR IRB template. Corporates – SME See CR IRB template. Corporates – Specialised Lending See CR IRB template. Corporates – Other See CR IRB template. IRB Approaches when own estimates of LGD and/or Conversion Factor are used CR IRB template at the level of total exposures (when own estimates of LGD and/or CCF are used). Central governments and central banks See CR IRB template. Institutions See CR IRB template. Corporates – SME See CR IRB templateEN.   Row Legal references and instructions. Corporates – Specialised Lending See CR IRB template. Corporates – Other See CR IRB template. Retail – secure by real estate SME See CR IRB template. Retail – secure by real estate non-SME See CR IRB template. Retail – Qualifying revolving See CR IRB template. Retail – Other SME See CR IRB template. Retail – Other non-SME See CR IRB template. Equity IRB See CR EQU IRB template. Other non credit-obligation assets The amount to be reported is the risk weighted exposure amount as calculated in accordance with Article 156 CRR.. Risk exposure amount for contributions to the default fund of a CCP Articles 307, 308 and 309 CRR Securitisation positions See CR SEC template. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY Point (c)(ii) of Article 92(3) and point (b) of Article 92(4) CRR. Settlement/delivery risk in the non-Trading book See CR SETT template. Settlement/delivery risk in the Trading book See CR SETT template. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS Points (b)(i), (c)(i) and (c)(iii) of Article 92(3) and point (b) of Article 92(4) CRR. Risk exposure amount for position, foreign exchange and commodities risks under Standardised Approaches (SA)EN  . Row Legal references and instructions. Traded debt instruments MKR SA TDI template at the level of total currencies.. Equity MKR SA EQU template at the level of total national markets.. Particular approach for position risk in CIUs Article 348(1), point (c) of Article 350(3) and point (a) of Article 364(2) CRR Total risk exposure amount for positions in CIUs if capital requirements are calculated in accordance with Article 348(1) CRR either immediately or as a consequence of the cap laid down in point (c) of Article 350(3) CRR. CRR does not explicitly assign those positions to either the interest rate risk or the equity risk. Where the particular approach laid down in the first sentence of Article 348(1) CRR is applied, the amount to be reported shall be 32 % of the net position of the CIU exposure in question, multiplied by 12,5. Where the particular approach laid down in the second sentence of Article 348(1) CRR is applied, the amount to be reported shall be the lower of 32 % of the net position of the relevant CIU exposure and the difference between 40 % of this net position and the own funds requirements that arise from the foreign exchange risk associated with this CIU exposure, multiplied by 12,5 respectively.. * Memo item: CIUs exclusively invested in traded debt instruments Total risk exposure amount for positions in CIUs if the CIU is invested exclusively in instruments subject to interest rate risk.. ** CIUs invested exclusively in equity instruments or in mixed instruments Total risk exposure amount for positions in CIUs if the CIU is invested either exclusively in instruments subject to equity risk or in mixed instruments or if the constituents of the CIU are unknown.. Foreign Exchange See MKR SA FX template. Commodities See MKR SA COM template. Risk exposure amount for positions, foreign exchange and commodity risks under internal models (IM) See MKR IM template. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR) Point (e) of Article 92(3) and point (b) of Article 92(4) CRR For investment firms under Articles 95(2) and 96(2) and Article 98 CRR, this element shall be zero.. OpR Basic Indicator approach (BIA) See OPR template. OpR Standardised (TSA)/Alternative Standardised (ASA) approaches See OPR templateEN.   Row Legal references and instructions. OpR Advanced measurement approaches (AMA) See OPR template. ADDITIONAL RISK EXPOSURE AMOUNT DUE TO FIXED OVERHEADS Articles 95(2) and 96(2), Article 97 and point (a) of Article 98(1) CRR Only for investment firms under Article 95(2), Article 96(2) and Article 98 CRR. See also Article 97 CRR. Investment firms under Article 96 CRR shall report the amount referred to in Article 97 multiplied by. Investment firms under Article 95 CRR shall report as follows: — Where the amount referred to in point (a) of Article 95(2) CRR is greater than the amount referred to in point (b) of Article 95(2) CRR, the amount to be reported is zero. — Where the amount referred to in point (b) of Article 95(2) CRR is greater than the amount referred to in point (a) of Article 95(2) CRR, the amount to be reported is the result of subtracting the latter amount from the former.. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT Point (d) of Article 92(3) CRR See CVA template.. Advanced method Own funds requirements for credit valuation adjustment risk in accordance with Article 383 CRR. See CVA template.. Standardised method Own funds requirements for credit valuation adjustment risk in accordance with Article 384 CRR. See CVA template.. Based on OEM Own funds requirements for credit valuation adjustment risk in accordance with Article 385 CRR. See CVA template.. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK Point (b)(ii) of Article 92(3) and Articles 395 to 401 CRR. OTHER RISK EXPOSURE AMOUNTS Articles 3, 458 and 459 CRR and risk exposure amounts which cannot be assigned to one of the items from to. Institutions shall report the amounts needed to comply with the following: Stricter prudential requirements imposed by the Commission, in accordance with Articles 458 and 459 CRR. Additional risk exposure amounts due to Article 3 CRR. This item does not have a link to a details template.EN  . Row Legal references and instructions. Of which: Additional stricter prudential requirements based on Article 458 CRR Article 458 CRR * Of which: requirements for large exposures Article 458 CRR ** Of which: due to modified risk weights for targeting asset bubbles in the resi dential and commercial property Article 458 CRR *** Of which: due to intra financial sector exposures Article 458 CRR. Of which: Additional stricter prudential requirements based on Article 459 CRR Article 459 CRR. Of which: Additional risk exposure amount due to Article 3 CRR Article 3 CRR The additional risk exposure amount has to be reported. It shall only include the additional amounts (e.g. if an exposure of 100 has a risk-weight of 20 % and the institutions applies a risk weight of 50 % based on Article 3 CRR, the amount to be reported is 30).